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Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches

Innovations state space time series models that encapsulate the exponential smoothing methodology have been shown to be an accurate forecasting tool. These models for the first time are applied to Australian macroeconomic data. In addition new multivariate specifications are outlined and demonstrated to be accurate.
Year of publication:
2010-12-13
Authors: de Silva, Ashton J
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Type of publication: Book / Working Paper
Language: English
Notes:
de Silva, Ashton J (2010): Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches.
Classification: C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E17 - Forecasting and Simulation
Source:
BASE
Persistent link: https://www.econbiz.de/10015224708
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