Macroeconomic real-time forecasts of univariate models with flexible error structures
Kelly Trinh, Bo Zhang, Chenghan Hou
| Year of publication: |
2025
|
|---|---|
| Authors: | Trinh, Kelly ; Zhang, Bo ; Hou, Chenghan |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 44.2025, 1, p. 59-78
|
| Subject: | autoregressive moving average | real-time forecasting | stochastic volatility | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Volatilität | Volatility | Theorie | Theory | VAR-Modell | VAR model | Wirtschaftsprognose | Economic forecast | Stochastischer Prozess | Stochastic process |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3182 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015373952