Modeling time-varying uncertainty of multiple-horizon forecast errors

Todd E. Clark, Michael W. McCracken, and Elmar Mertens

Year of publication:	[2018]
Authors:	Clark, Todd E. ; McCracken, Michael W. ; Mertens, Elmar
Publisher:	[Cleveland, OH] : Federal Reserve Bank of Cleveland
Subject:	Wirtschaftsprognose \| Economic forecast \| Prognoseverfahren \| Forecasting model \| Stochastische Volatilität \| Stochastic volatility \| Risiko \| Risk \| USA \| United States \| 1969-2018

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