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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.
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
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PubType: Report
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        Value: 10.26509/frbc-wp-202614
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      – Code: eng
        Text: English
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      – TitleFull: A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors.
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              Text: Jun2026
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