Title:

Bootstrap Multi-step Forecasts of Non-gaussian VAR Models

Authors:

Diego Fresoli (U Carlos III)
Esther Ruiz (U Carlos III)
Lorenzo Pascual (EDP-Energias de Portugal SA)

Journal:

International Journal Of Forecasting

Year:

2015

Volume:

31

Number:

3

Pages:

834-848

JEL code:

E31 - Price Level; Inflation; Deflation

DOI:

10.1016/j.ijforecast.2014.04.001