Nowcasting with large Bayesian vector autoregressions
Jacopo Cimadomo, Domenico Giannone, Michele Lenza, Francesca Monti and Andrej Sokol
| Year of publication: |
26 February 2021
|
|---|---|
| Authors: | Cimadomo, Jacopo ; Giannone, Domenico ; Lenza, Michele ; Monti, Francesca ; Sokol, Andrej |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | ig Data | Scenario analysis | Mixed frequency | Real time | business cycles | Nowcasting | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Zeit | Time | Theorie | Theory | Szenariotechnik |
| Extent: | 1 Online-Ressource (circa 37 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP15854 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012484579