Nowcasting with large Bayesian vector autoregressions

DOI10.1016/j.jeconom.2021.04.012OpenAlexW3211828873MaRDI QIDQ2106382

Francesca Monti, Domenico Giannone, Michele Lenza, Jacopo Cimadomo, 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

business cyclesreal timebig datamixed frequencynowcastingscenario analysis

Mathematics Subject Classification ID

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

Related Items (1)

Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions

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