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
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|---|---|
| Authors: | Aye, Goodness C. ; Gupta, Rangan ; Lau, Chi Keung ; Sheng, Xin |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 33, p. 3624-3631
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2019.1584373 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012196883