Financial conditions and density forecasts for US output and inflation
Piergiorgio Alessandri, Haroon Mumtaz
| Year of publication: |
March 2017
|
|---|---|
| Authors: | Alessandri, Piergiorgio ; Mumtaz, Haroon |
| Published in: |
Review of economic dynamics. - Amsterdam : Elsevier, ISSN 1094-2025, ZDB-ID 1406100-4. - Vol. 24.2017, p. 66-78
|
| Subject: | Forecasting | Financial crises | Great Recession | Threshold VAR | Stochastic volatility | VAR-Modell | VAR model | USA | United States | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Volatilität | Volatility | Konjunktur | Business cycle | Wirtschaftsindikator | Economic indicator | Bruttoinlandsprodukt | Gross domestic product | Inflationsrate | Inflation rate | Welt | World | Schätzung | Estimation | Wirtschaftsprognose | Economic forecast | ARCH-Modell | ARCH model | Inflation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.red.2017.01.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011847185