Model-based forecast adjustment: With an illustration to inflation-Reference-Cited by-同舟云学术

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Model-based forecast adjustment: With an illustration to inflation

Published:2018-11-13 Issue:2 Volume:38 Page:73-80
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Franses Philip Hans¹^ORCID

Affiliation:

1. Erasmus School of Economics; Econometric Institute; Rotterdam Netherlands

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/for.2557/fullpdf

Reference22 articles.

1. Inflation and structural change in 50 developing countries;Arize;Atlantic Economic Journal,2005

2. The sample ACF of a simple bilinear process;Basrak;Stochastic Processes and their Applications,1999

3. Estimation of some bilinear time series models with time-varying coefficients;Bibi;Stochastic Analysis and Applications,2004

4. Inflation, forecast intervals and long memory regression models;Bos;International Journal of Forecasting,2002

5. Potential problems in estimating bilinear time-series models;Brunner;Journal of Economic Dynamics and Control,1995

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Modeling Judgment in Macroeconomic Forecasts;Journal of Quantitative Economics;2021-11-09

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