Content Horizons for Forecasts of Economic Time Series
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- John W. Galbraith, 1999. "Content Horizons For Forecasts Of Economic Time Series," Departmental Working Papers 1999-01, McGill University, Department of Economics.
References listed on IDEAS
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More about this item
Keywords
Autoregressive process; forecast horizon; GDP; inflation; Processus autorégressif; horizon de prévision; PNB; taux d'inflation;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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