Listagem FGV EPGE - Ensaios Econômicos por Assunto "Previsão econômica - Modelos econométricos"
Itens para a visualização no momento 1-4 of 4
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Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study
2005-04-01Using vector autoregressive (VAR) models and Monte-Carlo simulation methods we investigate the potential gains for forecasting accuracy and estimation uncertainty of two commonly used restrictions arising from economic ... -
A panel data approach to economic forecasting: the bias-corrected average forecast
2007-09-01In this paper, we propose a novel approach to econometric forecasting of stationary and ergodic time series within a panel-data framework. Our key element is to employ the (feasible) bias-corrected average forecast. Using ... -
A panel data approach to economic forecasting: the bias-corrected average forecast
2007-01-01In this paper, we propose a novel approach to econometric forecasting of stationary and ergodic time series within a panel-data framework. Our key element is to employ the bias-corrected average forecast. Using panel-data ... -
A panel data approach to economic forecasting: the bias-corrected average forecast
2008-01-01In this paper, we propose a novel approach to econometric forecasting of stationary and ergodic time series within a panel-data framework. Our key element is to employ the (feasible) bias-corrected average forecast. Using ...
