output
20082026
most citedMultivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting

62 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2020Show all

3 papers · 1 filter

econ.EM2020★ 5 cited

Asymmetric uncertainty : Nowcasting using skewness in real-time data

Paul Labonne

This paper presents a new way to account for downside and upside risks when producing density nowcasts of GDP growth. The approach relies on modelling location, scale and shape com…

math.PR2020★ 4 cited

Pathwise Regularisation of Singular Interacting Particle Systems and their Mean Field Limits

Fabian Harang, Avi Mayorcas

We investigate the regularizing effect of certain perturbations by noise in singular interacting particle systems under the mean field scaling. In particular, we show that the addi…

q-fin.GN2020★ 5 cited

Forecasting financial markets with semantic network analysis in the COVID-19 crisis

A. Fronzetti Colladon, S. Grassi, F. Ravazzolo +1

This paper uses a new textual data index for predicting stock market data. The index is applied to a large set of news to evaluate the importance of one or more general economic-re…