Assenmacher-Wesche, Katrin; Pesaran, M. Hashem - Forschungsinstitut zur Zukunft der Arbeit <Bonn> - 2007
We investigate the effect of forecast uncertainty in a cointegrating vector error correctionmodel for Switzerland …. Forecast uncertainty is evaluated in three different dimensions. First,we investigate the effect on forecasting performance of …
zur Zukunft der Arbeit
Institute for the Study
of Labor
September 2007
Assessing Forecast Uncertainties in a
VECX …