Forecast Variance in Dynamic Simulation of Simultaneous Equation Models

• 1 November 1987
• journal article
• Published by JSTOR in Econometrica
• Vol. 55  (6) , 1473
• https://doi.org/10.2307/1913569

Abstract

Keywords

• DYNAMIC SIMULATION
• FORECAST VARIANCE
• SIMULTANEOUS EQUATION
• EQUATION MODELS