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Time-series forecasting of the German unemployment rate

โœ Scribed by PD Dr. Michael Funke

Publisher
John Wiley and Sons
Year
1992
Tongue
English
Weight
810 KB
Volume
11
Category
Article
ISSN
0277-6693

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โœฆ Synopsis

The purpose of the paper is to investigate the accuracy of forecasts derived from univariate and multivariate time-series models. An iterative method to adjust for impact assessment in univariate ARIMA models is discussed and illustrated for the German unemployment rate. Finally, we also examine the pros and cons of the impact assessment model in comparison with VAR models.

KEY WORDS Univariate and multivariate time series Impact assessment

Historical tracking Forecast

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