Lee, Kevin C. (contributor); Olekalns, Nilss (contributor); … - 2008
vectorofvariables,sothatx
t
might be a 4×1 vector containing
data on the interest rate, output growth, price inflation, and money growth …
different forecast horizons; forecasting the probability of two consecutive periods of nega-
tive growth, for example, or the … analysis of US data on output growth, inflation, money
and interest rates to investigate the information content of the first …