The comparative forecast performance of univariate and multivariate models: an application to real interest rate forecasting Article

Bidarkota, PV. (1998). The comparative forecast performance of univariate and multivariate models: an application to real interest rate forecasting . INTERNATIONAL JOURNAL OF FORECASTING, 14(4), 457-468. 10.1016/S0169-2070(98)00036-3

cited authors

  • Bidarkota, PV

sustainable development goals

authors

publication date

  • December 1, 1998

published in

keywords

  • ARIMA models
  • Business & Economics
  • Economics
  • HETEROSCEDASTICITY
  • INFLATION UNCERTAINTY
  • Kalman filtering
  • MAXIMUM-LIKELIHOOD ESTIMATION
  • Management
  • REGIME
  • Social Sciences
  • TERM STRUCTURE
  • TIME-SERIES
  • cointegration
  • forecast evaluation
  • unobserved components models

Digital Object Identifier (DOI)

publisher

  • ELSEVIER SCIENCE BV

start page

  • 457

end page

  • 468

volume

  • 14

issue

  • 4