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~isPartOf:"IHS economics series : working paper"
~isPartOf:"Monash Econometrics and Business Statistics Working Papers"
~person:"Jumah, Adusei"
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Jumah, Adusei
Kunst, Robert M.
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IHS economics series : working paper
Monash Econometrics and Business Statistics Working Papers
Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
4
Reihe Ökonomie / Economics Series
4
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ECONIS (ZBW)
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1
Optimizing
time-series
forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei
;
Kunst, Robert M.
-
2008
small set of simple bivariate closed-loop
time-series
models for the prediction of price inflation and of long- and short …
Persistent link: https://www.econbiz.de/10009735355
Saved in:
2
Toward a theory of evaluating predictive accuracy
Kunst, Robert M.
;
Jumah, Adusei
-
2004
using an empirical example of UK investment data. -- forecasting ;
time
series
; investment …
Persistent link: https://www.econbiz.de/10009728977
Saved in:
3
On mean reversion in real interest rates : an application of threshold cointegration
Jumah, Adusei
;
Kunst, Robert M.
-
2002
such effects can be exploited for interest rate prediction. -- nonlinear
time
series
; Fisher equation ; yield spread …
Persistent link: https://www.econbiz.de/10009725013
Saved in:
4
Forecasting seasonally cointegrated systems : supply response in Austrian agriculture
Jumah, Adusei
;
Kunst, Robert M.
-
1995
Austria. -- seasonality ; agricultural supply response ; cointegration ;
time
series
…
Persistent link: https://www.econbiz.de/10009693905
Saved in:
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