2017Unpublished venueRequires access

The importance of Economic Policy Uncertainty in forecasting GDP Growth : A forecast evaluation using a Bayesian vector autoregressive model

Unn Lindholm

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Abstract

In this paper, I study how the forecast accuracy of GDP growth in a small open economy is affected by the inclusion of economic policy uncertainty. This is performed in the context of Sweden, using ...

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In this paper, I study how the forecast accuracy of GDP growth in a small open economy is affected by the inclusion of economic policy uncertainty. This is performed in the context of Sweden, using ...

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Available abstract

In this paper, I study how the forecast accuracy of GDP growth in a small open economy is affected by the inclusion of economic policy uncertainty. This is performed in the context of Sweden, using ...

Key concepts: Context (archaeology), Econometrics, Bayesian vector autoregression, Autoregressive model, Economics, Real gross domestic product, Bayesian probability, Economic forecasting

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