Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model-Reference-Cited by-同舟云学术

Is there a role for uncertainty in forecasting output growth in OECD countries? Evidence from a time-varying parameter-panel vector autoregressive model

Published:2019-02-27 Issue:33 Volume:51 Page:3624-3631
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Aye Goodness C.¹,Gupta Rangan¹,Lau Chi Keung Marco²,Sheng Xin²^ORCID

Affiliation:

1. Department of Economics, University of Pretoria, Pretoria, South Africa

2. Huddersfield Business School, University of Huddersfield, Huddersfield, UK

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2019.1584373

Reference14 articles.

1. Measuring Economic Policy Uncertainty*

2. Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach

3. Viewpoint: Estimating the equity premium

4. Economic policy uncertainty in the US: Does it matter for the Euro area?

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