A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
Year of publication: |
2009-11
|
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Authors: | Bianchi, Carluccio ; Carta, Alessandro ; Fantazzini, Dean ; De Giuli, Maria Elena ; Maggi, Mario A. |
Institutions: | Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia |
Subject: | Forecasting | Industrial Production | Copulas | VAR models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 105 19 pages |
Classification: | C13 - Estimation ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications |
Source: |
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A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
Bianchi, Carluccio, (2009)
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A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
Bianchi, Carluccio, (2009)
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Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data
Bruno, Giancarlo, (2003)
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A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
Bianchi, Carluccio, (2009)
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A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
Bianchi, Carluccio, (2009)
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Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study
Bianchi, Carluccio, (2009)
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