mixed frequency

Using hierarchical aggregation constraints to nowcast regional economic aggregates (ESCoE DP 2022-04)

By: Gary Koop, Stuart McIntyre, James Mitchell, Aubrey Poon

4 March 2022

Using hierarchical aggregation constraints to nowcast regional economic aggregates (ESCoE DP 2022-04)

Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs (ESCoE DP 2020-07)

By: Deborah Gefang, Gary Koop, Aubrey Poon

20 May 2020

Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs (ESCoE DP 2020-07)

Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 (ESCoE DP 2018-14)

By: Gary Koop, Stuart McIntyre, James Mitchell, Aubrey Poon

20 November 2018

Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 (ESCoE DP 2018-14)

UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model (ESCoE DP 2018-07)

By: Gary Koop, Stuart McIntyre, James Mitchell

12 June 2018

UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model (ESCoE DP 2018-07)