Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
Year of publication: |
2015
|
---|---|
Authors: | Bekiros, Stelios ; Paccagnini, Alessia |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 19.2015, 2, p. 107-136
|
Subject: | density forecasting | marginal data density | DSGE-FAVAR | real-time data | USA | United States | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | VAR-Modell | VAR model | Frühindikator | Leading indicator | Schätztheorie | Estimation theory | Dynamisches Gleichgewicht | Dynamic equilibrium | Zeitreihenanalyse | Time series analysis |
Extent: | graph. Darst. |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: PDF Reader |
Other identifiers: | 10.1515/snde-2013-0061 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Warne, Anders, (2014)
-
Warne, Anders, (2017)
-
Real-time forecasting with a mixed-frequency VAR
Schorfheide, Frank, (2015)
- More ...
-
Bekiros, Stelios, (2016)
-
Cardani, Roberta, (2016)
-
Oil price forecastability and economic uncertainty
Bekiros, Stelios, (2015)
- More ...