Titre:
  • Macroeconomic Forecasting and Structural Change
Auteur:D'Agostino, Antonello; Gambetti, Luca; Giannone, Domenico
Statut de publication:Publié, 2009
series:ECARES Working papers, 2009_020
Sujet CREF:Economie
Sujet JEL:Multiple or Simultaneous Equation Models: Time-Series Models
Prices, Business Fluctuations, and Cycles: Forecasting and Simulation
Money and Interest Rates: Forecasting and Simulation
Volumes/pages:29 p.
Mots-clés:Forecasting
infation
stochastic Volatility
time varying vector autoregression.
Langue:Anglais
Identificateurs:RePEc:eca:wpaper:2009_020