Forecast error variance decompositions with local projections
Yuriy Gorodnichenko, Byoungchan Lee
| Year of publication: |
2020
|
|---|---|
| Authors: | Gorodnichenko, Yuriy ; Lee, Byoungchan |
| Subject: | Forecast error variance decomposition | Local projections. | Prognoseverfahren | Forecasting model | Dekompositionsverfahren | Decomposition method | VAR-Modell | VAR model | Statistischer Fehler | Statistical error | Varianzanalyse | Analysis of variance | Prognose | Forecast | Frühindikator | Leading indicator | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2019.1610661 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012313379