Comparing the forecasting ability of financial conditions indices : the case of South Africa
Mehmet Balcilar, Rangan Gupta, Reneé van Eyden, Kirsten Thompson, Anandamayee Majumdar
| Year of publication: |
2018
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|---|---|
| Authors: | Balcilar, Mehmet ; Gupta, Rangan ; Van Eyden, Reneé ; Thompson, Kirsten ; Majumdar, Anandamayee |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 69.2018, p. 245-259
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| Subject: | Dynamic model averaging | Financial conditions index | Nonlinear logistic smooth transition vector autoregressive model | Südafrika | South Africa | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Wirtschaftsindikator | Economic indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2018.03.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012035015