Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts-Reference-Cited by-同舟云学术

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Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts

Published:2017-04-17 Issue:3 Volume:35 Page:470-485
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Krüger Fabian¹,Clark Todd E.²,Ravazzolo Francesco³

Affiliation:

1. Heidelberg Institute for Theoretical Studies, Computational Statistics Group, Heidelberg, Germany ()

2. Economic Research Department, Federal Reserve Bank of Cleveland, Cleveland, 44101, OH ()

3. Norges Bank and BI Norwegian Business School, Oslo, Norway ()

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07350015.2015.1087856

Reference48 articles.

1. Altavilla, C., Giacomini, R., and Ragusa, G. (2013), “Anchoring the Yield Curve Using Survey Expectations,” Working Paper, University College London.

2. Do macro variables, asset markets, or surveys forecast inflation better?

3. Now-Casting and the Real-Time Data Flow

4. Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility

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