Browsing BI Research Centre's Series by Subject "Bayesian Analysis"

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    • Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts 

      Krüger, Fabian; Clark, Todd E.; Ravazzolo, Francesco (CAMP Working Paper Series;8/2015, Working paper, 2015)
      This paper shows entropic tilting to be a flexible and powerful tool for combining mediumterm forecasts from BVARs with short-term forecasts from other sources (nowcasts from either surveys or other models). Tilting ...