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I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In particular, we estimate and forecast real-time European Area GDP growth, inflation, and short-term interest rates.
I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In particular, we estimate and forecast real-time European Area GDP growth, inflation, and short-term interest rates.
Source: GitHub API · observed Oct 11, 2026. Stars and forks are recorded counts. Repository code licenses may differ from dataset or model-weight licenses.
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