The recent experience of macroeconomic forecasting in the United Kingdom has prompted renewed interest in the evaluation of economic forecasts. This paper uses cointegration tests to investigate what can be learnt from the forecasts produced by the National Institute of Economic and Social Research
β¦ LIBER β¦
Modeling and Forecasting Cointegrated Variables: Some Practical Experience
β Scribed by Timothy A. Duy; Mark A. Thoma
- Book ID
- 117320759
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 117 KB
- Volume
- 50
- Category
- Article
- ISSN
- 0148-6195
No coin nor oath required. For personal study only.
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