Forecasting the U.S. Unemployment rate

Journal of the American Statistical Association

Volumn 93, Issue 442, 1998, Pages 478-493

  Montgomery, Alan L ^a   Zarnowitz, Victor ^b,c   Tsay, Ruey S ^b   Tiao, George C ^b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b UNIVERSITY OF CHICAGO   (United States)

^c Found Intl Bus and Economic Res   (United States)

Author keywords

Autoregressive integrated moving average models; Forecast comparisons; Markov switching autoregressive models; Nonlinearity; Threshold autoregressive models

Indexed keywords

EID: 0032386479     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1998.10473696     Document Type: Article

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