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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
~person:"Koop, Gary"
~person:"Marcellino, Massimiliano"
~subject:"Asymmetric information"
~subject:"Bayesian non-parametrics"
~subject:"Estimation"
~subject:"Forecasting"
~subject:"Hierarchical shrinkage"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regressionsanalyse"
~subject:"Risk"
~type_genre:"Non-commercial literature"
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Estimation theory
Schätzung
Asymmetric information
Bayesian non-parametrics
Estimation
Forecasting
Hierarchical shrinkage
Nichtparametrisches Verfahren
Regressionsanalyse
Risk
Theorie
23
Theory
23
Forecasting model
20
Prognoseverfahren
20
Bayes-Statistik
18
Bayesian inference
18
VAR model
14
VAR-Modell
14
Time series analysis
12
Zeitreihenanalyse
12
Regression analysis
7
Frühindikator
6
Leading indicator
6
Volatility
6
Volatilität
6
Nonparametric statistics
5
Risiko
5
Economic forecast
4
Inflation
4
Stochastic process
4
Stochastischer Prozess
4
Wirtschaftsprognose
4
Bayesian methods
3
Business cycle
3
Konjunktur
3
Macroeconomic forecasting
3
Nowcasting
3
Risikomaß
3
Risk measure
3
USA
3
United States
3
Vector autoregressions
3
forecasting
3
Coronavirus
2
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16
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Non-commercial literature
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16
Graue Literatur
16
Working Paper
16
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English
16
Author
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Koop, Gary
Marcellino, Massimiliano
Clark, Todd E.
13
Carriero, Andrea
8
Huber, Florian
5
Rocheteau, Guillaume
5
Benhima, Kenza
4
Verbrugge, Randal
4
Zaman, Saeed
4
Bergemann, Dirk
3
Born, Benjamin
3
Craig, Ben R.
3
Dew-Becker, Ian
3
Gersbach, Hans
3
Heumann, Tibor
3
Lopez, Pierlauro
3
Müller, Gernot J.
3
Petrella, Ivan
3
Pfarrhofer, Michael
3
Adams, Brian
2
Ascanio, Francesco D
2
Asriyan, Vladimir
2
Avdjiev, Stefan
2
Bai, Yu
2
Baumeister, Christiane
2
Bayer, Christian
2
Borusyak, Kirill
2
Caballero, Ricardo J.
2
Chemla, Gilles
2
Choné, Philippe
2
Christiano, Lawrence J.
2
Corsetti, Giancarlo
2
Cujean, Julien
2
Delle Monache, Davide
2
Egger, Peter
2
Espinoza, Raphael
2
Foroni, Claudia
2
Furlanetto, Francesco
2
Hennessy, Christopher A.
2
Hull, Peter
2
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Discussion papers / CEPR
Federal Reserve Bank of Cleveland working paper series
Discussion paper / Centre for Economic Policy Research
9
EUI working paper / ECO
3
Strathclyde discussion papers in economics
3
Discussion paper / Deutsche Bundesbank
2
Temi di discussione / Banca d'Italia
2
Working paper
2
Working paper series / European Central Bank
2
Working paper series / Innocenzo Gasparini Institute for Economic Research
2
Working papers / Innocenzo Gasparini Institute for Economic Research
2
CAMP working paper series
1
CESifo working papers
1
Cambridge working papers in economics
1
Discussion paper
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / IZA
1
Discussion papers / Adam Smith Business School, University of Glasgow
1
Discussion papers / Department of Economics, The University of Birmingham
1
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1
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1
JRC working papers in economics and finance
1
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1
Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
16
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1
Incorporating short data into large mixed-frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014295389
Saved in:
2
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
-
2022
-
This version: January 2022
Persistent link: https://www.econbiz.de/10012822279
Saved in:
3
Forecasting US inflation using Bayesian nonparametric models
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2022
Persistent link: https://www.econbiz.de/10013277506
Saved in:
4
Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano
;
Pfarrhofer, Michael
-
2024
Persistent link: https://www.econbiz.de/10014520837
Saved in:
5
Tail forecasting with multivariate Bayesian additive regression trees
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2021
Persistent link: https://www.econbiz.de/10012489943
Saved in:
6
Forecasting US inflation using bayesian nonparametric models
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014326677
Saved in:
7
Capturing macroeconomic tail risks with Bayesian vector autoregressions
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2020
Persistent link: https://www.econbiz.de/10012153666
Saved in:
8
Nowcasting tail risks to economic activity with many indicators
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2020
Persistent link: https://www.econbiz.de/10012388077
Saved in:
9
No-arbitrage priors, drifting volatilities, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2020
Persistent link: https://www.econbiz.de/10012388385
Saved in:
10
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
-
2022
Persistent link: https://www.econbiz.de/10012806332
Saved in:
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