مرکز منطقه ای اطلاع رساني علوم و فناوري - The comparative forecast performance of univariate and multivariate models: an application to real interest rate forecasting

Title of article :

The comparative forecast performance of univariate and multivariate models: an application to real interest rate forecasting

Author/Authors :

Prasad V. Bidarkota، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

457

To page :

468

Keywords :

Forecast evaluation , ARIMA models , Unobserved components models , cointegration , Kalman filtering

Journal title :

International Journal of Forecasting

Serial Year :

1998

Journal title :

International Journal of Forecasting

Record number :

178788

Link To Document :