The consensus in the literature on providing accurate inflation forecasts underlines the
importance of precise nowcasts. In this paper, we focus on this issue by employing a unique …

Accurate inflation forecasts lie at the heart of effective monetary policy. This paper utilizes a
thick modelling approach in order to investigate the quality of the out-of-sample short-term …

In this paper a Bayesian vector autoregressive model for nowcasting the seasonally non-
adjusted unemployment rate in EU-countries is developed. On top of the official statistical …

The paper aims at comparing forecast ability of VAR/VEC models with a non-changing
covariance matrix and two classes of Bayesian Vector Error Correction–Stochastic Volatility …

Accurate inflation forecasts lie at the heart of the effective monetary policy. By utilizing a thick
modelling approach, this paper investigates the out-of-sample quality of the short-term …

The ability to produce high-quality inflation forecasts is crucial for modern central banks.
Inflation forecasts are needed for understanding current and forthcoming inflation trends …

This paper investigates variations in the accuracy of forecasting key macroeconomic
indicators through the comparison of Frequentist and Bayesian vector autoregression (VAR) …

This paper studies the spillovers of global liquidity and monetary policy divergence from
advanced economies to Vietnam. Applying the structural Bayesian Vector Auto-Regressive …

Podaż i popyt na żywność w Polsce i wiĊNszości Nrajów na świecie w głównej mierze są
efeNtem działania mechanizmu rynNowego. Kluczową rolĊ odgrywają w nim ceny …

Анотація Здатність надавати якісні прогнози інфляції має вирішальне значення для
сучасних центральних банків. Прогнозування інфляції необхідне для розуміння її …