Assessing the forecasting accuracy of monthly vector autoregressive models : The case of five OECD countries
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- P. Geoffrey Allen & Robert Fildes, 2005.
"Levels, Differences and ECMs – Principles for Improved Econometric Forecasting,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 881-904, December.
- Allen, P. Geoffrey & Fildes, Robert, 2004. "Levels, Differences And Ecms - Principles For Improved Econometric Forecasting," Working Paper Series 14501, University of Massachusetts, Amherst, Department of Resource Economics.
- Thury, Gerhard & Witt, Stephen F., 1998. "Forecasting industrial production using structural time series models," Omega, Elsevier, vol. 26(6), pages 751-767, December.
- Kumar, V. & Leone, Robert P. & Gaskins, John N., 1995. "Aggregate and disaggregate sector forecasting using consumer confidence measures," International Journal of Forecasting, Elsevier, vol. 11(3), pages 361-377, September.
- De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
- Jan G. de Gooijer & Rob J. Hyndman, 2005.
"25 Years of IIF Time Series Forecasting: A Selective Review,"
Tinbergen Institute Discussion Papers
05-068/4, Tinbergen Institute.
- Jan G. De Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers 12/05, Monash University, Department of Econometrics and Business Statistics.
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