Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
Stelios Bekiros and Alessia Paccagnini
| Year of publication: |
2015
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|---|---|
| Authors: | Bekiros, Stelios ; Paccagnini, Alessia |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 19.2015, 2, p. 107-136
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| Subject: | density forecasting | marginal data density | DSGE-FAVAR | real-time data | Prognoseverfahren | Forecasting model | USA | United States | VAR-Modell | VAR model | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Schätzung | Estimation | Frühindikator | Leading indicator | Wirtschaftsindikator | Economic indicator |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: PDF Reader |
| Other identifiers: | 10.1515/snde-2013-0061 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011313595