Advances in nowcasting economic activity: the role of heterogeneous dynamics and fat tails

DOI10.1016/j.jeconom.2023.105634MaRDI QIDQ6193076

Ivan Petrella, Thomas Drechsel, Juan Antolín-Díaz

Publication date: 13 February 2024

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

zbMATH Keywords

Bayesian methodsdynamic factor modelsnowcastingfat tailsreal-time data

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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