Siliverstovs, Boris; Engsted, Tom; Haldrup, Niels - School of Economics and Management, University of Aarhus
International
Symposium on Forecasting in Dublin, and ”Common Features in Rio” conference in Rio de Janeiro.
Abstract
In this paper … carefully selecting loss functions in forecast evaluation of
models involving stock and flow variables.
Keywords: Common … Features, Multicointegration, Forecasting, VAR models.
JEL Classification Codes: C32, C53.
xDIW Berlin, K¨onigin-Luise Straße 5 …