All SVAR50-4B Results

• Variable Final Estimation Date: This exercise examines the impact on RMSE of adding new observations to the estimation sample. The effect is evaluated both in-sample and out-of-sample, using fixed and rolling validation sets.

• Variable Initial Estimation Date (IS): This exercise examines the impact on RMSE of excluding earlier observations from the estimation sample. The effect is measured in-sample.

• Variable Initial Estimation Date (OS): This exercise examines the impact on RMSE of excluding earlier observations from the estimation sample. The effect is measured out-of-sample.

• Variable Sample Size: This exercise explores the impact of sample size on RMSE. An HV-type evaluation scheme is used to isolate the effect of autocorrelation on RMSE.