Representation, estimation and forecasting of the multivariate index-augmented autoregressive model
Year of publication: |
2019
|
---|---|
Authors: | Cubadda, Gianluca ; Guardabascio, Barbara |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 1, p. 67-79
|
Subject: | Dimension reduction | Macroeconomic forecasting | Multivariate autoregressive index models | Reduced rank regression | Shrinkage estimation | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Multivariate Analyse | Multivariate analysis | VAR-Modell | VAR model | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis |
Description of contents: | Description [doi.org] |
Type of publication: | Article |
---|---|
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 1325-1326 |
Other identifiers: | 10.1016/j.ijforecast.2018.08.002 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea, (2016)
-
The global component of inflation volatility
Carriero, Andrea, (2022)
-
The global component of inflation volatility
Marcellino, Massimiliano, (2019)
- More ...
-
A general to specific approach for constructing composite business cycle indicators
Cubadda, Gianluca, (2013)
-
A General to Specific Approach for Constructing Composite Business Cycle Indicators
Cubadda, Gianluca, (2012)
-
A medium-N approach to macroeconomic forecasting
Cubadda, Gianluca, (2012)
- More ...