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Träfflista för sökning "L773:0169 2070 OR L773:1872 8200 srt2:(1993-1994)"

Search: L773:0169 2070 OR L773:1872 8200 > (1993-1994)

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1.
  • Edlund, Per-Olov, et al. (author)
  • Forecasting the Swedish unemployment rate. VAR vs. transfer function modelling
  • 1993
  • In: International Journal of Forecasting. - : Elsevier. - 0169-2070 .- 1872-8200. ; 9:1, s. 61-76
  • Journal article (peer-reviewed)abstract
    • The Swedish unemployment rate is forecast using three time series methods: the ARIMA, transfer function and Vector Autoregressive (VAR) models. Within this context, the choice of modelling strategy is discussed. It is found that the forecasting performance of VAR models is improved by explicitly taking account of cointegration between the variables in the model, despite the fact that unemployment is not cointegrated. However, the more parsimonious ARIMA and transfer function models have lower RMSE for all forecasting horizons. It is also found that the additional variables in the VAR models are important for predicting the turning points in the unemployment rate.
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2.
  • JONSSON, B (author)
  • PREDICTION WITH A LINEAR-REGRESSION MODEL AND ERRORS IN A REGRESSOR
  • 1994
  • In: INTERNATIONAL JOURNAL OF FORECASTING. - : ELSEVIER SCIENCE BV. - 0169-2070. ; 10:4, s. 549-555
  • Journal article (other academic/artistic)abstract
    • The subject under study is prediction with a simple linear regression model in the presence of errors in variables. The paper focuses on the case of a non-stochastic true regressor (x). For a wide range of true x-values around the mean of x in the estimat
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  • Result 1-2 of 2
Type of publication
journal article (2)
Type of content
other academic/artistic (1)
peer-reviewed (1)
Author/Editor
Jonsson, B (1)
Karlsson, Sune, 1960 ... (1)
Edlund, Per-Olov (1)
University
Uppsala University (1)
Örebro University (1)
Language
English (2)
Research subject (UKÄ/SCB)
Natural sciences (1)
Social Sciences (1)

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