Download This PaperNOWCASTING with NNS
10 Pages Posted: 5 Jun 2020 Last revised: 11 Mar 2021
Date Written: May 9, 2020
Abstract
This quick introductory note is intended to provide the background to the frequency alignment problem of analyzing disparate economic variables of interest, a solution, and its use in the nonparametric vector autoregression NNS.VAR().
Keywords: Now-casting, Non-parametric Vector Auto-regression
JEL Classification: C00
Suggested Citation: Suggested Citation
Viole, Fred, NOWCASTING with NNS (May 9, 2020). Available at SSRN: https://ssrn.com/abstract=3589816 or http://dx.doi.org/10.2139/ssrn.3589816
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