A flexible mixed-frequency vector autoregression with a steady-state prior (Q2019871)
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scientific article; zbMATH DE number 7336609
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| English | A flexible mixed-frequency vector autoregression with a steady-state prior |
scientific article; zbMATH DE number 7336609 |
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A flexible mixed-frequency vector autoregression with a steady-state prior (English)
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22 April 2021
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VAR
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state space models
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nowcasting
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macroeconometrics
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stochastic volatilty
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