Forecast error variance decompositions with local projections
Yuriy Gorodnichenko, Byoungchan Lee
| Year of publication: |
2020
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|---|---|
| Authors: | Gorodnichenko, Yuriy ; Lee, Byoungchan |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 38.2020, 4, p. 921-933
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| Subject: | Forecast error variance decomposition | Local projections. | Prognoseverfahren | Forecasting model | Dekompositionsverfahren | Decomposition method | Varianzanalyse | Analysis of variance | VAR-Modell | VAR model | Statistischer Fehler | Statistical error | Frühindikator | Leading indicator |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2019.1610661 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012313379