VAR Model Averaging for Multi-Step Forecasting
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- Gerit Vogt, 2010. "VAR-Prognose-Pooling : ein Ansatz zur Verbesserung der Informationsgrundlage der ifo Dresden Konjunkturprognosen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(02), pages 32-40, 04.
- Mayr, Johannes, 2010. "Forecasting Macroeconomic Aggregates," Munich Dissertations in Economics 11140, University of Munich, Department of Economics.
- repec:ces:ifodre:v:17:y:2010:i:02:p:s.32-40 is not listed on IDEAS
More about this item
KeywordsVAR-forecasting; model averaging;
- A10 - General Economics and Teaching - - General Economics - - - General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
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