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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

Forecasting Economic Activity with Mixed Frequency Bayesian Vars

Brave, Scott A. - 2020

Persistent link: https://www.econbiz.de/10012855407

Forecasting economic activity with mixed frequency BVARs

Brave, Scott A.; Butters, R. Andrew; Justiniano, Alejandro - In: International journal of forecasting 35 (2019) 4, pp. 1692-1707

Persistent link: https://www.econbiz.de/10012305519

The perils of working with big data, and a SMALL checklist you can use to recognize them

Brave, Scott A.; Butters, R. Andrew; Fogarty, Michael - In: Business horizons 65 (2022) 4, pp. 481-492

Persistent link: https://www.econbiz.de/10013325848

Predicting benchmarked US state employment data in real time

Brave, Scott A.; Gascon, Charles; Kluender, William; … - In: International journal of forecasting 37 (2021) 3, pp. 1261-1275

Persistent link: https://www.econbiz.de/10012794856