Assessing Forecast Uncertainties in a VECX Model for Switzerland : An Exercise in Forecast Combination Across Models and Observation Windows
Year of publication: |
[2009]
|
---|---|
Authors: | Assenmacher, Katrin |
Other Persons: | Pesaran, M. Hashem (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Schweiz | Switzerland | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model |
Extent: | 1 Online-Ressource (58 p) |
---|---|
Series: | CESifo Working Paper Series ; No. 2116 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2007 erstellt |
Other identifiers: | 10.2139/ssrn.1021953 [DOI] |
Classification: | C53 - Forecasting and Other Model Applications ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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