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Assessing forecast performance in a cointegrated system
Dennis Hoffman
Economics
Research output
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Contribution to journal
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Article
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peer-review
83
Scopus citations
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Dive into the research topics of 'Assessing forecast performance in a cointegrated system'. Together they form a unique fingerprint.
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Business & Economics
Cointegrated System
100%
Forecast Performance
85%
Cointegration
69%
Vector Autoregression
51%
Forecast Horizon
32%
Fisher Equation
21%
Data Transformation
19%
Forecast Evaluation
18%
Interest Rate Differentials
17%
Money Demand
15%
Vector Error Correction Model
14%
Performance Improvement
13%
Risk Premium
13%
Prediction
10%
Social Sciences
performance
30%
risk premiums
23%
interest rate
18%
money
10%
demand
9%
evaluation
6%