Narrow search
Showing 1 - 10 of 467
Cover Image
Modeling compositional time series with vector autoregressive models
Kynčlová, Petra; Filzmoser, Peter; Hron, Karel - In: Journal of forecasting 34 (2015) 4, pp. 303-314
Persistent link: https://www.econbiz.de/10011305170
Cover Image
A robust test for threshold-type nonlinearity in multivariate time series analysis
Chan, Wai-Sum; Cheung, Siu-hung; Chow, Wai Kit; Zhang, … - In: Journal of forecasting 34 (2015) 6, pp. 441-454
Persistent link: https://www.econbiz.de/10011342703
Cover Image
Beating the VAR : improving Swedish GDP forecasts using error and intercept corrections
Lyhagen, Johan; Ekberg, Stefan; Eidestedt, Richard - In: Journal of forecasting 34 (2015) 5, pp. 354-363
Persistent link: https://www.econbiz.de/10011318328
Cover Image
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin; Ji, Kaiying - In: Journal of forecasting 42 (2023) 8, pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Cover Image
The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin; Scharnagl, Michael - In: Journal of forecasting 42 (2023) 3, pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
Cover Image
Can forecasting performance be improved by considering the steady state? : an application to Swedish inflation and interest rate
Österholm, Pär - In: Journal of forecasting 27 (2008) 1, pp. 41-51
Persistent link: https://www.econbiz.de/10003738383
Cover Image
Testing for Granger (non-)causality in a time-varying coefficient VAR model
Christopulos, Dēmētrēs K.; León-Ledesma, Miguel A. - In: Journal of forecasting 27 (2008) 4, pp. 293-303
Persistent link: https://www.econbiz.de/10003826731
Cover Image
Selection of the relevant information set for predictive relationships analysis between time series
Triacca, Umberto - In: Journal of forecasting 21 (2002) 8, pp. 595-599
Persistent link: https://www.econbiz.de/10001723979
Cover Image
The use of canonical correlation analysis to identify the order of multivariate ARMA models : simulation and application
Toscano, Ela Mercedes M.; Reisen, Valdério Anselmo - In: Journal of forecasting 19 (2000) 5, pp. 441-456
Persistent link: https://www.econbiz.de/10001515090
Cover Image
Forecasting the federal budget with time-series models
Baghestani, Hamid - In: Journal of forecasting 11 (1992) 2, pp. 127-139
Persistent link: https://www.econbiz.de/10001136598