forecasting applications of the estimated model are demonstrated, based on a novel Bayesian framework for conditioning on judgment …

, spillover analysis, and forecasting applications of the estimated model are demonstrated. These include quantifying the monetary …

This paper presents a ""bridge model"" for short-run (one or two quarters ahead) forecasting of Italian GDP, relying on … their simplicity and their good forecasting power, the framework may be usefully extended to other variables as well as to …

Model selection and forecasting in stress tests can be facilitated using machine learning techniques. These techniques … stress testing. Lasso regressions, in particular, are well suited for building forecasting models when the number of … over other model selection methods, and illustrates their application by constructing forecasting models of sectoral …

analysis and forecasting applications of the estimated model are demonstrated, based on a Bayesian framework for conditioning …