Assessing forecast uncertainties in a VECX model for Switzerland: an exercise in forecast combination across models and observation windows
Year of publication: |
2007
|
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Authors: | Assenmacher-Wesche, Katrin ; Pesaran, Mohammad Hashem |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | Zeitreihenanalyse | Prognoseverfahren | Bayes-Statistik | VAR-Modell | Schweiz | Bayesian model averaging | choice of observation window | long-run structural vector autoregression |
Series: | CESifo Working Paper ; 2116 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 557255945 [GVK] hdl:10419/26161 [Handle] |
Classification: | C53 - Forecasting and Other Model Applications ; C32 - Time-Series Models |
Source: |
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Assenmacher-Wesche, Katrin, (2007)
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A VECX model of the Swiss economy
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