Modeling time-varying uncertainty of multiple-horizon forecast errors
Todd E. Clark, Michael W. McCracken, and Elmar Mertens
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Clark, Todd E. ; McCracken, Michael W. ; Mertens, Elmar |
| Publisher: |
[Cleveland, OH] : Federal Reserve Bank of Cleveland |
| Subject: | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | Stochastische Volatilität | Stochastic volatility | Risiko | Risk | USA | United States |
freely available
| Extent: | 1 Online-Ressource (circa 57 Seiten) Illustrationen |
|---|---|
| Series: | Federal Reserve Bank of Cleveland working paper series. - Cleveland, Ohio : [Verlag nicht ermittelbar], ISSN 2573-7953, ZDB-ID 2185007-0. - Vol. 17, 15 (September 2017) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011718991