Cointegration and Long-Horizon Forecasting
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- Christoffersen, Peter F & Diebold, Francis X, 1998. "Cointegration and Long-Horizon Forecasting," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 450-458, October.
- Peter F. Christoffersen & Francis X. Diebold, 1997. "Cointegration and long-horizon forecasting," Working Papers 97-14, Federal Reserve Bank of Philadelphia.
- Mr. Francis X. Diebold & Mr. Peter F. Christoffersen, 1997. "Cointegration and Long-Horizon Forecasting," IMF Working Papers 1997/061, International Monetary Fund.
References listed on IDEAS
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JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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This paper has been announced in the following NEP Reports:- NEP-IFN-1998-08-21 (International Finance)
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