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A simple decomposition of the variance of output growth across countries

✍ Scribed by Reicher, Christopher Phillip


Book ID
127083305
Publisher
Taylor and Francis Group
Year
2012
Tongue
English
Weight
118 KB
Volume
19
Category
Article
ISSN
1350-4851

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## Abstract This paper uses forecast combination methods to forecast output growth in a seven‐country quarterly economic data set covering 1959–1999, with up to 73 predictors per country. Although the forecasts based on individual predictors are unstable over time and across countries, and on avera