Forecast combination based on multiple encompassing tests in a macroeconomic DSGE-VAR system
Mauro Costantini; Ulrich Gunter; Robert M. Kunst
| Year of publication: |
2012
|
|---|---|
| Authors: | Costantini, Mauro ; Gunter, Ulrich ; Kunst, Robert M. |
| Publisher: |
Wien : Inst. für Höhere Studien (IHS) |
| Subject: | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis | Dynamisches Gleichgewicht | Dynamic equilibrium | Theorie | Theory | Wirtschaft | Prognosemodell | Ökonometrisches Modell |
| Extent: | 39 S. graph. Darst. 30 cm |
|---|---|
| Series: | Reihe Ökonomie. - Wien : IHS, ISSN 1605-7996, ZDB-ID 2151044-1. - Vol. 292 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | DSGE = Dynamic stochastic general equilibrium VAR = Vector autoregressive Parallel als Online-Ausg. erschienen |
| Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009673603