Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
Rangan Gupta, Eric Olson, Mark E. Wohar
| Year of publication: |
September 2017
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|---|---|
| Authors: | Gupta, Rangan ; Olson, Eric ; Wohar, Mark E. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 36.2017, 6, p. 640-650
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| Subject: | business cycle turning points | factors | forecasting | vector autoregressions | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | USA | United States | Konjunktureller Wendepunkt | Business cycle turning point | Zeitreihenanalyse | Time series analysis | Wirtschaftsindikator | Economic indicator | Konjunktur | Business cycle | Frühindikator | Leading indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2460 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011861401