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A VECX* model of the Swiss economy
Assenmacher-Wesche, Katrin; Pesaran, M. Hashem - 2009
kointegrierten Fehlerkorrekturmodells verwendet, das wesentliche makroökonomische Variable für die Schweiz unter Berücksichtigung … kann dieses VECX* Modell für die Schweiz in ein globales vektorautoregressives (GVAR) Modell eingefügt werden, in welchem …
Persistent link: https://www.econbiz.de/10003921479
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A VECX model of the Swiss economy
Assenmacher-Wesche, Katrin (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003688893
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Forecasting the Swiss economy using VECX models : an exercise in forecast combination across models and observation windows
Assenmacher-Wesche, Katrin; Pesaran, M. Hashem - 2008
Persistent link: https://www.econbiz.de/10003697688
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A VECX model of the Swiss economy
Assenmacher-Wesche, Katrin (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671168
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Forecasting the Swiss economy using VECX models : an exercise in forecast combination across models and observation windows
Assenmacher-Wesche, Katrin; Pesaran, M. Hashem - In: National Institute economic review 203 (2008), pp. 91-108
Persistent link: https://www.econbiz.de/10003625193
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Assessing forecast uncertainties in a VECX model for Switzerland : an exercise in forecast combination across models and observation windows
Assenmacher-Wesche, Katrin (contributor);  … - 2007
We investigate the effect of forecast uncertainty in a cointegrating vector error correction model for Switzerland …
Persistent link: https://www.econbiz.de/10003561644
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Assessing forecast uncertainties in a VECX model for Switzerland : an exercise in forecast combination across models and observation windows
Assenmacher-Wesche, Katrin (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003612607
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Assessing forecast uncertainties in VECX* model for Switzerland : an exercise in forecast combination across models and observation windows
Assenmacher-Weschey, Katrin (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003541826
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A VECX* Model of the Swiss Economy
Assenmacher, Katrin - 2009
This paper applies the modelling strategy of Garratt, Lee, Pesaran and Shin (2003) to the estimation of a structural cointegrated VAR model that relates the core macroeconomic variables of the Swiss economy to current and lagged values of a number of key foreign variables. We identify and test a...
Persistent link: https://www.econbiz.de/10012766516
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Assessing Forecast Uncertainties in a VECX Model for Switzerland : An Exercise in Forecast Combination Across Models and Observation Windows
Assenmacher, Katrin - 2009
We investigate the effect of forecast uncertainty in a cointegrating vector error correction model for Switzerland …
Persistent link: https://www.econbiz.de/10012766904