scholarly journals Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR

2015 ◽  
Author(s):  
Michael W. McCracken ◽  
Michael T. Owyang ◽  
Tatevik Sekhposyan
Keyword(s):  
Real Time ◽  
Scenario Analysis ◽  
Bayesian Var ◽  
Mixed Frequency

scholarly journals Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR

2015 ◽  
Author(s):  
Michael W. McCracken ◽  
Michael Owyang ◽  
Tatevik Sekhposyan
Keyword(s):  
Real Time ◽  
Bayesian Var ◽  
Mixed Frequency

scholarly journals 2-STEPS MULTI TSUNAMI SCENARIO ANALYSIS FOR DETERMING THE WORST SCENARIO IN REAL-TIME USING EEW

2016 ◽  
Vol 72 (2) ◽  
pp. I_307-I_312
Author(s):  
Takashi FURUYA ◽  
Shunichi KOSHIMURA ◽  
Ryota HINO ◽  
Yusaku OHTA ◽  
Takuya INOUE
Keyword(s):  
Real Time ◽  
Scenario Analysis

scholarly journals Real-Time Forecasting with a Mixed-Frequency VAR

2013 ◽  
Author(s):  
Frank Schorfheide ◽  
Dongho Song
Keyword(s):  
Real Time ◽  
Mixed Frequency

scholarly journals Real-Time Forecasting with a Mixed-Frequency VAR

2012 ◽  
Author(s):  
Frank Schorfheide ◽  
Dongho Song
Keyword(s):  
Real Time ◽  
Mixed Frequency

scholarly journals Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic

2020 ◽  
Author(s):  
Frank Schorfheide ◽  
Dongho Song
Keyword(s):  
Real Time ◽  
Mixed Frequency

The Rescaled VAR Model with an Application to Mixed-Frequency Macroeconomic Forecasting

2018 ◽  
Vol 22 (4) ◽  
Author(s):  
Andrea Giusto ◽  
Talan B. İşcan
Keyword(s):  
Prediction Error ◽  
Asymptotic Properties ◽  
Var Model ◽  
Var Models ◽  
Macroeconomic Forecasting ◽  
Bayesian Var ◽  
Mixed Frequency

Abstract This paper introduces the rescaled representation of VAR models (R-VARs) and demonstrates its application in forecasting mixed-frequency macroeconomic data. We develop the model, illustrate how to implement it, and derive the asymptotic properties of the estimates. We show that R-VARs provide reliable estimates of the prediction error bands while maintaining the precision of the point forecasts. We illustrate these features by comparing it to a mixed-frequency Bayesian VAR model, the leading alternative in the existing literature.

Real‐Time Fiscal Forecasting Using Mixed‐Frequency Data*

2019 ◽  
Vol 122 (1) ◽  
pp. 369-390
Author(s):  
Stylianos Asimakopoulos ◽  
Joan Paredes ◽  
Thomas Warmedinger
Keyword(s):  
Real Time ◽  
Frequency Data ◽  
Mixed Frequency ◽  
Mixed Frequency Data

scholarly journals Real-Time Forecasting With a Mixed-Frequency VAR

2015 ◽  
Vol 33 (3) ◽  
pp. 366-380 ◽  
Author(s):  
Frank Schorfheide ◽  
Dongho Song
Keyword(s):  
Real Time ◽  
Mixed Frequency
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