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Predictive density combination using a tree-based synthesis function
Chernis, Tony; Hauzenberger, Niko; Huber, Florian; … - 2023
Persistent link: https://www.econbiz.de/10014440961
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Reconciled estimates of monthly GDP in the US
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2022
Persistent link: https://www.econbiz.de/10012822269
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Tail forecasting with multivariate Bayesian additive regression trees
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2021
Persistent link: https://www.econbiz.de/10012489943
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Censored density forecasts : production and evaluation
Mitchell, James; Weale, Martin - 2021
This paper develops methods for the production and evaluation of censored density forecasts. Censored density forecasts quantify forecast risks in a middle region of the density covering a specified probability, and ignore the magnitude but not the frequency of outlying observations. We propose...
Persistent link: https://www.econbiz.de/10012587322
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Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2022
Persistent link: https://www.econbiz.de/10013277546
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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
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Censored density forecasts : production and evaluation
Mitchell, James; Weale, Martin - 2022
Persistent link: https://www.econbiz.de/10013375498