Does a financial accelerator improve forecasts during financial crises? : evidence from Japan with prediction-pooling methods
Ryo Hasumi, Hirokuni Iiboshi, Tatsuyoshi Matsumae, Daisuke Nakamura
| Year of publication: |
2019
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| Authors: | Hasumi, Ryo ; Iiboshi, Hirokuni ; Matsumae, Tatsuyoshi ; Nakamura, Daisuke |
| Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 60.2019, p. 45-68
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| Subject: | Density forecast | Optimal prediction pool | Markov-switching prediction pool | Dynamic prediction pool | Bayesian estimation | Markov Chain Monte Carlo | Financial friction | Theorie | Theory | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Finanzkrise | Financial crisis | Japan | Finanzmarkt | Financial market | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.asieco.2018.10.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012256541