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OECD Forecasts for the G7 Countries in 1969 - 1997
(Valtion taloudellinen tutkimuskeskus VATT, 1998-01-01)
This paper presents a review of OECD forecasts for the G7 countries for the period 1969 - 1997. The analysis deals with the magnitude,
auto-correlation and eventual bias of the errors. In addition, we scrutinize the cyclical ...
Testing Nonlinear Dynamics, Long Memory and Chaotic Behaviour with Financial and Nonfinancial Data
(Valtion taloudellinen tutkimuskeskus VATT, 1997-01-01)
This paper contains a set of tests for nonlinearities in economic time series. The tests comprise both standard diagnostic tests for revealing nonlinearities and some new developments in modelling nonlinearities. The latter ...