AN APPLICATION OF VECTOR TIME-SERIES TECHNIQUES TO MACROECONOMIC FORECASTING

被引：0
|
作者：
FACKLER, JS [1 ]
KRIEGER, SC [1 ]
机构：
[1] FED RESERVE BANK,RES DEPT,NEW YORK,NY 10045
来源：
JOURNAL OF BUSINESS & ECONOMIC STATISTICS | 1986年 / 4卷 / 01期
关键词：
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：71 / 80
页数：10
相关论文
共 50 条
  • [1] PRIORS FOR MACROECONOMIC TIME-SERIES AND THEIR APPLICATION
    GEWEKE, J
    [J]. ECONOMETRIC THEORY, 1994, 10 (3-4) : 609 - 632
  • [2] Vector quantization: a weighted version for time-series forecasting
    Lendasse, A
    Francois, D
    Wertz, V
    Verleysen, M
    [J]. FUTURE GENERATION COMPUTER SYSTEMS-THE INTERNATIONAL JOURNAL OF ESCIENCE, 2005, 21 (07): : 1056 - 1067
  • [3] Application of wavelet decomposition in time-series forecasting
    Zhang, Keyi
    Gencay, Ramazan
    Yazgan, M. Ege
    [J]. ECONOMICS LETTERS, 2017, 158 : 41 - 46
  • [4] MODELING MACROECONOMIC TIME-SERIES
    PROTHERO, DL
    WALLIS, KF
    [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1976, 139 : 468 - 500
  • [5] Time-series forecasting
    Nikolopoulos, K
    [J]. INTERNATIONAL JOURNAL OF FORECASTING, 2003, 19 (04) : 754 - 755
  • [6] Time-series forecasting
    Marett, R
    [J]. JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2003, 54 (10) : 1125 - 1126
  • [7] Some evidence on forecasting time-series with support vector machines
    Hansen, J. V.
    McDonald, J. B.
    Nelson, R. D.
    [J]. JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2006, 57 (09) : 1053 - 1063
  • [8] TRENDS AND CYCLES IN MACROECONOMIC TIME-SERIES
    HARVEY, AC
    [J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1985, 3 (03) : 216 - 227
  • [9] Bayesian Compressed Vector Autoregression for Financial Time-Series Analysis and Forecasting
    Taveeapiradeecharoen, Paponpat
    Chamnongthai, Kosin
    Aunsri, Nattapol
    [J]. IEEE ACCESS, 2019, 7 : 16777 - 16786
  • [10] FORECASTING TRENDS IN TIME-SERIES
    GARDNER, ES
    MCKENZIE, E
    [J]. MANAGEMENT SCIENCE, 1985, 31 (10) : 1237 - 1246
12345