Blake, Andrew P. (contributor) - 1999 - [Elektronische Ressource]
the forecast horizon, x
t
is a vector of
leading indicator variables available at time t, #0C a parameter vector and #0C
0 … relevant forecast interval but without
specifying a structural economic model, a `black box' approach that has good
overall … variables by their variances. The target
variable, forecast GDP growth, need not be scaled unless it is used as an addi-
tional …