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A comparison of multivariate forecasting procedures for economic time series

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  • Kling, John L.
  • Bessler, David A.

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Bibliographic Info

Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 1 (1985)
Issue (Month): 1 ()
Pages: 5-24

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Handle: RePEc:eee:intfor:v:1:y:1985:i:1:p:5-24

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

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Cited by:
  1. Ehsan Ahmed & J. Rosser & Richard Sheehan, 1989. "A comparison of national and international aggregate supply and demand var models: The United States, Japan and the European economic community," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 125(2), pages 252-272, June.
  2. Wang, Zijun & Bessler, David A., 2004. "Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination," International Journal of Forecasting, Elsevier, vol. 20(4), pages 683-695.
  3. Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
  4. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
  5. Owen, C. Jane & Sporleder, Thomas L. & Bessler, David A., 1991. "Fabricated Cut Beef Prices As Leading Indicators Of Fed Cattle Price," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 16(01), July.
  6. Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip, 2008. "How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37620, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  7. Robert McNown & Andrei Rogers, 1989. "Forecasting Mortality: A Parameterized Time Series Approach," Demography, Springer, vol. 26(4), pages 645-660, November.
  8. Moon, Seongmin & Hicks, Christian & Simpson, Andrew, 2012. "The development of a hierarchical forecasting method for predicting spare parts demand in the South Korean Navy—A case study," International Journal of Production Economics, Elsevier, vol. 140(2), pages 794-802.

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