most citedMultivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting

62 citations · 62 across the 1 of their papers we have counts for

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1 paper

stat.ME2017★ 62 cited

Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting

Kenichiro McAlinn, Knut Are Aastveit, Jouchi Nakajima +1

We develop the methodology and a detailed case study in use of a class of Bayesian predictive synthesis (BPS) models for multivariate time series forecasting. This extends the rece…