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Error correction model / Cointegration / Vector autoregression / Mohammad Hashem Pesaran / Economic model / Macroeconomic model / Normal distribution / Statistics / Econometrics / Time series analysis


Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 1056 October[removed]Evaluating a Global Vector Autoregression for Forecasting
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Document Date: 2012-11-09 14:20:11

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City

Santos / Washington / D.C. / See Hendry / Johansen / /

Company

Erica L. Reisman* Abstract / Holly / Ericsson / Erica L. Reisman NOTE / /

Country

United States / United Kingdom / China / /

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Facility

The George Washington University / /

IndustryTerm

bank policy / oil prices / computer-automated model selection algorithm / /

Organization

The George Washington University / Washington / Board of Governors of the Federal Reserve System International Finance Discussion Papers Number / Department of Economics / International Monetary Fund / US Federal Reserve / Board of Governors / Division of International Finance / /

Person

Jesper Lindé / Vanessa Smith / Jaime Marquez / Filippo di Mauro / Hashem Pesaran / Erica L. Reisman / David Hendry / Tara Rice / /

Position

research assistant / author / staff economist / Professor / writer / first author / second author / /

PublishedMedium

the International Advances / /

Technology

computer-automated model selection algorithm / /

URL

www.ssrn.com / www.federalreserve.gov/pubs/ifdp / /

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