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Forecasting model
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Nowcasting with large Bayesian vector autoregressions
Cimadomo, Jacopo
;
Giannone, Domenico
;
Lenza, Michele
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 500-519
Persistent link: https://www.econbiz.de/10013464909
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Rolling window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi
;
Lu, Jin
;
Rossi, Barbara
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10011743498
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