Pratiti Chatterjee

University of California, Irvine

Campus Drive

Irvine, CA California 62697-3125

United States

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Scholarly Papers (1)

1.

Forecast Errors and Uncertainty Shocks

IMF Working Paper No. 16/228
Number of pages: 16 Posted: 16 Dec 2016
Pratiti Chatterjee and Sylwia Barbara Nowak
University of California, Irvine and International Monetary Fund (IMF)
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Abstract:

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Economic forecasting, Forecasting models, Vector autoregression, Error analysis, Forecasting, common factors, uncertainty