On the use of area-wide models in the euro-zone

DOI10.1007/S10260-007-0074-4zbMATH Open1405.62233OpenAlexW1594288435MaRDI QIDQ734463FDOQ734463

Authors: Giacomo Sbrana 

Publication date: 13 October 2009

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-007-0074-4

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zbMATH Keywords

aggregationforecastingmodel selection criteriamoney demand

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
• Econometric Analysis of Aggregation in the Context of Linear Prediction Models
• The stability of European money demand: An investigation of M3H

Cited In (5)

• The Euro‐Sting Revisited: The Usefulness of Financial Indicators to Obtain Euro Area GDP Forecasts
• Comparison of M3 and Divisia M3 aggregates for the euro area
• Determining the number of global and country-specific factors in the euro area
• On the aggregation of Eurozone data
• Comparison of non-nested models under a general measure of distance

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