Assessing Forecast Uncertainties in a VECX Modelfor Switzerland: An Exercise in Forecast Combinationacross Models and Observation Windows

We investigate the effect of forecast uncertainty in a cointegrating vector error correctionmodel for Switzerland. Forecast uncertainty is evaluated in three different dimensions. First,we investigate the effect on forecasting performance of averaging over forecasts fromdifferent models...

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Year of publication:	2007-09-01
Authors:	Assenmacher-Wesche, Katrin ; Pesaran, M. Hashem
Institutions:	Forschungsinstitut zur Zukunft der Arbeit <Bonn>
Subject:	Beobachtung \| Mittelungsverfahren \| Autoregression

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Extent:	55 p. application/pdf
Series:	IZA Forschungsinstitut zur Zukunft der Arbei - Discussion Papers IZA Discussion Paper ; No. 3071 (2007)
Type of publication:	Book / Working Paper
Language:	English
Classification:	C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; Ergonomic job analysis ; Individual Working Papers, Preprints ; Switzerland
Source:	USB Cologne (business full texts)

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