Bayesian nonparametric methods for macroeconomic forecasting
Massimiliano Marcellino and Michael Pfarrhofer
| Year of publication: |
05 April 2024
|
|---|---|
| Authors: | Marcellino, Massimiliano ; Pfarrhofer, Michael |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | United States | euro area | Bayesian Additive Regression Trees | GaussianProcesses | multivariate time series analysis | structural breaks | Zeitreihenanalyse | Time series analysis | USA | Bayes-Statistik | Bayesian inference | Strukturbruch | Structural break | Eurozone | Euro area | Theorie | Theory | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis |
Online Resource
| Extent: | 1 Online-Ressource (circa 44 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / CEPR. - London : CEPR, ISSN 2045-6573, ZDB-ID 2001019-9. - Vol. DP18970 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014520837