Nowcasting with large Bayesian vector autoregressions
type: Item
instance of: scholarly article
title: Nowcasting with large Bayesian vector autoregressions
author: Jacopo Cimadomo
author: Domenico Giannone
author: Michele Lenza
author: Francesca Monti
author: Andrej Sokol
published in: Journal of Econometrics
publication date: 2022-12-14T00:00:00Z
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7633050
zbMATH Keywords: big data
zbMATH Keywords: scenario analysis
zbMATH Keywords: mixed frequency
zbMATH Keywords: real time
zbMATH Keywords: business cycles
zbMATH Keywords: nowcasting
MaRDI profile type: Publication
full work available at URL: j.jeconom.2021.04.012
OpenAlex ID: W3211828873
cites work: Multivariate AR systems and mixed frequency data: G-identifiability and estimation
cites work: The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case
cites work: Periodic systems. Filtering and control
cites work: The Impact of Uncertainty Shocks
cites work: Pinning and mode-locking of reaction fronts by vortices
cites work: Dynamic Factor Models
cites work: Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
cites work: Forecasting and conditional projection using realistic prior distributions
cites work: Time series analysis by state space methods
cites work: Efficient descriptor-vector multiplications in stochastic automata networks
cites work: Q4171478
cites work: Macroeconomics and the reality of mixed frequency data
cites work: Priors for the Long Run
cites work: Handbook of economic forecasting. Volume 2. 2 volume set 2A-2B
cites work: Structural Vector Autoregressive Analysis
cites work: U.S. Monetary Policy and the Global Financial Cycle
cites work: Generalized impulse response analysis in linear multivariate models
cites work: A MIDAS approach to modeling first and second moment dynamics
cites work: Discrete Approximations to Continuous Time Distributed Lags in Econometrics
cites work: Inference in Linear Time Series Models with some Unit Roots
DOI: 10.1016/J.JECONOM.2021.04.012
description: scientific article; zbMATH DE number 7633050