Blog posts

Nowcasting Estonian GDP with Bayesian MIDAS

A real-time Estonian dataset, a suite of mixed-frequency models, and a continually updated performance benchmark.

Posted by David Kohns on August 26, 2026

Dynamic Regression using the ARR2 Prior

The ARR2 prior for time-varying parameter regression, applied to US inflation forecasting.

Posted by David Kohns on March 27, 2025