Search Results for author: Josef Schreiner

Found 1 papers, 1 papers with code

Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs

1 code implementation28 Aug 2020 Florian Huber, Gary Koop, Luca Onorante, Michael Pfarrhofer, Josef Schreiner

This paper develops Bayesian econometric methods for posterior inference in non-parametric mixed frequency VARs using additive regression trees.

regression

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