Travail de recherche/Working paper
| Titre: |
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| Auteur: | Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco |
| Statut de publication: | Publié, 2009 |
| series: | ECARES Working papers, 2009_005 |
| Sujet CREF: | Economie |
| Sujet JEL: | Model Evaluation and Selection |
| Forecasting and Other Model Applications | |
| Volumes/pages: | 40 p. |
| Mots-clés: | Dynamic factors |
| multivariate GARCH | |
| covolatility forecasting | |
| inflation forecasting | |
| Langue: | Anglais |
| Identificateurs: | RePEc:eca:wpaper:2009_005 |
