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Forecasting Austrian HICP and its Components using VAR and ARIMA Models
16 references·1 citing·39 second hop
Forecasting Austrian HICP and its Components using VAR and ARIMA Models (2002)Forecasting Austrian HICP and its Compone…Modeling and Forecasting the French Consumer Price Index Components (In French) (2011)Modeling and Forecasting the …Economic forecasting: some lessons from recent research (2003)Economic forecasting: some le…The state of macroeconomic forecasting (2002)The state of macroeconomic fo…Time-Series Forecasting (2000)Time-Series ForecastingForecasting Economic Time Series (2000)Forecasting Economic Time Ser…Forecasting irish inflation using ARIMA models (1998)Forecasting irish inflation u…Forecasting Economic Time Series (1998)Forecasting Economic Time Ser…Bayesian VAR Models for Forecasting Irish Inflation (1998)Bayesian VAR Models for Forec…Tie Series Analysis, Forecasting, and Control (1995)Tie Series Analysis, Forecast…Forecasting in cointegrated systems (1995)Forecasting in cointegrated s…Introduction to Multiple Time Series Analysis (1993)Introduction to Multiple Time…Targets, Indicators, and Instruments of Monetary Policy (1989)Targets, Indicators, and Inst…Macroeconomics and Reality (1980)Macroeconomics and RealityDistribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Some comments on the evaluation of economic forecasts (1973)Some comments on the evaluati…Applied Economic Forecasting (1967)Applied Economic ForecastingStochastic Models for Forecasting Inflation Rate. Empirical Evidence from Romania (2015)Stochastic Models for Forecas…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Forecasting and time series analysis (1977)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Principles of Forecasting (2001)25 years of time series forecasting (2006)The Combination of Forecasts (1969)Time Series Analysis Forecasting and Control (1971)Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)8 Forecast evaluation and combination (1996)Tests for Forecast Encompassing (1998)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Explaining Cointegration Analysis: Part II (2001)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Combining non-cointegration tests (2012)Forecasting Daily Patient Volumes in the Emergency Department (2008)Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing (2011)A Survey of Forecast Error Measures (2013)A Test for Superior Predictive Ability (2005)Tests of Conditional Predictive Ability (2006)Tourism demand modelling and forecasting—A review of recent research (2007)Generalized autoregressive conditional heteroskedasticity (1986)Comparing Predictive Accuracy (1994)Designing Social Inquiry (1994)Introductory Econometrics for Finance (2008)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Extreme Correlation of International Equity Markets (2001)Another look at measures of forecast accuracy (2006)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1995Tie Series Analysis, Forecasting, and Control3,591 cited
  • 1993Introduction to Multiple Time Series Analysis1,926 cited
  • 2000Forecasting Economic Time Series1,785 cited
  • 1967Applied Economic Forecasting1,212 cited
  • 2000Time-Series Forecasting1,054 cited
  • 1998Forecasting Economic Time Series863 cited
  • 1995Forecasting in cointegrated systems279 cited
  • 1973Some comments on the evaluation of economic forecasts263 cited
  • 2002The state of macroeconomic forecasting240 cited
  • 2003Economic forecasting: some lessons from recent research169 cited
  • 1989Targets, Indicators, and Instruments of Monetary Policy82 cited
  • 1998Forecasting irish inflation using ARIMA models76 cited
  • 1998Bayesian VAR Models for Forecasting Irish Inflation22 cited
  • 2011Modeling and Forecasting the French Consumer Price Index Components (In French)14 cited

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Cited by

  • 2015Stochastic Models for Forecasting Inflation Rate. Empirical Evidence from Romania24 cited