Using Survey Information for Improving the Density Nowcasting of U.S. GDP

DOI10.1080/07350015.2022.2058000OpenAlexW4220874251MaRDI QIDQ6190680

Cem Çakmaklı, Unnamed Author

Publication date: 6 March 2024

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

Full work available at URL: https://figshare.com/articles/journal_contribution/Using_Survey_Information_for_Improving_the_Density_Nowcasting_of_US_GDP/19432832

zbMATH Keywords

stochastic volatilityBayesian inferencedynamic factor modeldisagreementsurvey of professional forecasterspredictive density evaluation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Unnamed Item
• Stochastic volatility with leverage: fast and efficient likelihood inference
• Dynamic Bayesian predictive synthesis in time series forecasting
• Time-varying combinations of predictive densities using nonlinear filtering
• Mixed-Frequency Vector Autoregressive Models
• The Calculation of Posterior Distributions by Data Augmentation

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