Similar Search Results

Bayes estimates of the cyclical component in twentieth century US gross domestic product

Harvey, Andrew C.; Trimbur, Thomas M.; Dijk, Herman K. van - In: Growth and cycle in the Euro-zone, (pp. 76-89). 2006

Persistent link: https://www.econbiz.de/10003412113

Big data in economics : evolution or revolution?

De Mol, Christine; Gautier, Eric; Giannone, Domenico; … - In: Economics without borders : economic research for …, (pp. 612-631). 2017

Persistent link: https://www.econbiz.de/10011672094

Density forecasting

Bassetti, Federico; Casarin, Roberto; Ravazzolo, Francesco - In: Macroeconomic forecasting in the era of big data : …, (pp. 465-494). 2020

This chapter reviews different methods to construct density forecasts and to aggregate forecasts from many sources. Density evaluation tools to measure the accuracy of density forecasts are reviewed and calibration methods for improving the accuracy of forecasts are presented. The manuscript...

Persistent link: https://www.econbiz.de/10012160010

Bayesian inference on dynamic models with latent factors

Billio, Monica; Casarin, Roberto; Sartore, Domenico - In: Growth and cycle in the Euro-zone, (pp. 25-44). 2006

Persistent link: https://www.econbiz.de/10003412060

Contagion dynamics on financial networks

Billio, Monica; Casarin, Roberto; Costola, Michele; … - In: International financial markets, (pp. 63-98). 2019

Persistent link: https://www.econbiz.de/10012249029

Introduction

Geweke, John; Koop, Gary; Dijk, Herman Van - In: The Oxford handbook of Bayesian econometrics. 2012

Persistent link: https://www.econbiz.de/10013476738

Measuring core inflation in Australia with disaggregate ensembles

Ravazzolo, Francesco; Vahey, Shaun P. - In: Inflation in an era of relative price shocks : …, (pp. 178-201). 2010

Persistent link: https://www.econbiz.de/10008736223