Combining Forecast Densities from VARs with Uncertain Instabilities

Pub. Date
24 June, 2008

3rd Annual CIRANO Workshop on Data Revision in Macroeconomic Forecasting and Policy, Montreal, Canada (5-6 October 2007); 28th Annual International Symposium on Forecasting, Nice, France (22-25 June 2008); Eurostat 5th Colloquium on Modern Tools for Business Cycle Analysis, Luxembourg (29 September Ð 1 October 2008)