Department of Mathematics

Phone: +468162000
Fax: +4686126717
Roslagsvägen 101, Kräftriket, hus 5-6
106 91 Stockholm

Department projects

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Bayesian analysis of dynamic factor models
When forecasting macroeconomic variables, such as GDP-growth and inflation, a huge number of potentially informative time-series of varying quality are often available. Ignoring part of this information will necessarily lead to sub-optimal forecasts. On the other hand, utilizing ...


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Last updated on 2017-12-06 at 09:44