Forecasting U.S. money growth using economic uncertainty measures and regularisation techniques
Year of publication: |
2019
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Authors: | Tarassow, Artur |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 2, p. 443-457
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Subject: | Machine learning | Risk | Shrinkage | VAR | Forecast comparison | Divisia money | Lasso | Model confidence set | USA | United States | Prognoseverfahren | Forecasting model | Geldmenge | Money supply | Risiko | VAR-Modell | VAR model | Risikomaß | Risk measure |
Description of contents: | Description [doi.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1319-1320 |
Other identifiers: | 10.1016/j.ijforecast.2018.09.012 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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