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Testing for Granger (non-)causality in a time-varying coefficient VAR model
Christopulos, Dēmētrēs K.; León-Ledesma, Miguel A. - In: Journal of forecasting 27 (2008) 4, pp. 293-303
Persistent link: https://www.econbiz.de/10003826731
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Is forecasting with large models informative? : assessing the role of judgement in macroeconomic forecasts
Mestre, Ricardo; McAdam, Peter - In: Journal of forecasting 30 (2011) 3, pp. 303-324
Persistent link: https://www.econbiz.de/10009233888
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Density forecast combinations : the real-time dimension
McAdam, Peter; Warne, Anders - In: Journal of forecasting 43 (2024) 5, pp. 1153-1172
Persistent link: https://www.econbiz.de/10015108363
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Testing for Granger (non-)causality in a time-varying coefficient VAR model
Christopoulos, Dimitris K.; León-Ledesma, Miguel A. - In: Journal of forecasting 27 (2008) 4, pp. 293-304
Persistent link: https://www.econbiz.de/10008079323
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Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts
Mestre, Ricardo; McAdam, Peter - In: Journal of forecasting 30 (2011) 3, pp. 303-325
Persistent link: https://www.econbiz.de/10008931378