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Real-time nowcasting with a bayesian mixed frequency model with stochastic volatility

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Reconciled estimates of monthly GDP in the US

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Macroeconomic forecasting in a multi-country context

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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