GDP Growth Nowcasting Using Mixed Frequency Gaussian Vector Autoregressive Processes and Outlier Adjusted Stochastic Volatility

Additional Metadata
Keywords	GDP growth nowcasting; Gaussian process; outlier adjusted stochastic volatility; mixed frequency Gaussian vector autoregressive process
Thesis Advisor	Venes Schmidt, A
Persistent URL	hdl.handle.net/2105/73671
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Diepen, S.J. van. (2024, September 18). GDP Growth Nowcasting Using Mixed Frequency Gaussian Vector Autoregressive Processes and Outlier Adjusted Stochastic Volatility. Econometrie. Retrieved from http://hdl.handle.net/2105/73671

Publication