The role of the log transformation in forecasting economic variables

Empirical Economics

Volumn 42, Issue 3, 2012, Pages 619-638

  Lütkepohl, Helmut ^a   Xu, Fang ^a,b  

^a EUROPEAN UNIVERSITY INSTITUTE   (Italy)

^b UNIVERSITY OF KIEL   (Germany)

Author keywords

Autoregressive moving average process; Forecast mean squared error; Heteroskedasticity; Instantaneous transformation; Integrated process

Indexed keywords

ECONOMIC ANALYSIS; ERROR ANALYSIS; FORECASTING METHOD; PRECISION; TIME SERIES ANALYSIS; TRANSFORM;

EID: 84860885060     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00181-010-0440-1     Document Type: Article

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