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Seminar Boris Blagov: Euro area nowcasting using large Bayesian mixed frequency VAR
Wednesday, 18th May, 4 pm – 5:30 pm
About the Event
This talk will present the application of a Mixed Frequency VAR model (MF-VAR) for nowcasting the GDP of the
largest euro area members covering the theoretical framework and the practical implementation. Using a large dataset, the nowcasting power of a plethora of monthly indicators will be assessed via an extensive out-of-sample forecasting exercise.
Participation
The Seminar will take place at the Institute of Advanced Studies. You do not need to register for the event.
Impressum Tel: +43-1-59991-0 Fax: +43-1-59991-555 Email: office(at)ihs.ac.at Web: https://www.ihs.ac.at/ ZVR-Zahl: 066207973 DVR-Zahl: 0003921 |
