Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting (ESCoE DP 2023-07) Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting (ESCoE DP 2023-07)
Using hierarchical aggregation constraints to nowcast regional economic aggregates (ESCoE DP 2022-04) Using hierarchical aggregation constraints to nowcast regional economic aggregates (ESCoE DP 2022-04)
Reconciled Estimates of Monthly GDP in the US (ESCoE DP 2020-16) Reconciled Estimates of Monthly GDP in the US (ESCoE DP 2020-16)
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs (ESCoE DP 2020-07) Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs (ESCoE DP 2020-07)
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage (ESCoE DP 2019-07) Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage (ESCoE DP 2019-07)
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 (ESCoE DP 2018-14) Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 (ESCoE DP 2018-14)
Reconciled Estimates of Monthly GDP in the US 26 November 2020 By Gary Koop, Stuart McIntyre, James Mitchell, Aubrey Poon 7 min read time Reconciled Estimates of Monthly GDP in the US
