The information content of regional employment data for forecasting aggregate conditions

DOI10.1016/j.econlet.2005.08.023zbMath1255.62354OpenAlexW3122920557MaRDI QIDQ1929054

Michael T. Owyang, Rubén Hernández-Murillo

Publication date: 7 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://research.stlouisfed.org/wp/2004/2004-005.pdf

zbMATH Keywords

aggregationforecastingspatial econometrics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

Related Items (1)

Stock index return forecasting: the information of the constituents

Cites Work

• Linear transformations of vector ARMA processes
• Aggregation of space-time processes.

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