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Updating wilkie's economic scenario generator for U.S. applications

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      <subfield code="a">Zhang, Saisai</subfield>
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      <subfield code="a">Updating wilkie's economic scenario generator for U.S. applications</subfield>
      <subfield code="c">Saisai Zhang, Mary Hardy, David Saunders</subfield>
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      <subfield code="a">The Wilkie economic scenario generator has had a significant influence on economic scenario generators since the first formal publication in 1986 by Wilkie. In this article we update the model parameters using U.S. data to 2014, and review the model performance. In particular, we consider stationarity assumptions, parameter stability, and structural breaks.</subfield>
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      <subfield code="a">Hardy, Mary</subfield>
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      <subfield code="g">03/12/2018 Tomo 22 Número 4 - 2018 , p. 600-622</subfield>
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