Forecasting levels of log variables in vector autoregressions

International Journal of Forecasting

Volumn 27, Issue 4, 2011, Pages 1108-1115

  Bårdsen, Gunnar ^a   Lütkepohl, Helmut ^b  

^a NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

^b EUROPEAN UNIVERSITY INSTITUTE   (Italy)

Author keywords

Cointegration; Forecast root mean square error; Vector autoregressive model

Indexed keywords

EID: 80052153694     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2010.11.003     Document Type: Article

References (7)

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