A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series

Massimiliano Marcellino; James H. Stock; Mark W. Watson

Year of publication:	2005
Authors:	Marcellino, Massimiliano
Other Persons:	Stock, James H. (contributor) ; Watson, Mark W. (contributor)
Publisher:	London : Centre for Economic Policy Research
Subject:	Zeitreihenanalyse \| Time series analysis \| VAR-Modell \| VAR model \| Prognoseverfahren \| Forecasting model \| Wirtschaftsindikator \| Economic indicator \| USA \| United States \| Vektor-autoregressives Modell

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