Can forecasting performance be improved by considering the steady state? : an application to Swedish inflation and interest rate
Year of publication: |
2008
|
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Authors: | Österholm, Pär |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 27.2008, 1, p. 41-51
|
Subject: | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Inflation | Zins | Interest rate | Schweden | Sweden |
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