The Virtues of VAR Forecast Pooling – A DSGE Model Based Monte Carlo Study
Year of publication: |
2009
|
---|---|
Authors: | Henzel, Steffen ; Mayr, Johannes |
Institutions: | ifo Leibniz-Institut für Wirtschaftsforschung an der Universität München e.V. |
Subject: | Pooling of forecasts | model uncertainty | VAR model | Monte Carlo Study |
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