Travail de recherche/Working paper
Titre: |
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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 |