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Detection of regime switches between stationary and nonstationary processes and economc forecasting
Fukuda, Kosei - In: Journal of forecasting 24 (2005) 4, pp. 255-267
Persistent link: https://www.econbiz.de/10003007229
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Cointegration rank switching model : an application to forecasting interest rates
Fukuda, Kosei - In: Journal of forecasting 30 (2011) 5, pp. 509-522
Persistent link: https://www.econbiz.de/10009354715
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Three new empirical perspectives on the Hodrick-Prescott parameter
Fukuda, Kosei - In: Empirical economics : a journal of the Institute for … 39 (2010) 3, pp. 713-731
Persistent link: https://www.econbiz.de/10008747628
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Forecasting growth cycle turning points using US and Japanese professional forecasters
Fukuda, Kosei - In: Empirical economics : a journal of the Institute for … 36 (2009) 2, pp. 243-267
Persistent link: https://www.econbiz.de/10003823233
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Forecasting real-time data allowing for data revisions
Fukuda, Kosei - In: Journal of forecasting 26 (2007) 6, pp. 429 - 444
Persistent link: https://www.econbiz.de/10003542045
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Forecasting economic time series with measurement error
Fukuda, Kosei - In: Applied economics letters 12 (2005) 15, pp. 923-927
Persistent link: https://www.econbiz.de/10003237722
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Identifying uncertainty shocks using world diffusion index
Fukuda, Kosei - In: Applied economics 52 (2020) 15, pp. 1718-1732
Persistent link: https://www.econbiz.de/10012197586