Euro Area (EA)

The Euro Area (EA) dataset contains monthly economic data used to evaluate the performance of various vector autoregressive (VAR) models in forecasting under real-time conditions.

Papers using Euro Area (EA) (2)

Forecasts with Bayesian vector autoregressions under real time conditions2020 · 2 citesDynamic shrinkage in time-varying parameter stochastic volatility in mean models2020