BVARs and stochastic volatility

Joshua Chan

Chapter 3 in Handbook of Research Methods and Applications in Macroeconomic Forecasting, 2024, pp 43-67 from Edward Elgar Publishing

Abstract: Bringing together the recent advances and innovative methods in macroeconomic forecasting, this erudite Handbook outlines how to forecast, including following world events such as the Covid-19 pandemic and the global financial crisis. With contributions from global experts, chapters explore the use of machine-learning techniques, the value of social media data, and climate change forecasting. This title contains one or more Open Access chapters.

Keywords: Economics and Finance; Research Methods (search for similar items in EconPapers)
Date: 2024
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Related works:
Working Paper: BVARs and Stochastic Volatility (2023)
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