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Assessing the forecasting accuracy of monthly vector autoregressive models

  • Published:1990-10 Issue:3 Volume:6 Page:363-378
  • ISSN:0169-2070
  • Container-title:International Journal of Forecasting
  • language:en
  • Short-container-title:International Journal of Forecasting

Author:

Funke Michael

Publisher

Elsevier BV

Subject

Business and International Management

Reference37 articles.

1. The manufacturing and non-manufacturing sectors of the UK economy 1948–1982: A prelude to a model;Blake,1986

2. The manufacturing and non-manufacturing sectors of the UK economy 1948–1983: Theoretical models;Blake,1986

3. Time Series Analysis, Forecasting and Control;Box,1976

4. On the seasonality of vector autoregression residuals;Burbidge;Economics Letters,1985

5. Causality analysis and multivariate autoregressive modelling with an application to supermarket sales analysis;Caines;Journal of Economic Dynamics and Control,1981

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