Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System
Year of publication: |
2010-05
|
---|---|
Authors: | Costantini, Mauro ; Gunter, Ulrich ; Kunst, Robert M. |
Institutions: | Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) |
Subject: | Combining forecasts | encompassing tests | model selection | time series | DSGE model |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 251 19 pages |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: |
-
Forecast combination based on multiple encompassing tests in a macroeconomic DSGE system
Costantini, Mauro, (2010)
-
Forecast combination based on multiple encompassing tests in a macroeconomic DSGE-VAR system
Costantini, Mauro, (2012)
-
Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System
Costantini, Mauro, (2012)
- More ...
-
Forecast combinations in a DSGE-VAR lab
Costantini, Mauro, (2014)
-
Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System
Costantini, Mauro, (2012)
-
Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System
Costantini, Mauro, (2009)
- More ...