Forecasting international growth rates with leading indicators: A system- theoretic approach
DOI10.1016/0898-1221(92)90185-KzbMath0756.62045MaRDI QIDQ1202455
Publication date: 11 February 1993
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
autoregressive modelsforecastingestimated Markov parametersARMAX-type processesestimating multivariate, time- invariant state space modelsinternally balanced state space representationsinternational output growth ratesleading indicatorssingular value decomposition techniquesunit-impulse responses
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)
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