Misspecification-robust shrinkage and selection for var forecasts and IRFS

Oriol Gonzalez-Casasus and Frank Schorfheide

Year of publication:	05 February 2025
Authors:	Gonzalez-Casasus, Oriol ; Schorfheide, Frank
Publisher:	London : Centre for Economic Policy Research
Subject:	Forecasting \| Local projections \| Model misspecification \| Shrinkage estimation \| Prognoseverfahren \| Forecasting model \| VAR-Modell \| VAR model \| Modellierung \| Scientific modelling \| Schätztheorie \| Estimation theory \| Prognose \| Forecast \| Wirtschaftsprognose \| Economic forecast

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