Blar i Norges Banks publikasjonsserier / Norges Bank publication series på emneord "GARCH"
Viser treff 1-1 av 1
-
The Macroeconomic Forecasting Performance of Autoregressive Models with Alternative Specifications of Time-Varying Volatility
(Working Papers;9/2012, Working paper, 2012)This paper compares alternative models of time-varying macroeconomic volatility on the basis of the accuracy of point and density forecasts of macroeconomic variables. In this analysis, we consider both Bayesian autoregressive ...