Using entropic tilting to combine BVAR forecasts with external nowcasts

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SEEK ID: https://publications.h-its.org/publications/1392

Filename: Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts.pdf 

Format: PDF document

Size: 1.2 MB

SEEK ID: https://publications.h-its.org/publications/1392

DOI: 10.1080/07350015.2015.1087856

Research Groups: Computational Statistics

Publication type: Journal

Journal: Journal of Business & Economic Statistics

Publisher: Informa UK Limited

Citation: Journal of Business & Economic Statistics, 35(3):470–485

Date Published: 2017

URL:

Registered Mode: manually

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

Citation
Krüger, F., Clark, T. E., & Ravazzolo, F. (2017). Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts. In Journal of Business & Economic Statistics (Vol. 35, Issue 3, pp. 470–485). Informa UK Limited. https://doi.org/10.1080/07350015.2015.1087856
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Created: 13th Dec 2021 at 09:51

Last updated: 10th May 2024 at 12:33

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