Federal Reserve Bank of Cleveland: 'A Nonparametric Approach to Augmenting a Bayesian VAR With Nonlinear Factors'
June 04, 2026
June 04, 2026
CLEVELAND, Ohio, June 4 (TNSLrpt) -- The Federal Reserve Bank of Cleveland issued the following white paper (No. 26-14) on June 2, 2026, by Todd Clark, Florian Huber, and Gary Koop entitled "A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors."
Here are excerpts:
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This paper proposes a vector autoregression augmented with nonlinear factors that are modeled nonparametrically using regression trees. There are four main . . .
Here are excerpts:
* * *
This paper proposes a vector autoregression augmented with nonlinear factors that are modeled nonparametrically using regression trees. There are four main . . .