Matches in SemOpenAlex for { <https://semopenalex.org/work/W3082302611> ?p ?o ?g. }
Showing items 1 to 98 of
98
with 100 items per page.
- W3082302611 abstract "This paper develops Bayesian econometric methods for posterior inference in non-parametric mixed frequency VARs using additive regression trees. We argue that regression tree models are ideally suited for macroeconomic nowcasting in the face of extreme observations, for instance those produced by the COVID-19 pandemic of 2020. This is due to their flexibility and ability to model outliers. In an application involving four major euro area countries, we find substantial improvements in nowcasting performance relative to a linear mixed frequency VAR." @default.
- W3082302611 created "2020-09-08" @default.
- W3082302611 creator A5026456567 @default.
- W3082302611 creator A5038588026 @default.
- W3082302611 creator A5062407642 @default.
- W3082302611 creator A5066939801 @default.
- W3082302611 creator A5081997875 @default.
- W3082302611 date "2021-01-01" @default.
- W3082302611 modified "2023-10-10" @default.
- W3082302611 title "Nowcasting in a Pandemic Using Non-Parametric Mixed Frequency VARs" @default.
- W3082302611 cites W1515971793 @default.
- W3082302611 cites W1660492679 @default.
- W3082302611 cites W1985037657 @default.
- W3082302611 cites W1985789769 @default.
- W3082302611 cites W2069026846 @default.
- W3082302611 cites W2151832869 @default.
- W3082302611 cites W2153523679 @default.
- W3082302611 cites W2201840673 @default.
- W3082302611 cites W2233673592 @default.
- W3082302611 cites W2339195677 @default.
- W3082302611 cites W2564036198 @default.
- W3082302611 cites W2906328169 @default.
- W3082302611 cites W2911535260 @default.
- W3082302611 cites W2938232807 @default.
- W3082302611 cites W2949242907 @default.
- W3082302611 cites W2958666431 @default.
- W3082302611 cites W2962723792 @default.
- W3082302611 cites W2970642864 @default.
- W3082302611 cites W3040075297 @default.
- W3082302611 cites W3081310984 @default.
- W3082302611 cites W3099006712 @default.
- W3082302611 cites W3123321000 @default.
- W3082302611 cites W3125696988 @default.
- W3082302611 doi "https://doi.org/10.2139/ssrn.3797129" @default.
- W3082302611 hasPublicationYear "2021" @default.
- W3082302611 type Work @default.
- W3082302611 sameAs 3082302611 @default.
- W3082302611 citedByCount "5" @default.
- W3082302611 countsByYear W30823026112021 @default.
- W3082302611 countsByYear W30823026112022 @default.
- W3082302611 countsByYear W30823026112023 @default.
- W3082302611 crossrefType "journal-article" @default.
- W3082302611 hasAuthorship W3082302611A5026456567 @default.
- W3082302611 hasAuthorship W3082302611A5038588026 @default.
- W3082302611 hasAuthorship W3082302611A5062407642 @default.
- W3082302611 hasAuthorship W3082302611A5066939801 @default.
- W3082302611 hasAuthorship W3082302611A5081997875 @default.
- W3082302611 hasBestOaLocation W30823026112 @default.
- W3082302611 hasConcept C105795698 @default.
- W3082302611 hasConcept C117251300 @default.
- W3082302611 hasConcept C142724271 @default.
- W3082302611 hasConcept C149782125 @default.
- W3082302611 hasConcept C153294291 @default.
- W3082302611 hasConcept C162324750 @default.
- W3082302611 hasConcept C205649164 @default.
- W3082302611 hasConcept C2779134260 @default.
- W3082302611 hasConcept C2781013037 @default.
- W3082302611 hasConcept C3008058167 @default.
- W3082302611 hasConcept C33923547 @default.
- W3082302611 hasConcept C41008148 @default.
- W3082302611 hasConcept C524204448 @default.
- W3082302611 hasConcept C71924100 @default.
- W3082302611 hasConcept C89623803 @default.
- W3082302611 hasConceptScore W3082302611C105795698 @default.
- W3082302611 hasConceptScore W3082302611C117251300 @default.
- W3082302611 hasConceptScore W3082302611C142724271 @default.
- W3082302611 hasConceptScore W3082302611C149782125 @default.
- W3082302611 hasConceptScore W3082302611C153294291 @default.
- W3082302611 hasConceptScore W3082302611C162324750 @default.
- W3082302611 hasConceptScore W3082302611C205649164 @default.
- W3082302611 hasConceptScore W3082302611C2779134260 @default.
- W3082302611 hasConceptScore W3082302611C2781013037 @default.
- W3082302611 hasConceptScore W3082302611C3008058167 @default.
- W3082302611 hasConceptScore W3082302611C33923547 @default.
- W3082302611 hasConceptScore W3082302611C41008148 @default.
- W3082302611 hasConceptScore W3082302611C524204448 @default.
- W3082302611 hasConceptScore W3082302611C71924100 @default.
- W3082302611 hasConceptScore W3082302611C89623803 @default.
- W3082302611 hasLocation W30823026111 @default.
- W3082302611 hasLocation W30823026112 @default.
- W3082302611 hasLocation W30823026113 @default.
- W3082302611 hasLocation W30823026114 @default.
- W3082302611 hasOpenAccess W3082302611 @default.
- W3082302611 hasPrimaryLocation W30823026111 @default.
- W3082302611 hasRelatedWork W1526105959 @default.
- W3082302611 hasRelatedWork W2098567841 @default.
- W3082302611 hasRelatedWork W2189249776 @default.
- W3082302611 hasRelatedWork W2238969010 @default.
- W3082302611 hasRelatedWork W2945625440 @default.
- W3082302611 hasRelatedWork W3119540162 @default.
- W3082302611 hasRelatedWork W3122492506 @default.
- W3082302611 hasRelatedWork W3124209601 @default.
- W3082302611 hasRelatedWork W3152916563 @default.
- W3082302611 hasRelatedWork W3193710367 @default.
- W3082302611 isParatext "false" @default.
- W3082302611 isRetracted "false" @default.
- W3082302611 magId "3082302611" @default.
- W3082302611 workType "article" @default.