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Real, nominal and price adjustment in generalized models of money demand : can we improve stability and forecasts?
Smith, Kenneth L. - In: Quarterly journal of business and economics : QJBE 25 (1986) 3, pp. 72-84
Persistent link: https://www.econbiz.de/10003682294
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Exponential smoothing with covariates applied to electricity demand forecast
Bermúdez, José D. - In: European journal of industrial engineering : EJIE 7 (2013) 3, pp. 333-349
Persistent link: https://www.econbiz.de/10010200309
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Interest rates and the recent weakness in M2 : an extension to the P* model of inflation
Koenig, Evan F. - In: Journal of economics & business 48 (1996) 5, pp. 487-498
Persistent link: https://www.econbiz.de/10001210375
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Forecasting in cointegrated systems
Clements, Michael P. - In: Journal of applied econometrics 10 (1995) 2, pp. 127-146
Persistent link: https://www.econbiz.de/10001179177
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On the constancy of time-series econometric equations
Hendry, David F. - In: The economic and social review 27 (1996) 5, pp. 401-422
Persistent link: https://www.econbiz.de/10001219220
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Forecasting with money demand functions : the UK case
García-Ferrer, Antonio - In: Journal of forecasting 17 (1998) 2, pp. 125-145
Persistent link: https://www.econbiz.de/10001244491
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Parameter constancy, mean square forecast errors, and measuring forecast performance : an exposition, extensions, and illustration
Ericsson, Neil R. - In: Journal of policy modeling : JPMOD ; a social science … 14 (1992) 4, pp. 465-495
Persistent link: https://www.econbiz.de/10001130459
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Comparing the predictive ability of simple-sum and divisia monetary aggregates
Chou, Nan-ting - In: The journal of economics 13 (1987), pp. 30-36
Persistent link: https://www.econbiz.de/10001250112