Modeling time-varying uncertainty of multiple-horizon forecast errors
Todd E. Clark, Michael W. McCracken, and Elmar Mertens
| Year of publication: |
2020
|
|---|---|
| Authors: | Clark, Todd E. ; McCracken, Michael W. ; Mertens, Elmar |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 102.2020, 1, p. 17-33
|
| Subject: | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | Stochastische Volatilität | Stochastic volatility | Risiko | Risk | USA | United States | 1969-2018 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1162/rest_a_00809 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012208035