Testing the out-of-sample forecasting ability of a financial conditions index for South Africa
Year of publication: |
2015
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Authors: | Thompson, Kirsten ; Van Eyden, Reneé ; Gupta, Rangan |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 51.2015, 3, p. 486-501
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Subject: | data mining | financial conditions index | forecast encompassing | Prognoseverfahren | Forecasting model | Südafrika | South Africa | Wirtschaftsindikator | Economic indicator | Data Mining | Data mining | Schätzung | Estimation | Index | Index number |
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