Forecasting Macroeconomic Variables by Using Model Averaging: Applied Econometrics - Time Series Analysis
Language: English
Published by AV Akademikerverlag, 2017
- Softcover
- New
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- Title
- Forecasting Macroeconomic Variables by Using Model Averaging: Applied Econometrics - Time Series Analysis
- Author
- Yousefi, Djamil
- Publisher
- AV Akademikerverlag
- Publication year
- 2017
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3330517069
- ISBN 13
- 9783330517066
Are the forecasting results of model averaging more accurate, than the results provided by univariate models? This book shall provide an answer to this question by comparing econometric forecasting models for US macroeconomic variables. The work is based on Clark & McCracken´s paper "Averaging forecasts from VARs with uncertain instabilities", published 2010 in the Journal of Applied Econometrics.
"Synopsis" may belong to another edition of this title.
Books Puddle
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