Real-time macroeconomic forecasting with a heteroscedastic inversion copula
Year of publication: |
2020
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Authors: | Loiza-Maya, Ruben ; Smith, Michael S. |
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, 2, p. 470-486
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Subject: | Asymmetric density forecasting | Downside risk | Macroeconomic uncertainty | Time series copula | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Wirtschaftsprognose | Economic forecast | Risiko | Risk | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Schätzung | Estimation |
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