Reconciled Estimates of Monthly GDP in the United States

DOI10.1080/07350015.2022.2044336OpenAlexW4212832081MaRDI QIDQ6149868

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Publication date: 5 March 2024

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

Full work available at URL: https://doi.org/10.1080/07350015.2022.2044336

zbMATH Keywords

business cyclesvector autoregressionsBayesian methodsmixed frequencynowcastingnational accounts

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
• Estimating turning points using large data sets
• Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility
• Improving GDP measurement: a measurement-error perspective

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