A comprehensive evaluation of macroeconomic forecasting methods
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DOI: 10.1016/j.ijforecast.2019.02.007
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- Andrea Carriero & Galvao, Ana Beatriz & Kapetanios, George, 2016. "A comprehensive evaluation of macroeconomic forecasting methods," EMF Research Papers 10, Economic Modelling and Forecasting Group.
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Keywords
Factor models; BVAR models; MIDAS models; DSGE models; Density forecasts; Meta-analysis;All these keywords.
JEL classification:
Statistics
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