The importance of time‐varying volatility and country interactions in forecasting economic activity
Steven Trypsteen
| Year of publication: |
September 2017
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| Authors: | Trypsteen, Steven |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 36.2017, 6, p. 615-628
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| Subject: | density forecast | forecasting recessions | GARCH models | global VAR | probability forecast | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Prognose | Forecast | VAR-Modell | VAR model | Wirtschaftsprognose | Economic forecast | Frühindikator | Leading indicator | Statistische Verteilung | Statistical distribution | Konjunktur | Business cycle | Welt | World | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2457 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011861398