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Forecasting with small macroeconomic VARs in the presence of instabilities
Clark, Todd E.; McCracken, Michael W. - 2007
Persistent link: https://www.econbiz.de/10003827254
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Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.; McCracken, Michael W. - 2007
Persistent link: https://www.econbiz.de/10003827262
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Modeling time-varying uncertainty of multiple-horizon forecast errors
Clark, Todd E.; McCracken, Michael W.; Mertens, Elmar - In: The review of economics and statistics 102 (2020) 1, pp. 17-33
Persistent link: https://www.econbiz.de/10012208035