The study examines the intricate dynamics between unemployment rates, federal funds rates, and the Consumer Price Index (CPI), pivotal indicators of economic health and policy effectiveness. This ...
Estimate nonlinear vector autoregression models (also known as the next generation reservoir computing) for nonlinear dynamic systems. The algorithm was described by ...
Abstract: This paper presents macroeconomic forecasting by using a time-varying Bayesian compressed vector autoregression approach. We apply a random compression by using projection matrix to randomly ...
Abstract: This paper presents macroeconomic forecasting by using a time-varying Bayesian compressed vector autoregression approach. We apply a random compression by using projection matrix to randomly ...