FORECASTING I
Sunday 25th August 2002,
14:30 - 16:00
Room: 1.1
Session Chair(s):
John Muellbauer, Nuffield College, Oxford University, UNITED KINGDOM
Category: Econometrics
A FORECAST COMPARISON OF VOLATILITY MODELS: DOES ANYTHING BEAT A GARCH(1,1)?
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Presenter(s): |
Asger Lunde, The Aarhus School of Business, DENMARK |
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Co-Author(s): |
Peter Reinhard Hansen, Brown University, UNITED STATES |
MODEL SPECIFICATION AND INFLATION FORECAST UNCERTAINTY
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Presenter(s): |
Gunnar Bårdsen, Norwegian University of Science and Technology, NORWAY |
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Co-Author(s): |
Eilev S. Jansen, Norges Bank, NORWAY and Ragnar Nymoen, University of Oslo, NORWAY |
A MULTI-STEP GDP FORECASTING MODEL FOR SOUTH AFRICA.
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Presenter(s): |
John Muellbauer, Nuffield College, Oxford University, UNITED KINGDOM |
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Co-Author(s): |
Janine Aron, Oxford University, UNITED KINGDOM |
Total Papers in This session: 3
Session Ref: 526
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