Long-Memory Forecasting of U.S. Monetary Indices
Year of publication: |
2003-05-01
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Authors: | Baum, Christopher ; Barkoulas, John |
Institutions: | Department of Economics, Boston College |
Subject: | long memory | ARFIMA model | macroeconomic forecasting |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | published, Journal of Forecasting, 2006, 25, 291-302 The text is part of a series Boston College Working Papers in Economics Number 558 23 pages |
Classification: | E51 - Money Supply; Credit; Money Multipliers ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: |
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Barkoulas, John, (1998)
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