:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Marcellino, Massimiliano, Renzetti, Andrea, Tornese, Tommaso
Format:	Preprint
Published:	2024
Subjects:	Econometrics
Online Access:	https://arxiv.org/abs/2411.05629
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Firm Heterogeneity and Macroeconomic Fluctuations: a Functional VAR model
by: Marcellino, Massimiliano, et al.
Published: (2024)

Nowcasting with Mixed Frequency Data Using Gaussian Processes
by: Hauzenberger, Niko, et al.
Published: (2024)

Theory coherent shrinkage of Time-Varying Parameters in VARs
by: Renzetti, Andrea
Published: (2023)

Bayesian modelling of VAR precision matrices using stochastic block networks
by: Huber, Florian, et al.
Published: (2024)

Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification
by: Huber, Florian, et al.
Published: (2023)

Machine Learning the Macroeconomic Effects of Financial Shocks
by: Hauzenberger, Niko, et al.
Published: (2024)

Bayesian Neural Networks for Macroeconomic Analysis
by: Hauzenberger, Niko, et al.
Published: (2022)

MIDAS-QR with 2-Dimensional Structure
by: Szendrei, Tibor, et al.
Published: (2024)

Asymmetries in Financial Spillovers
by: Huber, Florian, et al.
Published: (2024)

Estimation of MIDAS Regressions with Errors-in-the-Variables
by: Kaur, Sukhbir, et al.
Published: (2026)

Factor-augmented sparse MIDAS regressions with an application to nowcasting
by: Beyhum, Jad, et al.
Published: (2023)

Comparative analysis of Mixed-Data Sampling (MIDAS) model compared to Lag-Llama model for inflation nowcasting
by: Bahelka, Adam, et al.
Published: (2024)

The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model
by: Dai, Yun-Shi, et al.
Published: (2024)

The Distributional Effects of Economic Uncertainty
by: Huber, Florian, et al.
Published: (2024)

Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens
by: Efrem Castelnuovo, et al.
Published: (2024)

Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
by: Barbaglia, Luca, et al.
Published: (2024)

Nowcasting the euro area with social media data
by: Boss, Konstantin, et al.
Published: (2025)

High-dimensional censored MIDAS logistic regression for corporate survival forecasting
by: Miao, Wei, et al.
Published: (2025)

Nowcasting R&D Expenditures: A Machine Learning Approach
by: Aboutorabi, Atin, et al.
Published: (2024)

Nowcasting and aggregation: Why small Euro area countries matter
by: Babii, Andrii, et al.
Published: (2025)

Asymmetric uncertainty : Nowcasting using skewness in real-time data
by: Labonne, Paul
Published: (2020)

Nowcasting Italian Municipal Income with Nightlights: A Deep Learning Approach
by: Giannini, Massimo
Published: (2026)

High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions
by: Garrón, Ignacio, et al.
Published: (2025)

Nowcasting Euro area GDP with news sentiment: A tale of two crises
by: Julian Ashwin, et al.
Published: (2024)

The Cointegrated Matrix Autoregressive Model
by: Lopetuso, Emanuele, et al.
Published: (2026)

Nonparametric methods for comparing distribution functionals for dependent samples with application to inequality measures
by: Dufour, Jean-Marie, et al.
Published: (2025)

The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
by: Christensen, Kim, et al.
Published: (2026)

Double Machine Learning for Time Series
by: Ciganovic, Milos, et al.
Published: (2026)

Practically significant differences between conditional distribution functions
by: Dette, Holger, et al.
Published: (2025)

Combine and conquer: model averaging for out-of-distribution forecasting
by: Hess, Stephane, et al.
Published: (2025)

Ranking probabilistic forecasting models with different loss functions
by: Serafin, Tomasz, et al.
Published: (2024)

Mixed LR-$C(α)$-type tests for irregular hypotheses, general criterion functions and misspecified models
by: Dufour, Jean-Marie, et al.
Published: (2025)

Testing linearity of spatial interaction functions à la Ramsey
by: Gupta, Abhimanyu, et al.
Published: (2024)

A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models
by: Bucci, Andrea
Published: (2024)

Distributional Difference-in-Differences Models with Multiple Time Periods
by: Ciaccio, Andrea
Published: (2024)

Production function estimation using subjective expectations data
by: Keiller, Agnes Norris, et al.
Published: (2024)

Estimating granular house price distributions in the Australian market using Gaussian mixtures
by: Sijp, Willem P, et al.
Published: (2024)

Bayesian analysis of mixtures of lognormal distribution with an unknown number of components from grouped data
by: Kakamu, Kazuhiko
Published: (2022)

Survey calibration for causal inference: a simple method to balance covariate distributions
by: Beręsewicz, Maciej
Published: (2023)

On the modelling and prediction of high-dimensional functional time series
by: Chang, Jinyuan, et al.
Published: (2024)