Using survey information for improving the density nowcasting of U.S. GDP
Year of publication: |
2023
|
---|---|
Authors: | Çakmaklı, Cem ; Demircan, Hamza |
Subject: | Bayesian inference | Disagreement | Dynamic factor model | Predictive density evaluation | Stochastic volatility | Survey of professional forecasters | Prognoseverfahren | Forecasting model | USA | United States | Bayes-Statistik | Volatilität | Volatility | Schätzung | Estimation | Wirtschaftsprognose | Economic forecast | Stochastischer Prozess | Stochastic process | Theorie | Theory | Faktorenanalyse | Factor analysis | Bruttoinlandsprodukt | Gross domestic product |
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Nowcasting GDP with a pool of factor models and a fast estimation algorithm
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Short-Term GDP Forecasting with a Mixed Frequency Dynamic Factor Model with Stochastic Volatility
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