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Modeling and Forecasting Cointegrated Variables: Some Practical Experience

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Author Info
Duy, Timothy A.
Thoma, Mark A.
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File URL: http://www.sciencedirect.com/science/article/B6V7T-3T3S3FH-4/2/ea39b130fd75af8764cda09b9a558368
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Article provided by Elsevier in its journal Journal of Economics and Business.

Volume (Year): 50 (1998)
Issue (Month): 3 (May)
Pages: 291-307
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Handle: RePEc:eee:jebusi:v:50:y:1998:i:3:p:291-307

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  1. 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!]
  2. John W. Galbraith & Greg Tkacz, 2007. "How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables," Working Papers 07-1, Bank of Canada. [Downloadable!]
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This page was last updated on 2009-12-12.

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