Forecasting Economic and Financial Variables with Global VARs
Year of publication: |
2008
|
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Authors: | Pesaran, M. Hashem ; Schuermann, Til ; Smith, L. Vanessa |
Institutions: | CESifo |
Subject: | forecasting using GVAR | structural breaks and forecasting | average forecasts across models and windows | financial and macroeconomic forecasts |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2263 |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications |
Source: |
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Forecasting economic and financial variables with global VARs
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Forecasting economic and financial variables with global VARs
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