SSRNEconometrics & Forecasting
Forecasting with machine learning Shadow-Rate VARs
The article examines the use of Shadow Rate Vector Autoregressions in macroeconomic forecasting, particularly the effects of shrinkage priors.
Featured in No. 49 on 15 May 2024 · 1 day after release · 1 citation today
- Released
- 14 May 2024
- First featured
- No. 49 · 15 May 2024
- Citations (Semantic Scholar)
- 1
- Influential citations
- 1
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4828070
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