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Volumn 29, Issue 2, 1998, Pages 175-195

Improving local manufacturing employment forecasts using cointegration analysis

Author keywords

[No Author keywords available]

Indexed keywords

EMPLOYMENT FORECASTING; ERROR CORRECTION; FORECASTING METHOD; MANUFACTURING; REGIONAL ECONOMY;

EID: 0031826866     PISSN: 00174815     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-2257.00082     Document Type: Article
Times cited : (9)

References (17)
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    • Dickey, David A., and Wayne A. Fuller. 1979. Distribution of estimators for autoregressive time-series with a unit root, Journal of the American Statistical Association 74: 427-31.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 4
    • 0000013567 scopus 로고
    • Cointegration and error correction: Representation, estimation, and testing
    • Engle, Robert, and Clive W.J. Granger. 1987. Cointegration and error correction: Representation, estimation, and testing, Econometrica 55: 251-76.
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.1    Granger, C.W.J.2
  • 6
    • 33748065484 scopus 로고
    • Spurious regressions in econometrics
    • Granger, Clive W., and Paul Newbold. 1974. Spurious regressions in econometrics, Journal of Econometrics 2: 111-20.
    • (1974) Journal of Econometrics , vol.2 , pp. 111-120
    • Granger, C.W.1    Newbold, P.2
  • 7
  • 8
    • 84889228016 scopus 로고
    • Cointegration in partial systems and the efficiency of single-equation analysis
    • _. 1992. Cointegration in partial systems and the efficiency of single-equation analysis, Journal of Econometrics 32: 390-402.
    • (1992) Journal of Econometrics , vol.32 , pp. 390-402
  • 9
    • 84981579311 scopus 로고
    • Maximum likelihood estimation and inference on cointegration-with applications to the demand for money
    • Johansen, Søren, and Katterina Juselius. 1990. Maximum likelihood estimation and inference on cointegration-with applications to the demand for money, Oxford Bulletin of Economics and Statistics 52 (2): 169-210.
    • (1990) Oxford Bulletin of Economics and Statistics , vol.52 , Issue.2 , pp. 169-210
    • Johansen, S.1    Juselius, K.2
  • 11
    • 0025622430 scopus 로고
    • Forecasting metropolitan employment using an export-base error-correction model
    • LeSage, James P. 1990a. Forecasting metropolitan employment using an export-base error-correction model, Journal of Regional Science 30: 307-23.
    • (1990) Journal of Regional Science , vol.30 , pp. 307-323
    • LeSage, J.P.1
  • 12
    • 0000435804 scopus 로고
    • A comparison of the forecasting ability of ECM and VAR Models
    • _. 1990b. A comparison of the forecasting ability of ECM and VAR Models, Review of Economics and Statistics 72: 664-71.
    • (1990) Review of Economics and Statistics , vol.72 , pp. 664-671
  • 13
    • 0001284716 scopus 로고
    • Co-Integration and error-correction models: The temporal causality between government taxes and spending
    • Miller, Stephen M., and Frank S. Russek. 1990. Co-Integration and error-correction models: The temporal causality between government taxes and spending, Southern Economic Journal 57: 221-29.
    • (1990) Southern Economic Journal , vol.57 , pp. 221-229
    • Miller, S.M.1    Russek, F.S.2
  • 14
    • 84889233578 scopus 로고
    • Building a regional forecasting model utilizing long-term relationships and short term indicators
    • (June)
    • Phillips, Keith R., and Chih-Ping Chang. 1995. Building a regional forecasting model utilizing long-term relationships and short term indicators, Federal Reserve Bank of Dallas, Working Paper, (June).
    • (1995) Federal Reserve Bank of Dallas, Working Paper
    • Phillips, K.R.1    Chang, C.-P.2
  • 15
    • 0005310442 scopus 로고
    • Non-cointegration and causality: Implications for VAR modeling
    • Shoesmith, Gary L. 1992 Non-cointegration and causality: Implications for VAR modeling, International Journal of Forecasting, 8: 187-99.
    • (1992) International Journal of Forecasting , vol.8 , pp. 187-199
    • Shoesmith, G.L.1
  • 16
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    • Long-term forecasting of noncointegrated and cointegrated regional and national models
    • _. 1995. Long-term forecasting of noncointegrated and cointegrated regional and national models, Journal of Regional Science 35: 43-64.
    • (1995) Journal of Regional Science , vol.35 , pp. 43-64


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