Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy
Year of publication: |
2000-05
|
---|---|
Authors: | Garrat, A. ; Lee, K. ; Pesaran, M.H. ; Shin, Y. |
Institutions: | Faculty of Economics, University of Cambridge |
Subject: | Probability forecasting | Long-run structural VARs | Macroeconometric modelling | Probability forecasts of inflation | Interest rates and output growth |
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