Open AccessAveraging Forecasts from VARs with Uncertain Instabilities
Author(s) -
Todd E. Clark,
Michael W. McCracken
Publication year - 2006
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2007.42
Subject(s) - univariate , econometrics , weighting , bayesian probability , consensus forecast , inflation (cosmology) , nowcasting , statistics , mathematics , computer science , multivariate statistics , medicine , physics , oceanography , theoretical physics , radiology , geology