Forecasting Economic and Financial Variables with Global VARs

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Authors
Pesaran, M. Hashem
Schuermann, Til
Smith, L. Vanessa
Publication Date
2008-02
Series
Cambridge Working Papers in Economics
Publisher
Faculty of Economics
Type
Working Paper
Metadata
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Citation
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
Identifiers
CWPE0807
This record's DOI: https://doi.org/10.17863/CAM.5321
This record's URL: http://www.dspace.cam.ac.uk/handle/1810/229506https://www.repository.cam.ac.uk/handle/1810/229506
Rights
All Rights Reserved
Licence URL: https://www.rioxx.net/licenses/all-rights-reserved/
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