Evaluating conditional forecasts from vector autoregressions
Year of publication: |
2014
|
---|---|
Authors: | Clark, Todd E. ; McCracken, Michael W. |
Publisher: |
Cleveland, Ohio : Federal Reserve Bank of Cleveland |
Subject: | Prediction | forecasting | out-of-sample | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Frühindikator | Leading indicator | Prognose | Forecast |
-
Credit indicators as predictors of economic activity : a real-time VAR analysis
Kishor, N. Kundan, (2014)
-
Real-time forecasting in a data-rich environment
Liebermann, Joe͏̈lle, (2012)
-
Modern forecasting models in action : improving macroeconomic analyses at central banks
Adolfson, Malin, (2006)
- More ...
-
Clark, Todd E., (2008)
-
Tests of equal predictive ability with real-time data
Clark, Todd E., (2008)
-
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E., (2008)
- More ...