The mechanics of VAR forecast pooling : a DSGE model based Monte Carlo study
Steffen R. Henzel; Johannes Mayr
| Year of publication: |
2013
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|---|---|
| Authors: | Henzel, Steffen R. ; Mayr, Johannes |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 24.2013, p. 1-24
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| Subject: | Pooling of forecasts | Model uncertainty | VAR model | Monte Carlo study | VAR-Modell | Monte-Carlo-Simulation | Monte Carlo simulation | Prognoseverfahren | Forecasting model | Theorie | Theory | Dynamisches Gleichgewicht | Dynamic equilibrium | DSGE-Modell | DSGE model | Risikomaß | Risk measure | Bayes-Statistik | Bayesian inference | Simulation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009739700