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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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| Vydáno v: | J R Stat Soc Ser A Stat Soc |
|---|---|
| Hlavní autoři: | , , |
| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
John Wiley and Sons Inc.
2015
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| Témata: | |
| On-line přístup: | 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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