neural networks, uncertainty, density forecasting, macroeconomics, maximum likelihood
Interpretability, Machine Learning, Econometrics, Duality, Time Series
inflation, machine learning, forecasting, aggregation
moving average, time series, smoothing, forecasting, nowcasting, inflation,
Dimension reduction, machine learning, non-linear factor-augmented vector autoregression, monetary policy shock, uncertainty shock, impulse response analysis, COVID-19
Financial shocks, Bayesian nonlinear VAR, multi-country models, international business cycle dynamics
