We evaluate residual projection strategies in the context of a large-scale macro model of the euro area and smaller benchmark time-series models. The exercises attempt to measure the accuracy of model-based forecasts simulated both out-of-sample and in-sample. Both exercises incorporate alternative
The Role of Financial Spreads in Macroeconomic Forecasting: Evidence for the UK
β Scribed by Nicholas Sarantis; Sharon X. Lin
- Book ID
- 108550130
- Publisher
- John Wiley and Sons
- Year
- 1999
- Tongue
- English
- Weight
- 214 KB
- Volume
- 67
- Category
- Article
- ISSN
- 1463-6786
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