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Canonical correlation, Wiener-Granger causality and multi-period ahead prediction in multivariate time series : theory and an application

Otter, Pieter W. - 1990

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Causality and forecasting in temporally aggregated multivariate GARCH processes

Hafner, Christian M. - In: The econometrics journal 12 (2009) 1, pp. 127-146

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Vector autoregressive with exogenous variable model and its application in modeling and forecasting energy data : case study of PTBA and HRUM energy

Warsono; Russel, Edwin; Wamiliana; Widiarti; Mustofa Usman - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 2, pp. 390-398

Persistent link: https://www.econbiz.de/10012027088

Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model

Wamiliana; Russel, Edwin; Alam, Iskandar Ali; Widiarti; … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 1, pp. 579-591

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Forecasting, Cointegration and Causality Analysis of Unemployment Using Time Series Models

Ullah, Muhammad - 2016

One of the major issue for policy makers is handling with continues increase in the level of unemployment in Pakistan …. Thus forecasting unemployment rate is imperative to policy makers. This study aims to explore the best forecasting model … among ARIMA, ARFIMA and exponential smoothing for forecasting unemployment. Secondly this study analyzed unemployment using …

Persistent link: https://www.econbiz.de/10012979979