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Can univariate models forecast turning points in seasonal economic time series?

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  • Garcia-Ferrer, Antonio
  • Queralt, Ricardo A.

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  • Garcia-Ferrer, Antonio & Queralt, Ricardo A., 1998. "Can univariate models forecast turning points in seasonal economic time series?," International Journal of Forecasting, Elsevier, vol. 14(4), pages 433-446, December.
  • Handle: RePEc:eee:intfor:v:14:y:1998:i:4:p:433-446
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    References listed on IDEAS

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    1. Harvey, A C & Todd, P H J, 1983. "Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(4), pages 299-307, October.
    2. Cheung, Yin-Wong & Lai, Kon S, 1995. "Lag Order and Critical Values of the Augmented Dickey-Fuller Test," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 277-280, July.
    3. Andrews, Rick L, 1994. "Forecasting Performance of Structural Time Series Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 129-133, January.
    4. Eduardo Morales & Antoni Espasa & María Luisa Rojo, 1992. "Univariate methods for the analysis of the industrial sector in Spain," Investigaciones Economicas, Fundación SEPI, vol. 16(1), pages 127-149, January.
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    Cited by:

    1. Kugiumtzis, Dimitris & Tsimpiris, Alkiviadis, 2010. "Measures of Analysis of Time Series (MATS): A MATLAB Toolkit for Computation of Multiple Measures on Time Series Data Bases," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 33(i05).
    2. Garcia-Ferrer, Antonio & Bujosa-Brun, Marcos, 2000. "Forecasting OECD industrial turning points using unobserved components models with business survey data," International Journal of Forecasting, Elsevier, vol. 16(2), pages 207-227.
    3. Cano Guervós, R. & Chica Olmo, J. & Hermoso Gutiérrez, J.A., 1999. "Metodología para la zonificación de una ciudad," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 13, pages 23-49, Diciembre.
    4. Garcia-Ferrer, Antonio & Queralt, Ricardo & Blazquez, Cristina, 2001. "A growth cycle characterisation and forecasting of the Spanish economy: 1970-1998," International Journal of Forecasting, Elsevier, vol. 17(3), pages 517-532.

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