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I would love to build a massive global macroeconomic model (vector autoregressions for exchange rates/ securities, spatiotemporal processes for raw materials li
by ckrapu 3y ago
I would love to build a massive global macroeconomic model (vector autoregressions for exchange rates/ securities, spatiotemporal processes for raw materials like crop yields, etc) using something like this. It would just take way too long with Monte Carlo.
- pdsnk1 3y agoThere are workarounds to build latent VARs, but it's not available right off the box. There'll be more developments on these type of models early next year! Reactive aspect of the toolbox makes the inference in these models fast