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Rejoinder to comments on forecasting economic and financial variables with global VARs

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Author Info

  • Pesaran, M. Hashem
  • Schuermann, Til
  • Smith, L. Vanessa

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File URL: http://www.sciencedirect.com/science/article/B6V92-4XDCNWM-2/2/98eb47595033a8eb99ad8a377b8479d6
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Bibliographic Info

Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 25 (2009)
Issue (Month): 4 (October)
Pages: 703-715

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Handle: RePEc:eee:intfor:v:25:y:2009:i:4:p:703-715

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Web page: http://www.elsevier.com/locate/ijforecast

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Cited by:
  1. Cesa-Bianchi, A. & Pesaran, M. H. & Rebucci, A. & Xu, T., 2011. "China’s Emergence in the World Economy and Business Cycles in Latin America," Cambridge Working Papers in Economics 1150, Faculty of Economics, University of Cambridge.
  2. Annari de Waal & Renee van Eyden & Rangan Gupta, 2013. "Do we need a global VAR model to forecast inflation and output in South Africa?," Working Papers 201346, University of Pretoria, Department of Economics.
  3. Helmut Herwartz, 2011. "Forecast accuracy and uncertainty in applied econometrics: a recommendation of specific-to-general predictor selection," Empirical Economics, Springer, vol. 41(2), pages 487-510, October.
  4. Prasad S Bhattacharya & Dimitrios D Thomakos, 2011. "Improving forecasting performance by window and model averaging," CAMA Working Papers 2011-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  5. Neil R. Ericsson & Erica L. Reisman, 2012. "Evaluating a global vector autoregression for forecasting," International Finance Discussion Papers 1056, Board of Governors of the Federal Reserve System (U.S.).
  6. Kerstin Bernoth & Andreas Pick, 2009. "Forecasting the Fragility of the Banking and Insurance Sector," Discussion Papers of DIW Berlin 882, DIW Berlin, German Institute for Economic Research.
  7. Santos, André A.P. & Nogales, Francisco J. & Ruiz, Esther & Dijk, Dick Van, 2012. "Optimal portfolios with minimum capital requirements," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 1928-1942.
  8. Periklis Gogas & Theophilos Papadimitriou & Elvira Takli, 2013. "Comparison of Simple Sum and Divisia Monetary Aggregates in GDP Forecasting: A Support Vector Machines Approach," Working Paper Series 04_13, The Rimini Centre for Economic Analysis.
  9. repec:usm:journl:aamjaf00811__93-113 is not listed on IDEAS
  10. Annari de Waal & Renee van Eyden, 2013. "The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR," Working Papers 201328, University of Pretoria, Department of Economics.

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