Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility.
Carriero, Andrea
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility. [electronic resource] - Journal of the Royal Statistical Society. Series A, (Statistics in Society) 10 2015 - 837-862 p. digital
Publication Type: Journal Article; Research Support, Non-U.S. Gov't
0964-1998
10.1111/rssa.12092 doi
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility. [electronic resource] - Journal of the Royal Statistical Society. Series A, (Statistics in Society) 10 2015 - 837-862 p. digital
Publication Type: Journal Article; Research Support, Non-U.S. Gov't
0964-1998
10.1111/rssa.12092 doi