Work

Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility

Year: 2012

Type: report

Source: Working paper

DOI: 10.26509/frbc-wp-201227

Authors: Andrea Carriero, Todd E. Clark, Massimiliano Marcellino

Institutions: Bocconi University, Federal Reserve Bank of Cleveland, Centre for Economic Policy Research

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1576306600

Cites: 40

Cited by: 31

Related to: 10