Tests of predictive ability for vector autoregressions used for conditional forecasting
Year of publication: |
April/May 2017
|
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Authors: | Clark, Todd E. ; McCracken, Michael W. |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 32.2017, 3, p. 533-553
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Subject: | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Monte-Carlo-Simulation | Monte Carlo simulation | Statistischer Test | Statistical test | DSGE-Modell | DSGE model | Theorie | Theory |
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