Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs

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Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs

28 August 2020

Michael Pfarrhofer

Josef Schreiner

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Papers citing "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"

11 / 11 papers shown

Title
Macroeconomic Forecasting with Large Language Models Andrea Carriero Davide Pettenuzzo Shubhranshu Shekhar 106 5 0 01 Jul 2024
Nowcasting with mixed frequency data using Gaussian processes Niko Hauzenberger Massimiliano Marcellino Michael Pfarrhofer Anna Stelzer 41 0 0 16 Feb 2024
Bayesian Nonlinear Regression using Sums of Simple Functions Florian Huber 36 1 0 04 Dec 2023
From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks Philippe Goulet Coulombe Mikael Frenette Karin Klieber 49 3 0 27 Nov 2023
Predictive Density Combination Using a Tree-Based Synthesis Function Tony Chernis Niko Hauzenberger Florian Huber Gary Koop James Mitchell 68 2 0 21 Nov 2023
Non-linear dimension reduction in factor-augmented vector autoregressions K. Klieber 63 2 0 09 Sep 2023
Static and Dynamic BART for Rank-Order Data Matteo Iacopini Eoghan OÑeill Luca Rossini 22 0 0 20 Aug 2023
Generalized Autoregressive Score Trees and Forests Andrew J. Patton Yasin Şimşek 52 3 0 30 May 2023
Bayesian Neural Networks for Macroeconomic Analysis Niko Hauzenberger Florian Huber K. Klieber Massimiliano Marcellino BDL 92 8 0 09 Nov 2022
Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis D. Hopp 16 0 0 22 Mar 2022
Can Machine Learning Catch the COVID-19 Recession? Philippe Goulet Coulombe Massimiliano Marcellino D. Stevanovic 42 33 0 01 Mar 2021