Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Year of publication: |
2024
|
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Authors: | Wu, Ping |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 3, p. 903-917
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Subject: | Bayesian | Factor stochastic volatility | Global business cycle | Sparsification | Unobserved components models | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Zustandsraummodell | State space model | Theorie | Theory | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Welt | World |
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