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  • Search: subject:"dynamic SURE models"
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Year of publication
Subject
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Bayesian forecasting 1 agent opinion analysis 1 dynamic SURE models 1 dynamic latent factors models 1 macroeconomic forecasting 1 multivariate density forecast combination 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Working Paper 1
Language
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English 1
Author
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Aastveit, Knut Are 1 McAlinn, Kenichiro 1 Nakajima, Jouchi 1 West, Mike 1
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Working Paper 1
Source
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EconStor 1
Showing 1 - 1 of 1
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Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting
McAlinn, Kenichiro; Aastveit, Knut Are; Nakajima, Jouchi; … - 2019
We present new methodology and a case study in use of a class of Bayesian predictive synthesis (BPS) models for multivariate time series forecasting. This extends the foundational BPS framework to the multivariate setting, with detailed application in the topical and challenging context of...
Persistent link: https://www.econbiz.de/10012143939
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