Log versus level in VAR forecasting : 42 million empirical answers ; expect the unexpected
Johannes Mayr; Dirk Ulbricht
| Year of publication: |
2015
|
|---|---|
| Authors: | Mayr, Johannes ; Ulbricht, Dirk |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 126.2015, p. 40-42
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| Subject: | VAR-forecasting | Logarithmic transformation | Out-of-sample experiment | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Erwartungsbildung | Expectation formation | Experiment | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011376386