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The effect of estimating parameters on long-term forecasts for cointegrated systems
Chigira, Hiroaki; Yamamoto, Taku - In: Journal of forecasting 31 (2012) 4, pp. 344-360
Persistent link: https://www.econbiz.de/10009576371
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Beating the VAR : improving Swedish GDP forecasts using error and intercept corrections
Lyhagen, Johan; Ekberg, Stefan; Eidestedt, Richard - In: Journal of forecasting 34 (2015) 5, pp. 354-363
Persistent link: https://www.econbiz.de/10011318328
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Building scenarios of multiple time series that take into account the effects of an expected intervention
Guerrero, Víctor M.; Silva, Eliud; Gómez, Nicolás - In: Journal of forecasting 33 (2014) 1, pp. 32-46
Persistent link: https://www.econbiz.de/10010424886
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Forecasting government bond yields with neural networks considering cointegration
Wegener, Christoph; Spreckelsen, Christian von; Basse, … - In: Journal of forecasting 35 (2016) 1, pp. 86-92
Persistent link: https://www.econbiz.de/10011417732
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Bayesian Markov switching model for BRICS currencies' exchange rates
Kumar, Utkarsh; Ahmad, Wasim; Uddin, Mohammed Gazi Salah - In: Journal of forecasting 43 (2024) 6, pp. 2322-2340
Persistent link: https://www.econbiz.de/10015110450
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Forecasting the Nikkei Spot Index with fractional cointegartion
Lien, Da-hsiang Donald; Tse, Yiu Kuen - In: Journal of forecasting 18 (1999) 4, pp. 259-273
Persistent link: https://www.econbiz.de/10001434450
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A fractionally integrated exponential model for UK uneomployment
Gil-Alaña, Luis A. - In: Journal of forecasting 20 (2001) 5, pp. 329-340
Persistent link: https://www.econbiz.de/10001611315
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Can cointegration-based forecasting outperform univariate models? : An application to Asian exchange rates
MacCrae, Michael; Lin, Yan-xia; Pavlik, Daniel; Gulati, … - In: Journal of forecasting 21 (2002) 5, pp. 355-380
Persistent link: https://www.econbiz.de/10001688512
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Forecasting exchange rates using cointegration models and intra-day data
Trapletti, Adrian; Geyer, Alois; Leisch, Friedrich - In: Journal of forecasting 21 (2002) 3, pp. 151-166
Persistent link: https://www.econbiz.de/10001662952
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Bayesian forecasts for cointegrated models
Liu, Shu-ing - In: Journal of forecasting 21 (2002) 3, pp. 167-180
Persistent link: https://www.econbiz.de/10001662953