Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters
Year of publication: |
2020
|
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Authors: | Heinrich, Markus ; Reif, Magnus |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | time-varying parameters | forecasting | nowcasting | mixed-frequency models | Bayesian methods |
Series: | CESifo Working Paper ; 8054 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 168907647X [GVK] hdl:10419/215056 [Handle] RePec:ces:ceswps:_8054 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C53 - Forecasting and Other Model Applications ; c55 ; E32 - Business Fluctuations; Cycles |
Source: |
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Real-time forecasting using mixed-frequency VARs with time-varying parameters
Heinrich, Markus, (2020)
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Forecasting using mixed-frequency VARs with time-varying parameters
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Carstensen, Kai, (2017)
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Forecasting using mixed-frequency VARs with time-varying parameters
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