Browsing BI Research Centre's Series by Subject "Macroeconomic forecasting"
Now showing items 1-1 of 1
-
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting
(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, ...