Bayesian Variable Selection for Nowcasting Economic Time Series
In: Economic Analysis of the Digital Economy
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- Steven L. Scott & Hal R. Varian, 2013. "Bayesian Variable Selection for Nowcasting Economic Time Series," NBER Working Papers 19567, National Bureau of Economic Research, Inc.
References listed on IDEAS
- Yan Carrière‐Swallow & Felipe Labbé, 2013.
"Nowcasting with Google Trends in an Emerging Market,"
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- Concha Artola & Enrique Galán, 2012. "Tracking the future on the web: construction of leading indicators using internet searches," Occasional Papers 1203, Banco de España;Occasional Papers Homepage.
- Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed, 2009. "How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms," Working Papers in Economics 09/13, University of Canterbury, Department of Economics and Finance.
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- David C. Wyld, 2010. "ASecond Life for organizations?: managing in the new, virtual world," Management Research Review, Emerald Group Publishing, vol. 33(6), pages 529-562, May.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Vegard Høghaug Larsen & Leif Anders Thorsrud, 2018. "Business cycle narratives," Working Papers No 6/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- repec:eee:touman:v:46:y:2015:i:c:p:386-397 is not listed on IDEAS
- repec:eee:intfor:v:35:y:2019:i:1:p:197-212 is not listed on IDEAS
- Nivín, Rafael & Pérez, Fernando, 2019. "Estimación de un Índice de Condiciones Financieras para el Perú," Working Papers 2019-006, Banco Central de Reserva del Perú.
- Laurent Ferrara & Anna Simoni, 2019.
"When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage,"
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- Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers 2019-04, Center for Research in Economics and Statistics.
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- Liran Einav & Johnathan Levin, 2013. "The Data Revolution and Economic Analysis," Discussion Papers 12-017, Stanford Institute for Economic Policy Research.
- Obryan Poyser, 2017. "Exploring the determinants of Bitcoin's price: an application of Bayesian Structural Time Series," Papers 1706.01437, arXiv.org.
- Dolan Antenucci & Michael Cafarella & Margaret Levenstein & Christopher Ré & Matthew D. Shapiro, 2014. "Using Social Media to Measure Labor Market Flows," NBER Working Papers 20010, National Bureau of Economic Research, Inc.
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- C. Marsilli, 2014. "Variable Selection in Predictive MIDAS Models," Working papers 520, Banque de France.
More about this item
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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