Can univariate models forecast turning points in seasonal economic time series?
- 1 December 1998
- journal article
- Published by Elsevier in International Journal of Forecasting
- Vol. 14 (4) , 433-446
- https://doi.org/10.1016/s0169-2070(98)00043-0
Abstract
No abstract availableKeywords
This publication has 15 references indexed in Scilit:
- Using Long-, Medium-, and Short-Term Trends to Forecast Turning Points in the Business Cycle: Some International EvidenceStudies in Nonlinear Dynamics and Econometrics, 1998
- A note on forecasting international tourism demand in SpainInternational Journal of Forecasting, 1997
- Univariate Forecasting Comparisons: The Case of the Spanish Automobile IndustryJournal of Forecasting, 1997
- Lag Order and Critical Values of the Augmented Dickey-Fuller TestJournal of Business & Economic Statistics, 1995
- Predicting cyclical turning points with leading index in a markov switching modelJournal of Forecasting, 1994
- Forecasting Performance of Structural Time Series ModelsJournal of Business & Economic Statistics, 1994
- On trend extraction models: Interpretation, empirical evidence and forecasting performanceJournal of Forecasting, 1992
- Forecasting Output With the Composite Leading Index: A Real-Time AnalysisJournal of the American Statistical Association, 1991
- Forecasting cyclical turning points: The record in the past three recessionsPublished by Cambridge University Press (CUP) ,1991
- Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case StudyJournal of Business & Economic Statistics, 1983