Constructing Forecast Confidence Bands During the Financial Crisis
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Österholm, Pär, 2012. "The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 76-86.
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More about this item
KeywordsEconomic models; European Union; Economic forecasting; Credit restraint; Bank credit; Inflation targeting; Monetary policy; Interest rates; Japan; Oil prices; United States; forecasting and simulation; forecast confidence bands; inflation; equation; confidence interval; confidence intervals;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2009-10-31 (Central Banking)
- NEP-FOR-2009-10-31 (Forecasting)
- NEP-MAC-2009-10-31 (Macroeconomics)
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