Pesaran, M. Hashem (contributor); … - 2008
-quarters-ahead forecasts of real output, inflation, real equity prices, exchange rates, and interest rates over the period 2004:Q1–2005:Q4 …, especially for output, inflation, and real equity prices. -- Forecasting using GVAR ; structural breaks and forecasting ; average … countries in the global economy. To this end, a global vector autoregressive (GVAR) model previously estimated over the 1979:Q1 …