UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting.

Autor: Koop, Gary1,2 (AUTHOR), McIntyre, Stuart2 (AUTHOR) s.mcintyre@strath.ac.uk, Mitchell, James3 (AUTHOR)
Zdroj: Journal of the Royal Statistical Society: Series A (Statistics in Society). Jan2020, Vol. 183 Issue 1, p91-119. 29p. 9 Charts, 2 Graphs.
Databáze: Business Source Ultimate
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