Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts
Year of publication: |
2015-01-07
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Authors: | Clark, Todd ; Ravazzolo, Francesco ; Krueger, Fabian |
Institutions: | Federal Reserve Bank of Cleveland |
Subject: | Forecasting | Prediction | Bayesian Analysis |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Paper Number 1439 41 pages |
Classification: | C11 - Bayesian Analysis ; C53 - Forecasting and Other Model Applications ; E17 - Forecasting and Simulation |
Source: |
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