Economic forecasting at high-frequency intervals
Article Abstract:
An analysis of how the increasingly informative data flow, which are provided on a daily or a more frequent interval, can be used to good advantage in economic forecasting is presented. Quarterly forecasts are considered as low-frequency forecasts while monthly forecasts are regarded as high-frequency forecasts. The two separate models which were used for the forecasting of the US economy are described.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1993
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Long - Run forecasting in multicointegrated systems
Article Abstract:
The long term forecasting in multicointegrated systems is analyzed using Christoffersen and Diebold analysis. A new loss function based on the triangular representation of multicointegrated systems is also suggested.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2004
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Forecasting in the presence of level shifts
Article Abstract:
A method to forecast United States Consumer Price Index inflation, in the presence of infrequent level shifts, is discussed. This method is developed on the basis of stochastic permanent breaks (STOPBREAK) model.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2005
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