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