Large-Scale Dynamic Predictive Regressions

Author:

Bianchi Daniele,McAlinn Kenichiro

Publisher

Elsevier BV

Reference73 articles.

1. Nowcasting GDP in real time: A density combination approach;K A Aastveit;Journal of Business & Economic Statistics,2014

2. Vulnerable growth;T Adrian;American Economic Review,2019

3. Stock return predictability and model uncertainty;D Avramov;Journal of Financial Economics,2002

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5. Determining the number of factors in approximate factor models;J Bai;Econometrica,2002

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1. Mixed‐frequency Bayesian predictive synthesis for economic nowcasting;Journal of the Royal Statistical Society: Series C (Applied Statistics);2021-06-06

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