Modeling time-varying uncertainty of multiple-horizon forecast errors

by Todd E Clark, Michael W McCracken and Elmar Mertens

Year of publication:	October 2017 ; This draft: August 31, 2017
Authors:	Clark, Todd E. ; McCracken, Michael W. ; Mertens, Elmar
Publisher:	[Basel] : Bank for International Settlements, Monetary and Economic Department
Subject:	Wirtschaftsprognose \| Economic forecast \| Prognoseverfahren \| Forecasting model \| Stochastische Volatilität \| Stochastic volatility \| Risiko \| Risk \| USA \| United States

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