Title: Forecasting Economic and Financial Variables with Global VARs
Authors: Pesaran, M Hashem
Schuermann, Til
Smith, L Vanessa
Keywords: Forecasting using GVAR
structural breaks and forecasting
average forecasts across models and windows
financial and macroeconomic forecasts
Issue Date: Feb-2008
Publisher: Faculty of Economics, University of Cambridge, UK
Series/Report no.: CWPE
807
URI: http://www.dspace.cam.ac.uk/handle/1810/229506
Appears in Collections:Cambridge Working Papers in Economics

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