A copula-VAR-X approach for industrial production modelling and forecasting
Carluccio Bianchi, Alessandro Carta, Dean Fantazzini, Maria Elena De Giuli and Mario A. Maggi
| Year of publication: |
2010
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|---|---|
| Authors: | Bianchi, Carluccio ; Carta, Alessandro ; Fantazzini, Dean ; De Giuli, Maria Elena ; Maggi, Mario Alessandro |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 42.2010, 25/27, p. 3267-3277
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| Subject: | Industrieproduktion | Industrial production | Prognoseverfahren | Forecasting model | Multivariate Verteilung | Multivariate distribution | VAR-Modell | VAR model | EU-Staaten | EU countries |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008748842