Scutaru, Cornelia; Saman, Corina; Stanica, Cristian - In: Journal for Economic Forecasting 5 (2008) 4, pp. 196-205
There is a relationship between predictability and complexity. The problem of evaluating the complexity of the macroeconomic phenomenon can be reduced to decomposition into its principal components (which may have, in their turn, a certain degree of complexity) and to identify its common sources...