FRED-SD : a real-time database for state-level data with forecasting applications
Kathryn O. Bokun, Laura E. Jackson, Kevin L. Kliesen, Michael T. Owyang
| Year of publication: |
2023
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|---|---|
| Authors: | Bokun, Kathryn O. ; Jackson, Laura ; Kliesen, Kevin L. ; Owyang, Michael T. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 1, p. 279-297
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| Subject: | Bayesian VAR | Factor model | Forecasting | Real-time vintages | Space–time autoregression | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Datenbank | Database | Autokorrelation | Autocorrelation | VAR-Modell | VAR model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2021.11.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014462780