On comparing multi-horizon forecasts
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 93 (2006)
Issue (Month): 2 (November)
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Web page: http://www.elsevier.com/locate/ecolet
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- Corradi, Valentina & Swanson, Norman R., 2004.
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0169, National Bureau of Economic Research, Inc.
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- Stephen G. Cecchetti & Rita S. Chu & Charles Steindel, 2000. "The unreliability of inflation indicators," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 6(Apr).
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- Carlos Capistrán, 2007. "Optimality Tests for Multi-Horizon Forecasts," Working Papers 2007-14, Banco de México.
- Capistrán, Carlos & Constandse, Christian & Ramos-Francia, Manuel, 2010. "Multi-horizon inflation forecasts using disaggregated data," Economic Modelling, Elsevier, vol. 27(3), pages 666-677, May.
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- Espasa, Antoni & Mayo-Burgos, Iván, 2013. "Forecasting aggregates and disaggregates with common features," International Journal of Forecasting, Elsevier, vol. 29(4), pages 718-732.
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