Evaluating the accuracy of forecasts from vector autoregressions
Todd E. Clark and Michael W. McCracken
| Year of publication: |
2013
|
|---|---|
| Authors: | Clark, Todd E. ; McCracken, Michael W. |
| Published in: |
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims. - Bingley [u.a.] : Emerald, ISBN 978-1-78190-752-8. - 2013, p. 117-168
|
| Subject: | out-of-sample | VAR-Modell | VAR model | Monte-Carlo-Simulation | Monte Carlo simulation | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010252336