Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study
Year of publication: |
2005-05
|
---|---|
Authors: | Guillén, Osmani Teixeira de Carvalho ; Issler, João Victor ; Athanasopoulos, George |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | Reduced rank models | model selection criteria | forecasting accuracy |
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