Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts
- 作者Ricardo Mestre; Peter McAdam
- 卷第30卷
- 期第3期
- 印刷ISSN0277-6693
- 电子ISSN1099-131X
- 文件大小210.15KB
- 发表时间2011
- DOI10.1002/for.1173
- 页码303-324
同作者推荐
Distribution switching in financial time seriesKosei Fukuda · 2009
Illustrating extraordinary shocks causing trend breaksKosei Fukuda · 2012
Cointegration Detection Using Dynamic Factor ModelsFukuda, Kosei · Communications in Statistics - Simulation and Computation · 2007
Parameter changes in GARCH modelFukuda, Kosei · Journal of Applied Statistics · 2010
Interpolation and forecasting of population census dataKosei Fukuda · 2010
Distribution switching of stock returns: international evidenceFukuda, Kosei · Applied Financial Economics · 2009
Forecasting economic time series with measurement errorFukuda, Kosei · Applied Economics Letters · 2005