Aye, Goodness C.; Miller, Stephen M.; Gupta, Rangan; … - Institut de Préparation à l'Administration et à la … - 2014
This paper employs classical bivariate, factor augmented (FA), slab-and-spike variable selection (SSVS)-based, and Bayesian semi-parametric shrinkage (BSS)-based predictive regression models to forecast US real private residential fixed investment over an out-ofsample period from 1983:Q1 to...
