Similar Search Results

Macroeconomic volatility, predictability, and uncertainty in the great moderation : evidence from the survey of professional forecasters

Campbell, Sean D. - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 2, pp. 191-200

Persistent link: https://www.econbiz.de/10003463635

What moves housing markets : a variance decomposition of the rentprice ratio

Campbell, Sean D.; Davis, Morris A.; Hojvat Gallin, Joshua - In: Journal of urban economics 66 (2009) 2, pp. 90-102

Persistent link: https://www.econbiz.de/10003894227

Macroeconomic volatility, predictability and uncertainty in the great moderation : evidence from the survey of professional forecasters/ Sean D. Campbell

Campbell, Sean D. - 2004

Persistent link: https://www.econbiz.de/10002368513

Cointegration and Long-Horizon Forecasting

Diebold, Francis X. - 1997

Imposing cointegration on a forecasting system, if cointegration is present, is believed to improve long-horizon forecasts. Contrary to this belief, at long horizons nothing is lost by ignoring cointegration when the forecasts are evaluated using standard multivariate forecast accuracy measures....