Comparing the forecasting ability of financial conditions indices : the case of South Africa
Year of publication: |
2018
|
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Authors: | Balcilar, Mehmet ; Gupta, Rangan ; Van Eyden, Reneé ; Thompson, Kirsten ; Majumdar, Anandamayee |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 69.2018, p. 245-259
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Subject: | Dynamic model averaging | Financial conditions index | Nonlinear logistic smooth transition vector autoregressive model | Südafrika | South Africa | Wirtschaftsindikator | Economic indicator | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression |
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