Forecast Variance in Dynamic Simulation of Simultaneous Equation Models

DOI10.2307/1913569zbMATH Open0627.62108OpenAlexW2066909119MaRDI QIDQ3763458FDOQ3763458

Authors: Giorgio Calzolari 

Publication date: 1987

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913569

zbMATH Keywords

dynamic simulation of simultaneous equation systemsvariances of multiperiod forecasts

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Stochastic systems and control (93E99)

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