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Macroeconomic forecasting with large Bayesian VARs : global-local priors and the illusion of sparsity
Cross, Jamie; Hou, Chenghan; Poon, Aubrey - In: International journal of forecasting 36 (2020) 3, pp. 899-915
Persistent link: https://www.econbiz.de/10012497058
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Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - In: International journal of forecasting 40 (2024) 2, pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
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Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah; Koop, Gary; Poon, Aubrey - In: International journal of forecasting 39 (2023) 1, pp. 346-363
Persistent link: https://www.econbiz.de/10014462786