Evaluating the accuracy of forecasts from vector autoregressions
Year of publication: |
2013
|
---|---|
Authors: | Clark, Todd E. ; McCracken, Michael W. |
Published in: |
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims. - Bingley [u.a.] : Emerald, ISBN 978-1-78190-752-8. - 2013, p. 117-168
|
Subject: | out-of-sample | VAR-Modell | VAR model | Monte-Carlo-Simulation | Monte Carlo simulation | Prognoseverfahren | Forecasting model |
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