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MULTIVARIATE NONLINEAR FORECASTING Using Financial Information to Forecast the Real Sector

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  • Jaditz, Ted
  • Riddick, Leigh A.
  • Sayers, Chera L.

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  • Jaditz, Ted & Riddick, Leigh A. & Sayers, Chera L., 1998. "MULTIVARIATE NONLINEAR FORECASTING Using Financial Information to Forecast the Real Sector," Macroeconomic Dynamics, Cambridge University Press, vol. 2(03), pages 369-382, September.
  • Handle: RePEc:cup:macdyn:v:2:y:1998:i:03:p:369-382_00
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    Cited by:

    1. Guidolin, Massimo & Ono, Sadayuki, 2006. "Are the dynamic linkages between the macroeconomy and asset prices time-varying?," Journal of Economics and Business, Elsevier, vol. 58(5-6), pages 480-518.
    2. Anders Bredahl Kock & Timo Teräsvirta, 2010. "Forecasting with nonlinear time series models," CREATES Research Papers 2010-01, Department of Economics and Business Economics, Aarhus University.
    3. Tkacz, Greg, 2001. "Neural network forecasting of Canadian GDP growth," International Journal of Forecasting, Elsevier, vol. 17(1), pages 57-69.
    4. Jagric Timotej, 2003. "A Nonlinear Approach to Forecasting with Leading Economic Indicators," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(2), pages 1-20, July.
    5. Jaditz Ted & Riddick Leigh A., 2000. "Time-Series Near-Neighbor Regression," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(1), pages 1-11, April.

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