Forecasting economic and financial variables with global VARs
Year of publication: |
2009
|
---|---|
Authors: | Pesaran, M. Hashem ; Schuermann, Til ; Smith, L. Vanessa |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 25.2009, 4, p. 642-675
|
Subject: | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | International |
-
Measuring macroeconomic uncertainty : an application for Iran
Heybati, Reza, (2021)
-
Comparison of forecasting performance of exchange rate models : single equation versus VAR systems
Taskin, Fatma, (1995)
-
Specifying vector autoregressions for macroeconomic forecasting
Litterman, Robert B., (1984)
- More ...
-
Comment on "Forecasting economic and financial variables with global VARs"
Allen, P. G., (2009)
-
Comments on "Forecasting economic and financial variables with global VARs"
Clements, Michael P., (2009)
-
Comments on "Forecasting economic and financial variables with global VARs"
Giannone, Domenico, (2009)
- More ...