Combined density nowcasting in an uncertain economic environment
Knut Are Aastveit, Francesco Ravazzolo, Herman K. van Dijk
| Year of publication: |
January 2018
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| Authors: | Aastveit, Knut Are ; Ravazzolo, Francesco ; Dijk, Herman K. van |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 36.2018, 1, p. 131-145
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| Subject: | Density forecast combination | Survey forecast | Bayesian filtering | Sequential Monte Carlo Nowcasting | Real-time data | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Frühindikator | Leading indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1137760 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011894481