Forecasting economic activity with mixed frequency Bayesian VARs
Year of publication: |
2016
|
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Authors: | Brave, Scott A. ; Butters, R. Andrew ; Justiniano, Alejandro |
Publisher: |
Chicago, IL : Federal Reserve Bank of Chicago |
Subject: | mixed frequency | Bayesian VAR | real-time data | nowcasting |
Series: | Working Paper ; 2016-05 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 861457641 [GVK] hdl:10419/172921 [Handle] RePEc:fip:fedhwp:wp-2016-05 [RePEc] |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E37 - Forecasting and Simulation |
Source: |
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