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Nowcasting, News, Factor Model, Forecasting
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Factor Model, Forecasting, News, Nowcasting
Macroeconomic News, Macroeconomic Forecasting, Real-Time Data, Mixed Frequency, State Space Models
Dynamic factor model, High-Dimensional Data, Macroeconomic forecasting, Macroeconomic News, Mixed-Frequency, Real-Time Data, State-Space Models
anchoring, forecasting, Inflation expectations, macroeconomics, monetary policy
Bayesian VAR, Forecasting, Monetary VAR, large cross-sections
forecasting, inflation, inflation expectations, Phillips curve, bayesian VAR
Bayesian VAR, forecasting, inflation, inflation expectations, Phillips curve
Forecasting, Inflation, Inflation expectations, Phillips curve, BayesianVAR
Consensus forecasts, forecast evaluation, large cross-sections, state space models
dynamic factor models, interpolation, nowcasting
Factor Models, Forecasting, Large Cross-Sections, Missing data, EM algorithm
economic models, forecasting, macroeconometrics, monetary policy
Bayesian VAR, gas prices, inflation, supply chain bottlenecks, supply shocks
dynamic factor models, forecasting, filter weights
vector autoregression, Bayesian shrinkage, dynamic factor model, conditional forecast, large cross-sections
Bayesian Shrinkage, Conditional Forecast, Dynamic Factor Model, Large Cross-Sections, Vector Autoregression
C53, E31, E37
business investment, uncertainty, monetary policy, capital misallocation
critical inputs, geoeconomics, globalisation, global value chains, trade fragmentation
forecasting, mixed frequency, real-time data
Entropic tilting, Judgement, Optimal Pooling, Real Time, Survey of Professional Forecasters
Bayesian VAR, forecasting, large cross-sections, monetary VAR
