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 |