Screen LibraryForecasting non-stationary economic time series
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| Main Authors: | |
|---|---|
| Group Author: | |
| Published: |
MIT Press,
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| Publisher Address: | Cambridge, Mass. |
| Publication Dates: | 2001. |
| Literature type: | Book |
| Language: | English |
| Edition: | 1st MIT Press paperback ed. |
| Series: |
Zeuthen lecture book series |
| Subjects: | |
| Carrier Form: | xxviii, 362 p.: ill. ; 23 cm. |
| ISBN: | 0262531895 |
| Index Number: | F224 |
| CLC: |
F224 F222.5 F201-32 O211.61 |
| Call Number: | F201-32/C626 |
| Contents: |
Includes bibliographical references and indexes. Economic forecasting -- Forecast failure -- Deterministic shifts -- Other sources -- Differencing -- Intercept corrections -- Modeling consumers' expenditure -- A small UK money model -- Co-breaking -- Modeling shifts -- A wage-price model -- Postscript. |