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Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility
The paper develops a method for producing current quarter forecasts of gross domestic product growth with a (possibly large) range of available within‐the‐quarter monthly observations of economic indicators, such as employment and industrial production, and financial indicators, such as stock prices...
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| Gepubliceerd in: | J R Stat Soc Ser A Stat Soc |
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| Hoofdauteurs: | , , |
| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
John Wiley and Sons Inc.
2015
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| Onderwerpen: | |
| Online toegang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5098173/ https://ncbi.nlm.nih.gov/pubmed/27840562 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/rssa.12092 |
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