Forecast Combinations in a DSGE-VAR Lab

Author(s)
Mauro Costantini, Ulrich Gunter, Robert Kunst
Organisation(s)
Department of Economics
External organisation(s)
Brunel University London, MODUL University Vienna, IHS - Institut für Höhere Studien und wissenschaftliche Forschung
Journal
Journal of Forecasting
Volume
36
Pages
305-324
ISSN
0277-6693
DOI
https://doi.org/10.1002/for.2427
Publication date
05-2016
Peer reviewed
Yes
Austrian Fields of Science 2012
Statistics, Econometrics, Macroeconomics
Keywords
Portal url
https://ucris.univie.ac.at/portal/en/publications/forecast-combinations-in-a-dsgevar-lab(f976f772-a5bf-4448-952f-d878644f8dfb).html