A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors.
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| Title: | A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors. |
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| Authors: | Clark, Todd E.1, Huber, Florian2 florian.huber@plus.ac.at, Koop, Gary3 |
| Source: | Working Paper Series (Federal Reserve Bank of Cleveland). Jun2026, Issue 26-14, p1-38. 39p. |
| Database: | Business Source Ultimate |
| ISSN: | 25737945 |
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| DOI: | 10.26509/frbc-wp-202614 |