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A new Bayesian model for conta...
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Bayesian methods
Bayes-Statistik
49
Bayesian inference
49
Theorie
43
Theory
43
Forecasting model
42
Prognoseverfahren
42
VAR model
38
VAR-Modell
38
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28
Schätzung
28
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22
Zeitreihenanalyse
22
Estimation theory
19
Schätztheorie
19
Volatility
15
Volatilität
15
Bruttoinlandsprodukt
13
Gross domestic product
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Monte Carlo simulation
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Stochastic process
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Stochastischer Prozess
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Option pricing theory
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Optionspreistheorie
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Sensitivity analysis
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Sensitivitätsanalyse
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Bayesian estimation
9
Inflation
9
National income
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Nationaleinkommen
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Nowcasting
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Risiko
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Risk
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State space model
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Stochastic volatility
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Zustandsraummodell
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Markov chain
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English
8
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Mitchell, James
8
Poon, Aubrey
8
Koop, Gary
7
McIntyre, Stuart
7
Wu, Ping
2
Mazzi, Gian Luigi
1
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Federal Reserve Bank of Cleveland working paper series
3
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
Strathclyde discussion papers in economics
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ECONIS (ZBW)
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Reconciled estimates of monthly GDP in the US
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2022
Persistent link: https://www.econbiz.de/10012822269
Saved in:
2
Reconciled estimates and nowcasts of regional output in the UK
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
National Institute economic review : journal of the …
253
(
2020
)
1
,
pp. R44-R59
Persistent link: https://www.econbiz.de/10012258699
Saved in:
3
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2022
Persistent link: https://www.econbiz.de/10013277546
Saved in:
4
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
Saved in:
5
Reconciled estimates of monthly GDP in the United States
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 563-577
Persistent link: https://www.econbiz.de/10014448358
Saved in:
6
Incorporating short data into large mixed-frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014295389
Saved in:
7
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
8
Nowcasting Euro area GDP growth using Bayesian quantile regression
Mitchell, James
;
Poon, Aubrey
;
Mazzi, Gian Luigi
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 51-72)
.
2022
Persistent link: https://www.econbiz.de/10013201798
Saved in:
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