𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Multiple perspectives on time-series analysis and their impact on economic forecasting

✍ Scribed by Antonio García-Ferrer


Publisher
John Wiley and Sons
Year
1994
Tongue
English
Weight
145 KB
Volume
13
Category
Article
ISSN
0277-6693

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The impact of seasonal constants on fore
✍ Robert M. Kunst; Philip Hans Franses 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 240 KB

In this paper we focus on the eect of (i) deleting, (ii) restricting or (iii) not restricting seasonal intercept terms on forecasting sets of seasonally cointegrated macroeconomic time series for Austria, Germany and the UK. A ®rst empirical result is that the number of cointegrating vectors as well