Nowcasting with large Bayesian vector autoregressions

DOI10.1016/J.JECONOM.2021.04.012MaRDI QIDQ2106382zbMATH OpenOpenAlexFDO

Authors Jacopo Cimadomo, Domenico Giannone, Michele Lenza, Francesca Monti, Andrej Sokol

Publication date 14 December 2022

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2021.04.012

zbMATH Keywords

big databusiness cyclesmixed frequencynowcastingreal timescenario analysis

Mathematics Subject Classification ID

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

Cites work

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Cited in

(5)

• Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions
• APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs
• Big brothering the economy: nowcasting and forecasting with port satellite images
• Diagnostic analystics in the Bayesian vector autoregressive model
• Short-term forecasting with optimal transport

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