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Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study · Study

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ArticleForecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study

Andrew C. Harvey1983

Article1983

Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study

Andrew C. Harvey · P. H. J. Todd

115 citations·0/0 files stored·Journal of Business and Economic Statistics

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Forecasting Techniques and Applications Time Series Analysis and Forecasting Statistical and numerical algorithms

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1987A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL 1989Modelling stochastic and cyclical components of technical change 1987Macroeconomic Forecasting Using Pooled International Data 1987Macroeconomic Forecasting Using Pooled International Data 1990Money demand, expectations, and the forward-looking model 1988Spurious trend and cycle in the state space decomposition of a time series with a unit root 2002Forecasting China's Monthly Inbound Travel Demand 1983An evaluation of bayesian forecasting

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Year1983

Typearticle

Published1983-10-01

VenueJournal of Business and Economic Statistics

ISSN-L0735-0015

Languageen

Citations115

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.2307/1391661

openalex_workW4247723914

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