Do Seasonal Unit Roots Matter for Forecasting Monthly Industrial Production?

Journal of Forecasting

Volumn 23, Issue 2, 2004, Pages 77-88

  Kawasaki, Yoshinori ^a   Franses, Philip Hans ^b  

^a INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

^b ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Forecasting; Information criteria; Seasonal unit roots; Structural time series model

Indexed keywords

COMPUTER SIMULATION; INDUSTRIAL ECONOMICS; INFORMATION ANALYSIS; MATHEMATICAL MODELS; POLYNOMIALS; TECHNOLOGICAL FORECASTING; TIME SERIES ANALYSIS;

INFORMATION CRITERIA; SEASONAL UNIT ROOTS; STRUCTURAL TIME SERIES MODEL;

PRODUCTION;

EID: 1842508087     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.901     Document Type: Article

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