ECB Conference on Forecasting Techniques, June 2023 - paper 5
ECB Conference on Forecasting Techniques, June 2023. Bayesian Multivariate Quantile Regression with alternative time-varying volatility specifications
The biennial ECB Conference of Forecasting Techniques provides a forum for new theoretical and applied work on economic forecasting. The forthcoming edition will bring together experts to exchange new ideas on some of the main current challenges faced by forecasters including the modelling of economic dynamics after extreme events, the assessment of risks, and inflation forecasting.
Programme Times are Central European Time * indicates the presenter
https://www.ecb.europa.eu/pub/confere...