FRED-QD: A quarterly database for macroeconomic research

M McCracken, S Ng - 2020 - nber.org
In this paper we present and describe a large quarterly frequency, macroeconomic
database. The data provided are closely modeled to that used in Stock and Watson (2012a) …

Robust empirical bayes confidence intervals

TB Armstrong, M Kolesár, M Plagborg‐Møller - Econometrica, 2022 - Wiley Online Library
We construct robust empirical Bayes confidence intervals (EBCIs) in a normal means
problem. The intervals are centered at the usual linear empirical Bayes estimator, but use a …

The dynamic factor network model with an application to international trade

F Bräuning, SJ Koopman - Journal of Econometrics, 2020 - Elsevier
We introduce a dynamic network model with probabilistic link functions that depend on
stochastically time-varying parameters. We adopt a blockmodel framework and allow the …

A Bayesian non-linear state space copula model for air pollution in Beijing

A Kreuzer, L Dalla Valle, C Czado - Journal of the Royal …, 2022 - academic.oup.com
Air pollution is a serious issue that currently affects many industrial cities in the world and
can cause severe illness to the population. In particular, it has been proven that extreme …

Real‐time macroeconomic projection using narrative central bank communication

J Lin, J Fan, Y Zhang, L Chen - Journal of Applied …, 2023 - Wiley Online Library
Unlike the central banks of most developed economies, the People's Bank of China (PBC)
does not release its macroeconomic forecasts to the public but instead carries out narrative …

The dynamic factor network model with an application to global credit risk

F Bräuning, SJ Koopman - 2016 - papers.ssrn.com
We introduce a dynamic network model with probabilistic link functions that depend on
stochastically time-varying parameters. We adopt the widely used blockmodel framework …

A Bayesian non-linear state space copula model to predict air pollution in Beijing

A Kreuzer, LD Valle, C Czado - arXiv preprint arXiv:1903.08421, 2019 - arxiv.org
Air pollution is a serious issue that currently affects many industrial cities in the world and
can cause severe illness to the population. In particular, it has been proven that extreme …

On explainable Deep Learning for macroeconomic forecasting and finance

C Izzo - 2022 - discovery.ucl.ac.uk
Deep Learning (DL) has gained momentum in recent years due to its incredible
generalisation performance achieved across many learning tasks. Nevertheless …

Time Series Methods

M Alvo - Statistical Inference and Machine Learning for Big Data, 2022 - Springer
Time Series Methods | SpringerLink Skip to main content Advertisement SpringerLink Account
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[PDF][PDF] Disentangling criminal careers for disadvantaged youths

G Mesters - 2015 - research.vu.nl
In this thesis we empirically investigate to what extent such a detrimental start to “adult” life,
as sketched above, has lasting impacts on socioeconomic adult outcomes, and whether life …