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 |
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