Modelling and forecasting government bond spreads in the euro area: A GVAR model
β Scribed by Favero, Carlo A.
- Book ID
- 121340246
- Publisher
- Elsevier Science
- Year
- 2013
- Tongue
- English
- Weight
- 585 KB
- Volume
- 177
- Category
- Article
- ISSN
- 0304-4076
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract We develop a small model for forecasting inflation for the euro area using quarterly data over the period June 1973 to March 1999. The model is used to provide inflation forecasts from June 1999 to March 2002. We compare the forecasts from our model with those derived from six competing
## Abstract This paper examines the problem of forecasting macroβvariables which are observed monthly (or quarterly) and result from geographical and sectorial aggregation. The aim is to formulate a methodology whereby all relevant information gathered in this context could provide more accurate fo