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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…