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 |
