Tail forecasting with multivariate bayesian additive regression trees
Year of publication: |
2023
|
---|---|
Authors: | Clark, Todd E. ; Huber, Florian ; Koop, Gary ; Marcellino, Massimiliano ; Pfarrhofer, Michael |
Published in: |
International economic review. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 1468-2354, ZDB-ID 1483297-5. - Vol. 64.2023, 3, p. 979-1022
|
Subject: | Multiple Regression | Multiple regression | Bayes-Statistik | Bayesian inference | Wirtschaftsprognose | Economic forecast | Statistische Verteilung | Statistical distribution | USA | United States | 1997-2020 |
-
Conditional forecasts in dynamic multivariate models
Waggoner, Daniel F., (1999)
-
Probability distributions or point predictions? : survey forecasts of US output growth and inflation
Clements, Michael P., (2013)
-
Real-time forecasts of economic growth
Sandu, Marcel Antonio, (2022)
- More ...
-
Tail Forecasting with Multivariate Bayesian Additive Regression Trees
Clark, Todd E., (2021)
-
Tail forecasting with multivariate Bayesian additive regression trees
Clark, Todd E., (2021)
-
Investigating growth at risk using a multi-country non-parametric quantile factor model
Clark, Todd E., (2023)
- More ...