๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Macroeconomic forecasts under the prism of error-correction models

โœ Scribed by Angelos A. Antzoulatos


Book ID
117320772
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
161 KB
Volume
50
Category
Article
ISSN
0148-6195

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A forecasting model for y , based on its relationship to exogenous variables (e.g. x,) must use i,, the forecast of x,. An example is given where commercially available I,'s are sufficiently inaccurate that a univariate model for y , appears preferable. For a variety of types of models inclusion of