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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

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/10014316254

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

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

Forecasting economic activity with mixed frequency Bayesian VARs

Brave, Scott A.; Butters, R. Andrew; Justiniano, Alejandro - 2016

Mixed frequency Bayesian vector autoregressions (MF-BVARs) allow forecasters to incorporate a large number of mixed frequency indicators into forecasts of economic activity. This paper evaluates the forecast performance of MF-BVARs relative to surveys of professional forecasters and investigates...

Persistent link: https://www.econbiz.de/10011485951