Forecasting Economic and Financial Variables with Global VARs
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Authors
Pesaran, M. Hashem
Schuermann, Til
Smith, L. Vanessa
Publication Date
2008-02Series
Cambridge Working Papers in Economics
Publisher
Faculty of Economics
Type
Working Paper
Metadata
Show full item recordCitation
Pesaran, M. H., Schuermann, T., & Smith, L. V. (2008). Forecasting Economic and Financial Variables with Global VARs. https://doi.org/10.17863/CAM.5321
Keywords
Forecasting using GVAR, structural breaks and forecasting, average forecasts across models and windows, financial and macroeconomic forecasts
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