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Comment on "Forecasting economic and financial variables with global VARs"

Allen, P. G. - In: International journal of forecasting 25 (2009) 4, pp. 676-679

Persistent link: https://www.econbiz.de/10003921254

Comments on "Forecasting economic and financial variables with global VARs"

Clements, Michael P. - In: International journal of forecasting 25 (2009) 4, pp. 680-683

Persistent link: https://www.econbiz.de/10003921259

Comments on "Forecasting economic and financial variables with global VARs"

Giannone, Domenico; Reichlin, Lucrezia - In: International journal of forecasting 25 (2009) 4, pp. 684-686

Persistent link: https://www.econbiz.de/10003921271

Comments on "Forecasting economic and financial variables with global VARs"

Granger, C. W. J. - In: International journal of forecasting 25 (2009) 4, pp. 687-688

Persistent link: https://www.econbiz.de/10003921277

Comments on "Forecasting economic and financial variables with global VARs"

Lahiri, Kajal - In: International journal of forecasting 25 (2009) 4, pp. 689-692

Persistent link: https://www.econbiz.de/10003921317

Comments on "Forecasting economic and financial variables with global VARs"

Swanson, Norman R. - In: International journal of forecasting 25 (2009) 4, pp. 697-702

Persistent link: https://www.econbiz.de/10003921327

Rejoinder to comments on forecasting economic and financial variables with global VARs

Pesaran, M. Hashem; Schuermann, Til; Smith, L. Vanessa - In: International journal of forecasting 25 (2009) 4, pp. 703-715

Persistent link: https://www.econbiz.de/10003921332

Forecasting economic and financial variables with global VARs

Pesaran, M. Hashem (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003662971

Forecasting economic and financial variables with global VARs

Pesaran, M. Hashem (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003671175

Forecasting economic and financial variables with global VARs

Pesaran, M. Hashem (contributor); … - 2008

This paper considers the problem of forecasting real and financial macroeconomic variables across a large number of countries in the global economy. To this end, a global vector autoregressive (GVAR) model previously estimated over the 1979:Q1–2003:Q4 period by Dees, de Mauro, Pesaran, and...

Persistent link: https://www.econbiz.de/10003781456