On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate
Author
Abstract
Suggested Citation
DOI: 10.3790/aeq.60.4.315
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Antipin, Jan-Erik & Boumediene, Farid Jimmy & Österholm, Pär, 2013. "On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate," Working Papers 129, National Institute of Economic Research.
References listed on IDEAS
- Athanasios Orphanides & John Williams, 2004.
"Imperfect Knowledge, Inflation Expectations, and Monetary Policy,"
NBER Chapters, in: The Inflation-Targeting Debate, pages 201-246,
National Bureau of Economic Research, Inc.
- Athanasios Orphanides & John C. Williams, 2002. "Imperfect knowledge, inflation expectations, and monetary policy," Finance and Economics Discussion Series 2002-27, Board of Governors of the Federal Reserve System (U.S.), revised 2002.
- Athanasios Orphanides & John C. Williams, 2003. "Imperfect Knowledge, Inflation Expectations, and Monetary Policy," CFS Working Paper Series 2003/40, Center for Financial Studies.
- Athanasios Orphanides & John C. Williams, 2003. "Imperfect Knowledge, Inflation Expectations, and Monetary Policy," NBER Working Papers 9884, National Bureau of Economic Research, Inc.
- Orphanides, Athanasios & Williams, John C., 2003. "Imperfect knowledge, inflation expectations, and monetary policy," CFS Working Paper Series 2003/40, Center for Financial Studies (CFS).
- Athanasios Orphanides & John C. Williams, 2002. "Imperfect knowledge, inflation expectations, and monetary policy," Working Paper Series 2002-04, Federal Reserve Bank of San Francisco.
- Gren, Ing-Marie, 2003. "Monetary Green Accounting and Ecosystem Services," Working Papers 86, National Institute of Economic Research.
- Eriksson, Kimmo & Karlander, Johan & Öller, Lars-Erik, 1996.
"Hierarchical Assignments: Stability and Fairness,"
Working Papers
50, National Institute of Economic Research.
- Eriksson, Kimmo & Karlander, Johan & Öller, Lars-Erik, 1997. "Hierarchical Assignments: Stability and Fairness," SSE/EFI Working Paper Series in Economics and Finance 201, Stockholm School of Economics.
- Branch, William A. & Evans, George W., 2006.
"A simple recursive forecasting model,"
Economics Letters, Elsevier, vol. 91(2), pages 158-166, May.
- Wiliam Branch & George W. Evans, 2005. "A Simple Recursive Forecasting Model," University of Oregon Economics Department Working Papers 2005-3, University of Oregon Economics Department, revised 01 Feb 2005.
- Barot, Bharat & Yang, Zan, 2002. "House Prices and Housing Investment in Sweden and the United Kingdom: Econometric Analysis for the Period 1970-1998," Working Papers 80, National Institute of Economic Research.
- Url, Thomas, 1996. "Internationalists, Regionalists, or Eurocentrists," Working Papers 51, National Institute of Economic Research.
- Öller, Lars-Erik & Barot, Bharat, 1999. "Comparing the Accuracy of European GDP Forecasts," Working Papers 64, National Institute of Economic Research.
- Skalin, Joakim & Teräsvirta, Timo, 2002.
"Modeling Asymmetries And Moving Equilibria In Unemployment Rates,"
Macroeconomic Dynamics, Cambridge University Press, vol. 6(2), pages 202-241, April.
- Skalin, Joakim & Teräsvirta, Timo, 1998. "Modelling asymmetries and moving equilibria in unemployment rates," SSE/EFI Working Paper Series in Economics and Finance 262, Stockholm School of Economics, revised Jul 1999.
- Franses, Philip Hans & Paap, Richard & Vroomen, Bjorn, 2004. "Forecasting unemployment using an autoregression with censored latent effects parameters," International Journal of Forecasting, Elsevier, vol. 20(2), pages 255-271.
- Huhtala, Anni & Samakovlis, Eva, 2003. "Green Accounting, Air Pollution and Health," Working Papers 82, National Institute of Economic Research.
More about this item
Keywords
Unemployment Rate; CGLS;JEL classification:
- E24 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
Statistics
Access and download statisticsCorrections
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:dah:aeqaeq:v60_y2014_i4_q4_p315-336. 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: (E-Publishing-Team). General contact details of provider: https://www.duncker-humblot.de .
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.
If CitEc recognized a reference but did not link an item in RePEc to it, you can help with 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.