Forecasting economic activity with mixed frequency BVARs

Author:

Brave Scott A.,Butters R. Andrew,Justiniano Alejandro

Publisher

Elsevier BV

Subject

Business and International Management

Reference37 articles.

1. Real-time measurement of business conditions;Aruoba;Journal of Business & Economic Statistics,2009

2. Large Bayesian vector auto regressions;Bańbura;Journal of Applied Econometrics,2010

3. Chicago Fed National Activity Index turns ten — analyzing its first decade of performance;Brave;Chicago Fed Letter,2010

4. Nowcasting using the Chicago Fed National Activity Index;Brave;Economic Perspectives,2014

5. Carriero, A., Clark, T. E., & Marcellino, M. (2012a). Common drifting volatility in large Bayesian VARs. Working Paper 1206, Federal Reserve Bank of Cleveland.

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