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Forecasting OECD industrial turning points using unobserved components models with business survey data

  • Garcia-Ferrer, Antonio
  • Bujosa-Brun, Marcos

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File URL: http://www.sciencedirect.com/science/article/B6V92-40CRPN0-5/2/03e06ab783860625a72c2a8c1bebc6a0
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Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 16 (2000)
Issue (Month): 2 ()
Pages: 207-227

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Handle: RePEc:eee:intfor:v:16:y:2000:i:2:p:207-227
Contact details of provider: Web page: http://www.elsevier.com/locate/ijforecast

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  1. Andrews, Rick L, 1994. "Forecasting Performance of Structural Time Series Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 129-33, January.
  2. Hanssens, Dominique M & Vanden Abeele, Pierre M, 1987. "A Time-Series Study of the Formation and Predictive Performance of EEC Production Survey Expectations," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 507-19, October.
  3. 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.
  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.
  5. Canova, Fabio, 1994. "Detrending and turning points," European Economic Review, Elsevier, vol. 38(3-4), pages 614-623, April.
  6. Hess, Gregory D & Iwata, Shigeru, 1997. "Measuring and Comparing Business-Cycle Features," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(4), pages 432-44, October.
  7. Fildes, Robert, 1992. "The evaluation of extrapolative forecasting methods," International Journal of Forecasting, Elsevier, vol. 8(1), pages 81-98, June.
  8. Zellner, Arnold & Hong, Chansik & Min, Chung-ki, 1991. "Forecasting turning points in international output growth rates using Bayesian exponentially weighted autoregression, time-varying parameter, and pooling techniques," Journal of Econometrics, Elsevier, vol. 49(1-2), pages 275-304.
  9. 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.
  10. García-Ferrer Antonio & Queralt Ricardo A., 1998. "Using Long-, Medium-, and Short-Term Trends to Forecast Turning Points in the Business Cycle: Some International Evidence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(2), pages 1-29, July.
  11. Oller, Lars-Erik & Tallbom, Christer, 1996. "Smooth and timely business cycle indicators for noisy Swedish data," International Journal of Forecasting, Elsevier, vol. 12(3), pages 389-402, September.
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