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Erasmus University Rotterdam (EUR) - Department of Econometrics
De Nederlandsche Bank
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Credit, economic recovery, financial crises
Contagion, Inter-dependence, Identification, Financial Crises
cross-section dependence, nonlinear panel data model
Forecast combinations, averaging over estimation windows, exponentially down-weighting observations, structural breaks
forecast combinations, averaging over estimation windows, exponentially down-weighting observations, structural breaks
Financial stability, financial linkages, banking, insurances, unobserved common factors, forecasting
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP7139.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
factor-augmented VAR, forecast horizon, macroeconomic forecasting
forecasting, structural breaks, optimal weights, robust weights, exponential smoothing
Multi-period forecasts, direct and iterated methods, factor augmented VARs
expectations, survey of professional forecasters, adaptive learning, bounded rationality
Markov switching models, forecasting, optimal weights, GNP forecasting
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: j-0084.
structural break test, forecasting, squared error loss
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