Mixed-frequency Bayesian predictive synthesis for economic nowcasting

DOI10.1111/RSSC.12500MaRDI QIDQ6643856zbMATH OpenFDO

Authors Kenichiro McAlinn

Publication date 27 November 2024

Published in Journal of the Royal Statistical Society. Series C. Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/RSSC.12500

zbMATH Keywords

Bayesian predictive synthesisdynamic latent factors modelsmacroeconomic nowcastingmixed-frequency data

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cited in

(5)

• Combining large numbers of density predictions with Bayesian predictive synthesis
• Predicting COVID-19 hospitalisation using a mixture of Bayesian predictive syntheses
• Bayesian group-shrinkage based estimation for panel vector autoregressive models with mixed frequency data
• Macroeconomic and financial mixed frequency factors in a big data environment
• Bayesian predictive synthesis with outcome-dependent pools

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