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Volumn 14, Issue 4, 1996, Pages 421-428

Predicting turning points through the integration of multiple models

Author keywords

Bayesian approach; Composite forecast; Qualitative forecast

Indexed keywords


EID: 0030494753     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1996.10524671     Document Type: Article
Times cited : (13)

References (15)
  • 1
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    • A Bayesian Approach to State Space Multivariate Time Series Modeling
    • Dorfman, J. H., and Havenner, A. M. (1992), “A Bayesian Approach to State Space Multivariate Time Series Modeling,” Journal of Econometrics, 52, 315-346.
    • (1992) Journal of Econometrics , vol.52 , pp. 315-346
    • Dorfman, J.H.1    Havenner, A.M.2
  • 3
    • 84984442855 scopus 로고
    • Improved Methods of Combining Forecasts
    • Granger, C. W. J., and Ramanathan, R. (1984), “Improved Methods of Combining Forecasts,” Journal of Forecasting, 3, 197-204.
    • (1984) Journal of Forecasting , vol.3 , pp. 197-204
    • Granger, C.W.J.1    Ramanathan, R.2
  • 4
    • 0039263257 scopus 로고
    • Predicting the Turning Points of Business and Economic Time Series
    • Kling, J. L. (1987), “Predicting the Turning Points of Business and Economic Time Series,” Journal of Business, 60, 201-238.
    • (1987) Journal of Business , vol.60 , pp. 201-238
    • Kling, J.L.1
  • 5
    • 0025584832 scopus 로고
    • Forecasting Turning Points in Metropolitan Employment Growth Rates Using Bayesian Techniques
    • LeSage, J. P. (1990), “Forecasting Turning Points in Metropolitan Employment Growth Rates Using Bayesian Techniques,” Journal of Regional Science, 30, 533-538.
    • (1990) Journal of Regional Science , vol.30 , pp. 533-538
    • Lesage, J.P.1
  • 6
    • 0039854882 scopus 로고
    • Using Bayesian Techniques for Data Pooling in Regional Payroll Forecasting
    • LeSage, J. P., and Magura, M. (1990), “Using Bayesian Techniques for Data Pooling in Regional Payroll Forecasting,” Journal of Business & Economic Statistics, 8, 127-136.
    • (1990) Journal of Business & Economic Statistics , vol.8 , pp. 127-136
    • Lesage, J.P.1    Magura, M.2
  • 9
    • 0001858216 scopus 로고
    • Bayesian and Non-Bayesian Methods for Combining Models and Forecasts With Applications to Forecasting International Growth Rates
    • Min, C. K., and Zellner, A. (1993), “Bayesian and Non-Bayesian Methods for Combining Models and Forecasts With Applications to Forecasting International Growth Rates,” Journal of Econometrics, 56, 89-118.
    • (1993) Journal of Econometrics , vol.56 , pp. 89-118
    • Min, C.K.1    Zellner, A.2
  • 11
    • 0002403585 scopus 로고
    • Predicting the Turning Points of a Time Series
    • Wecker, W. E. (1979), “Predicting the Turning Points of a Time Series,” Journal of Business, 52, 35-50.
    • (1979) Journal of Business , vol.52 , pp. 35-50
    • Wecker, W.E.1
  • 13
    • 0039263244 scopus 로고
    • Bayesian Methods for Forecasting Turning Points In Economic Time Series: Sensitivity of Forecasts to Asymmetry of Loss Structures
    • K. Lahiri and G. Moore, Cambridge, U.K.: Cambridge University Press
    • Zellner, A., and Hong, C. (1991), “Bayesian Methods for Forecasting Turning Points In Economic Time Series: Sensitivity of Forecasts to Asymmetry of Loss Structures,” in Leading Economic Indicators: New Approaches and Forecasting Records, eds. K. Lahiri and G. Moore, Cambridge, U.K.: Cambridge University Press, pp. 129-140.
    • (1991) Leading Economic Indicators: New Approaches and Forecasting Records , pp. 129-140
    • Zellner, A.1    Hong, C.2
  • 15
    • 0347472102 scopus 로고
    • Forecasting Turning Points in International Output Growth Rates Using Bayesian Exponentially Weighted Autoregression, Time-varying Parameter, and Pooling Techniques
    • Zellner, A., Hong, C., and Min, C. (1991), “Forecasting Turning Points in International Output Growth Rates Using Bayesian Exponentially Weighted Autoregression, Time-varying Parameter, and Pooling Techniques,” Journal of Econometrics, 49, 275-304.
    • (1991) Journal of Econometrics , vol.49 , pp. 275-304
    • Zellner, A.1    Hong, C.2    Min, C.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.