Forecasting Macroeconomic Variables by Using Model Averaging : Applied Econometrics - Time Series Analysis

Djamil Yousefi

ISBN 10: 3330517069 / ISBN 13: 9783330517066

Verlag: AV Akademikerverlag, 2017

Beschreibung

nach der Bestellung gedruckt Neuware - Printed after ordering - 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.

Bestandsnummer des Verkäufers 9783330517066

Bibliografische Details

• Titel: Forecasting Macroeconomic Variables by Using Model Averaging : Applied Econometrics - Time Series Analysis
• Verlag: AV Akademikerverlag
• Erscheinungsjahr: 2017
• Sprache: Englisch
• ISBN-10: 3330517069
• ISBN-13: 9783330517066
• Einband: Taschenbuch
• Zustand: Neu
• Abmessungen: 220B x 150 H x 4 T Millimeter Breite: 220 mm, Höhe: 150 mm, Tiefe: 4 mm
• Gewicht: 96 Gramm

Über diesen Titel

Inhaltsangabe

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.