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Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility

Andrea Carriero1, Todd E Clark2, Massimiliano Marcellino3

  • 1Queen Mary University of London UK.

Journal of the Royal Statistical Society. Series A, (Statistics in Society)
|November 15, 2016
PubMed

Keywords:
Bayesian methodsForecastingMixed frequency modelsPrediction

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