• Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 

      McAlinn, Kenichiro; Aastveit, Knut Are; Nakajima, Jouchi; West, Mike (CAMP Working Paper Series;01/2019, Working paper, 2019-01-16)
      We present new methodology and a case study in use of a class of Bayesian predictive synthesis (BPS) models for multivariate time series forecasting. This extends the foundational BPS framework to the multivariate setting, ...
    • Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 

      Aastveit, Knut Are; McAlinn, Kenichiro; Nakajima, Jouchi; West, Mike (Working paper, 2019)
      We present new methodology and a case study in use of a class of Bayesian predictive synthesis (BPS) models for multivariate time series forecasting. This extends the foundational BPS framework to the multivariate setting, ...