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Cointegration, forecasting, and some linear rational expectations models
Warne, Anders - 1989 - current vers.: Sept. 1989
Persistent link: https://www.econbiz.de/10000774341
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Cointegration, forecasting, and some linear rational expectations models
Warne, Anders - 1989 - [2.] version
Persistent link: https://www.econbiz.de/10000124266
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Forecasting with VARMA models
Lütkepohl, Helmut - 2006
Persistent link: https://www.econbiz.de/10003338428
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Forecasting with trending data
Elliott, Graham - 2006
Persistent link: https://www.econbiz.de/10003338439
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Non-linear interest rate dynamics and forecasting : evidence for US and Australian interest rates
McMillan, David G. - In: International journal of finance & economics : IJFE 14 (2009) 2, pp. 139-155
Persistent link: https://www.econbiz.de/10003824095
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Ten things we should know about time series
McAleer, Michael; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10008688841
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Ten things we should know about time series
McAleer, Michael; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10003989650
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Macroeconomic impact on expected default frequency
Åsberg, Per (contributor); Shahnazarian, Hovick (contributor) - 2008
We use a vector error correction model to study the long-term relationship between aggregate expected default frequency and the macroeconomic development, i.e. CPI, industry production and short-term interest rate. The model is used to forecast the median expected default frequency of the...
Persistent link: https://www.econbiz.de/10003618542
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Cointegration analysis with mixed-frequency data
Seong, Byeongchan (contributor); Ahn, Sung K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003496561
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Essays on aggregation and cointegration of econometric models
Silvestrini, Andrea - 2009
Persistent link: https://www.econbiz.de/10003986597