IDEAS home Printed from
   My bibliography  Save this article

Séries statistiques


  • Olivia Galgau


No abstract is available for this item.

Suggested Citation

  • Olivia Galgau, 2004. "Séries statistiques," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 47(2), pages 1-1.
  • Handle: RePEc:bxr:bxrceb:y:2004:v:47:i:2:p:i-xviii

    Download full text from publisher

    File URL:
    File Function: ber-0295
    Download Restriction: no

    References listed on IDEAS

    1. Francis X. Diebold & Todd A. Gunther & Anthony S. Tay, "undated". "Evaluating Density Forecasts," CARESS Working Papres 97-18, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
    2. Clements, Michael P. & Hendry, David F., 1997. "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, Elsevier, vol. 13(3), pages 341-355, September.
    3. Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis, 1997. "Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters," NBER Working Papers 6228, National Bureau of Economic Research, Inc.
    4. Armstrong, J. Scott & Collopy, Fred, 1992. "Error measures for generalizing about forecasting methods: Empirical comparisons," International Journal of Forecasting, Elsevier, vol. 8(1), pages 69-80, June.
    5. Christina D. Romer & David H. Romer, 1996. "Federal Reserve Private Information and the Behavior of Interest Rates," NBER Working Papers 5692, National Bureau of Economic Research, Inc.
    6. N/A, 1969. "How Well Does the National Institute Forecast ?," National Institute Economic Review, National Institute of Economic and Social Research, vol. 50(1), pages 40-52, November.
    Full references (including those not matched with items on IDEAS)

    More about this item

    JEL classification:

    • F01 - International Economics - - General - - - Global Outlook


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bxr:bxrceb:y:2004:v:47:i:2:p:i-xviii. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Benoit Pauwels). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.