Bayesian neural networks for macroeconomic analysis

DOI10.1016/J.JECONOM.2024.105843MaRDI QIDQ6969715zbMATH OpenFDO

Authors Niko Hauzenberger, Florian Huber, Karin Klieber, Massimiliano Marcellino

Publication date 19 June 2025

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2024.105843

zbMATH Keywords

Bayesian neural networksmacroeconomic forecastingmodel selectionshrinkage priors

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cited in

(4)

• Gradient-free Gibbs sampler for shallow-wide Bayesian neural networks
• Editorial: Machine learning for economic policy
• A social media alert system for meme stocks
• The ARR2 prior: flexible predictive prior definition for Bayesian auto-regressions

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