Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts

DOI10.1080/07350015.2015.1087856zbMATH Open1546.62975MaRDI QIDQ6616625FDOQ6616625

Authors: Fabian Krüger, Todd E. Clark, Francesco Ravazzolo 

Publication date: 9 October 2024

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility

Cited In (1)

• Real-Time Macroeconomic Forecasting With a Heteroscedastic Inversion Copula

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