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Use of preliminary values in forecasting industrial production

✍ Scribed by Jamel Boucelham; Timo Teräsvirta


Book ID
119138567
Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
578 KB
Volume
6
Category
Article
ISSN
0169-2070

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Forecasting industrial production using
✍ J. D. Byers; D. A. Peel 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 685 KB

## Abstract Numerous theoretical models suggests that business cycles involve nonlinear processes. In this paper we examine whether two parametric, nonlinear time‐series models—the bilinear and threshold models—can exploit apparent non‐linearity in industrial production to provide forecasts superio