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Forecasting economic and financial variables with global VARs · Study

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ArticleForecasting economic and financial variables with global VARs

M. Hashem Pesaran2009

Article2009

Forecasting economic and financial variables with global VARs

M. Hashem Pesaran · Til Schuermann · L. Vanessa Smith

242 citations·0/0 files stored·International Journal of Forecasting

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Forecasting Techniques and Applications Monetary Policy and Economic Impact Global Financial Crisis and Policies

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References

1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 1969The Combination of Forecasts 1999Numerical distribution functions of likelihood ratio tests for cointegration 2007Why Has U.S. Inflation Become Harder to Forecast?2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 2006Chapter 4 Forecast Combinations 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators

Cited by

2013Advances in Forecasting under Instability 2020COVID-19 outbreak, social response, and early economic effects: a global VAR analysis of cross-country interdependencies 2021Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 2018Modeling and Forecasting Regional Tourism Demand Using the Bayesian Global Vector Autoregressive (BGVAR) Model 2013CAPITAL INFLOWS, FINANCIAL STRUCTURE AND HOUSING BOOMS 2013Optimal forecasts in the presence of structural breaks

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2008Forecasting Economic and Financial Variables with Global VARspreprint · 10 shared references 2013Advances in Forecasting under Instabilitychapter · 8 shared references 2016Forecasting in Economics and Financereview · 7 shared references 2021Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Themarticle · 6 shared references 2017Forecasting Inflation with Online Pricesarticle · 6 shared references 2008Real-time squared: A real-time data set for real-time GDP forecastingarticle · 6 shared references

Details

Year2009

Typearticle

Published2009-10-01

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations242

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/j.ijforecast.2009.08.007

openalex_workW3123619682

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2010Forecast Combination Across Estimation Windows

2010Forecasting large datasets with Bayesian reduced rank multivariate models