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~person:"Mertens, Elmar"
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Search: subject:"stochastic volatility model"
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Economic forecast
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Mertens, Elmar
Huber, Florian
17
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14
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11
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1
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
Clark, Todd E.
-
2019
, our
stochastic-volatility
model
improves the accuracy of uncertainty measures for survey forecasts …
Persistent link: https://www.econbiz.de/10013210484
Saved in:
2
Modeling time-varying uncertainty of multiple-horizon forecast errors
Clark, Todd E.
;
McCracken, Michael W.
;
Mertens, Elmar
-
2018
Persistent link: https://www.econbiz.de/10011878541
Saved in:
3
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
Clark, Todd E.
-
2017
, our
stochastic-volatility
model
improves the accuracy of uncertainty measures for survey forecasts …
Persistent link: https://www.econbiz.de/10012944362
Saved in:
4
Modeling time-varying uncertainty of multiple-horizon forecast errors
Clark, Todd E.
;
McCracken, Michael W.
;
Mertens, Elmar
-
2017
Persistent link: https://www.econbiz.de/10011718991
Saved in:
5
Modeling time-varying uncertainty of multiple-horizon forecast errors
Clark, Todd E.
;
McCracken, Michael W.
;
Mertens, Elmar
-
2017
-
This draft: August 31, 2017
Persistent link: https://www.econbiz.de/10011761422
Saved in:
6
Modeling time-varying uncertainty of multiple-horizon forecast errors
Clark, Todd E.
;
McCracken, Michael W.
;
Mertens, Elmar
-
2017
-
This draft: August 31, 2017
, our
stochastic-volatility
model
improves the accuracy of uncertainty measures for survey forecasts …
Persistent link: https://www.econbiz.de/10011780949
Saved in:
7
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
Clark, Todd E.
-
2017
, our
stochastic-volatility
model
improves the accuracy of uncertainty measures for survey forecasts …
Persistent link: https://www.econbiz.de/10012946957
Saved in:
8
Modeling time-varying uncertainty of multiple-horizon forecast errors
Clark, Todd E.
;
McCracken, Michael W.
;
Mertens, Elmar
- In:
The review of economics and statistics
102
(
2020
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10012208035
Saved in:
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