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, dynamic correlations and Granger non-causality tests in a linear VAR framework. To overcome real-time forecasting challenges …. Simulations analysis in pseudo real-time suggests that: i) the global trade index is a useful tool to track and forecast world …
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This paper develops Bayesian econometric methods for posterior inference in non-parametric mixed frequency VARs using additive regression trees. We argue that regression tree models are ideally suited for macroeconomic nowcasting in the face of extreme observations, for instance those produced...
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Response management to the SARS-CoV-2 outbreak requires to answer several forecasting tasks. For hospital managers, a … to forecast the needs of beds in intensive care, jointly with the number of patients hospitalised with Covid-19 symptoms … at later stages of the spread of the disease. This reasonable forecast performance suggests that the present approach may …
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