Equilibrium-correction vs. differencing in macroeconometric forecasting

Economic Modelling

Volumn 16, Issue 4, 1999, Pages 515-544

  Eitrheim, Øyvind ^a   Husebø, Tore Anders ^a   Nymoen, Ragnar ^a,b  

^a NORGES BANK   (Norway)

^b UNIVERSITY OF OSLO   (Norway)

Author keywords

Differenced VAR models; Equilibrium correction; Forecasting; Macroeconomics

Indexed keywords

EID: 0012166157     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0264-9993(99)00014-0     Document Type: Article

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