Using entropic tilting to combine BVAR forecasts with external nowcasts
Year of publication: |
July 2017
|
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Authors: | Krüger, Fabian ; Clark, Todd E. ; Ravazzolo, Francesco |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 3, p. 470-485
|
Subject: | Bayesian analysis | Forecasting | Prediction | Modellierung | Scientific modelling | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model |
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