Is there a role for uncertainty in forecasting output growth in OECD countries? : evidence from a time-varying parameter-panel vector autoregressive model
Goodness C. Aye, Rangan Gupta, Chi Keung Marco Lau and Xin Sheng
| Year of publication: |
2019
|
|---|---|
| Authors: | Aye, Goodness C. ; Gupta, Rangan ; Lau, Chi Keung ; Sheng, Xin |
| Subject: | Economic uncertainty | OECD countries | output growth | panel vector autoregressions | time-varying parameter | VAR-Modell | VAR model | OECD-Staaten | Wirtschaftswachstum | Economic growth | Bruttoinlandsprodukt | Gross domestic product | Panel | Panel study | Schätzung | Estimation | Risiko | Risk | Prognoseverfahren | Forecasting model |
Online Resource