The mechanics of VAR forecast pooling : a DSGE model based Monte Carlo study
Year of publication: |
2013
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Authors: | Henzel, Steffen R. ; Mayr, Johannes |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 24.2013, p. 1-24
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Subject: | Pooling of forecasts | Model uncertainty | VAR model | Monte Carlo study | Prognoseverfahren | Forecasting model | Theorie | Theory | VAR-Modell | Monte-Carlo-Simulation | Monte Carlo simulation | Risikomaß | Risk measure | Dynamisches Gleichgewicht | Dynamic equilibrium |
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