MACROECONOMIC FORECASTING EXPERIENCE WITH BALANCED STATE-SPACE MODELS

被引：5
|
作者：
MITTNIK, S
机构：
[1] Department of Economics, State University of New York at Stony Brook, Stony Brook
来源：
INTERNATIONAL JOURNAL OF FORECASTING | 1990年 / 6卷 / 03期
关键词：
International economic forecasting; Leading indicators; National economic forecasting; Singular value decomposition; State space modeling; System theory;
D O I：
10.1016/0169-2070(90)90061-F
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The paper surveys the forecasting experience in macroeconomics with recently developed balanced state space methods. After relating the state space approach to traditional time series modeling, we give a brief overview of the alternative methods to balanced state space modeling. Results of various recent macroeconomic studies applying these techniques and comparing their forecasting performance to the ones of econometric time series models are discussed. © 1990.
引用
收藏
页码：337 / 348
页数：12
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