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Tail Forecasting with Multivariate Bayesian Additive Regression Trees
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2021
forecasting performance of the various models for a set of US macroeconomic and financial indicators. Our results suggest that …
Persistent link: https://www.econbiz.de/10013238045
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The Macroeconomic Forecasting Performance of Autoregressive Models with Alternative Specifications of Time-Varying Volatility
Clark, Todd E. - 2013
volatility specifications, in terms of point forecasting to some degree and density forecasting to a greater degree …
Persistent link: https://www.econbiz.de/10013082395