3 papers
stat.ME2024
A Bayesian mixture model for Poisson network autoregression
Elly Hung, Anastasia Mantziou, Gesine Reinert
In this paper, we propose a new Bayesian Poisson network autoregression mixture model (PNARM). Our model combines ideas from the models of Dahl 2008, Ren et al. 2024 and Armillotta…
stat.AP2024
GDP nowcasting with large-scale inter-industry payment data in real time -- A network approach
Anastasia Mantziou, Kerstin Hotte, Mihai Cucuringu +1
Real-time economic information is essential for policy-making but difficult to obtain. We introduce a granular nowcasting method for macro- and industry-level GDP using a network a…
stat.ME2023
The GNAR-edge model: A network autoregressive model for networks with time-varying edge weights
Anastasia Mantziou, Mihai Cucuringu, Victor Meirinhos +1
In economic and financial applications, there is often the need for analysing multivariate time series, comprising of time series for a range of quantities. In some applications su…