Zobrazeno 1 - 10
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pro vyhledávání: '"Labonne, Paul"'
Autor:
Labonne, Paul
This paper presents a new way to account for downside and upside risks when producing density nowcasts of GDP growth. The approach relies on modelling location, scale and shape common factors in real-time macroeconomic data. While movements in the lo
Externí odkaz:
http://arxiv.org/abs/2012.02601
Akademický článek
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Publikováno v:
National Institute Economic Review, 2017 Aug 01(241), R48-R57.
Externí odkaz:
https://www.jstor.org/stable/48564766
Publikováno v:
Cross, J, Hoogerheide, L, Labonne, P & van Dijk, H 2023 ' Bayesian Mode Inference for Discrete Distributions in Economics and Finance ' Tinbergen Institute Discussion Papers, no. 23-038/III, Tinbergen Institute . < https://papers.tinbergen.nl/23038.pdf >
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______4612::bd1978010b9f7c07de8882af20c067e4
https://research.vu.nl/en/publications/0bb276a0-5ca5-4132-bb16-002e0e5154c1
https://research.vu.nl/en/publications/0bb276a0-5ca5-4132-bb16-002e0e5154c1
Autor:
Labonne, Paul1 (AUTHOR) paul.labonne@kcl.ac.uk, Weale, Martin2 (AUTHOR)
Publikováno v:
Journal of the Royal Statistical Society: Series A (Statistics in Society). Jun2020, Vol. 183 Issue 3, p1211-1230. 20p. 2 Charts, 6 Graphs.
Autor:
Labonne, Paul
This paper shows that modelling comovement in the asymmetry of the predictive distributions of GDP growth and a timely related series improves nowcasting uncertainty when it matters most : in times of severe economic downturn. Rather than using many
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::42ac8f0dab8e331a4855489b5331836e