Assessing Forecast Performance in a VEC Model: An Empirical Examination
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Other versions of this item:
- Bragoudakis Zacharias, 2005. "Assessing Forecast Performance in a VEC Model: An Empirical Examination," Econometrics 0502007, University Library of Munich, Germany.
More about this item
KeywordsCointegration; Forecasting; Simulation Analysis; Vector error- correction models;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E0 - Macroeconomics and Monetary Economics - - General
- E6 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ETS-2005-08-13 (Econometric Time Series)
- NEP-FOR-2005-08-13 (Forecasting)
- NEP-MAC-2005-08-13 (Macroeconomics)
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