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Unit roots in the Nelson-Plosser data: Do they matter for forecasting?

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Author Info
Franses, Philip Hans
Kleibergen, Frank

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File URL: http://www.sciencedirect.com/science/article/B6V92-3VW1T9G-6/2/215ba38c9f2c9f8887e9ec22e50898ae
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Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 12 (1996)
Issue (Month): 2 (June)
Pages: 283-288
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Handle: RePEc:eee:intfor:v:12:y:1996:i:2:p:283-288

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Web page: http://www.elsevier.com/locate/ijforecast

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  1. Alberto Baffigi & Roberto Golinelli & Giuseppe Parigi, 2002. "Real-time GDP forecasting in the euro area," Temi di discussione (Economic working papers) 456, Bank of Italy, Economic Research Department. [Downloadable!]
  2. Franco Bevilacqua & Adriaan van Zon, 2002. "Random Walks and Non-Linear Paths in Macroeconomic Time Series: Some Evidence and Implications," Working Papers geewp22, Vienna University of Economics and B.A. Research Group: Growth and Employment in Europe: Sustainability and Competitiveness. [Downloadable!]
  3. Kleibergen, Frank & Hoek, Henk, 1996. "Bayesian analysis of ARMA models using noninformative priors," Econometric Institute Report 39, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
  4. Francis X. Diebold & Lutz Kilian, 1999. "Unit Root Tests Are Useful for Selecting Forecasting Models," NBER Working Papers 6928, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  5. Giorgio Bodo & Roberto Golinelli & Giuseppe Parigi, 2000. "Forecasting Industrial Production in the Euro Area," Temi di discussione (Economic working papers) 370, Bank of Italy, Economic Research Department. [Downloadable!]
    Other versions:
  6. Tom Stark, 2000. "Does current-quarter information improve quarterly forecasts for the U.S. economy?," Working Papers 00-2, Federal Reserve Bank of Philadelphia. [Downloadable!]
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