Mind your ps and qs! : improving ARMA forecasts with RBC priors
Year of publication: |
2007
|
---|---|
Authors: | Lees, Kirdan ; Matheson, Troy |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 96.2007, 2, p. 275-281
|
Subject: | Real-Business-Cycle-Theorie | Real business cycle model | Prognoseverfahren | Forecasting model | ARMA-Modell | ARMA model | USA | United States | 1947-2004 |
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