Forecasting the Swiss Economy Using Vecx* Models: an Exercise in Forecast Combination Across Models and Observation Windows
Year of publication: |
2008
|
---|---|
Authors: | Assenmacher-Wesche, Katrin ; Pesaran, M. Hashem |
Published in: |
National Institute Economic Review. - National Institute of Economic and Social Research (NIESR). - Vol. 203.2008, 1, p. 91-108
|
Publisher: |
National Institute of Economic and Social Research (NIESR) |
Subject: | Bayesian model averaging | choice of observation window | long-run structural vector autoregression |
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