Showing 1 - 10 of 1,866
instance of precision-based sampling methods that operate on the inverse variance-covariance matrix of the states (also known … other instances of precision-based sampling, computational gains are considerable. Relevant applications include trend …
Persistent link: https://www.econbiz.de/10014336195
states and model variables, which is sparse and banded in many economic applications and allows for efficient sampling. The … existing literature on precision-based sampling is focused on complete-data applications, whereas the proposed samplers in this …
Persistent link: https://www.econbiz.de/10012510141
Persistent link: https://www.econbiz.de/10014281000
This paper compares two single-equation approaches from the recent nowcast literature: Mixed-data sampling (MIDAS …
Persistent link: https://www.econbiz.de/10010432327
enabling incorporation of neighboring structures and easy sampling schemes. Different sampling schemes are available and may be …
Persistent link: https://www.econbiz.de/10012007896
Persistent link: https://www.econbiz.de/10000958018
Persistent link: https://www.econbiz.de/10003528130
Persistent link: https://www.econbiz.de/10001664563
Persistent link: https://www.econbiz.de/10001550642
Recent research has found that macroeconomic survey forecasts of uncertainty exhibit several deficiencies, such as horizon-dependent biases and lower accuracy than simple unconditional uncertainty forecasts. We examine the inflation uncertainty forecasts from the Bank of England, the Banco...
Persistent link: https://www.econbiz.de/10011962843