Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?
Year of publication: |
2013
|
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Authors: | Berg, Tim Oliver ; Henzel, Steffen |
Publisher: |
Munich : ifo Institute - Leibniz Institute for Economic Research at the University of Munich |
Subject: | Bayesian vector autoregression | forecasting | model validation | large crosssection | euro area |
Series: | ifo Working Paper ; 155 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 74209197X [GVK] hdl:10419/73698 [Handle] RePec:ces:ifowps:_155 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; E37 - Forecasting and Simulation |
Source: |
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Berg, Tim Oliver, (2013)
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