Combined Density Nowcasting in an Uncertain Economic Environment
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Cites work
- A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
- A real-time data set for macroeconomists
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Combining inflation density forecasts
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
- Estimating turning points using large data sets
- EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING*
- Forecasting in dynamic factor models using Bayesian model averaging
- Forecasting inflation using dynamic model averaging
- Forecasting Using Principal Components From a Large Number of Predictors
- scientific article; zbMATH DE number 1666093 (Why is no real title available?)
- scientific article; zbMATH DE number 410130 (Why is no real title available?)
- Making and evaluating point forecasts
- Optimal prediction pools
- Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
- Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility
- The Generalized Dynamic Factor Model
- Time-varying combinations of predictive densities using nonlinear filtering
- Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials
Cited in
(5)- Combining large numbers of density predictions with Bayesian predictive synthesis
- Bayesian group-shrinkage based estimation for panel vector autoregressive models with mixed frequency data
- Predictive density combination using Bayesian machine learning
- Short-term forecasting with optimal transport
- Bayesian dynamic quantile model averaging
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