Nowcasting GDP in Real Time: A Density Combination Approach

DOI10.1080/07350015.2013.844155MaRDI QIDQ6666939zbMATH OpenFDO

Authors Knut Are Aastveit

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2013.844155

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited in

(6)

• Bayesian group-shrinkage based estimation for panel vector autoregressive models with mixed frequency data
• Predictive density combination using Bayesian machine learning
• Macroeconomic and financial mixed frequency factors in a big data environment
• Bayesian predictive synthesis with outcome-dependent pools
• Nowcasting monthly GDP with big data: a model averaging approach
• Bayesian dynamic quantile model averaging

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