Long-term forecasting of El Niño events via dynamic factor simulations-Reference-Cited by-同舟云学术

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Long-term forecasting of El Niño events via dynamic factor simulations

Published:2020-01 Issue:1 Volume:214 Page:46-66
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Li Mengheng,Koopman Siem Jan,Lit Rutger,Petrova Desislava

Funder

CREATES, Center for Research in Econometric Analysis of Time Series (DNRF78) at Aarhus University, Denmark

Danish National Research Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference47 articles.

1. On the relative worth of recent macroeconomic forecasts;Ashley;Int. J. Forecast.,1988

2. Forecasting economic time series using targeted predictors;Bai;J. Econometrics,2008

3. Documentation of a highly ENSO-related SST region in the equatorial Pacific;Barnston;Atmosphere-Ocean,1997

4. Prediction of ENSO episodes using canonical correlation analysis;Barnston;J. Clim.,1992

5. Skill of real-time seasonal ENSO model predictions during 2002-11: Is our capability increasing?;Barnston;Bull. Am. Meteorol. Soc.,2012

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