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  • Search: isPartOf:"IZA Forschungsinstitut zur Zukunft der Arbei - Discussion Papers"
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Autoregression 1 Beobachtung 1 Mittelungsverfahren 1
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Assenmacher-Wesche, Katrin 1 Pesaran, M. Hashem 1
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Did you mean: isPartOf:"IZA Forschungsinstitut zur Zukunft der arbeit - Discussion Papers" (212 results)
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Assessing Forecast Uncertainties in a VECX Modelfor Switzerland: An Exercise in Forecast Combinationacross Models and Observation Windows
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 averaging over forecasts fromdifferent models...
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