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Forecasting the levels of vector autoregressive log-transformed time series

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Author Info
Arino, Miguel A.
Franses, Philip Hans
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Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 16 (2000)
Issue (Month): 1 ()
Pages: 111-116
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Handle: RePEc:eee:intfor:v:16:y:2000:i:1:p:111-116

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  1. Gunnar Bårdsen and Helmut Lütkepohl, 2009. "Forecasting Levels of log Variables in Vector Autoregressions," Working Paper Series 10409, Department of Economics, Norwegian University of Science and Technology. [Downloadable!]
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  2. Helmut Luetkepohl & Fang Xu, 2009. "The Role of the Log Transformation in Forecasting Economic Variables," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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This page was last updated on 2009-12-3.

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