Progress from forecast failure-the Norwegian consumption function

DOI10.1111/1368-423X.t01-1-00072zbMath1010.91512OpenAlexW3022489201MaRDI QIDQ4551770

Øyvind Eitrheim, Ragnar Nymoen, Eilev S. Jansen

Publication date: 28 August 2002

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1368-423x.t01-1-00072

zbMATH Keywords

Euler equationsVAR modelsforecast failureconsumption functionsequilibrium correction modelsfinancial deregulationprogressive strategies

Mathematics Subject Classification ID

Consumer behavior, demand theory (91B42)

Uses Software

• PcGive

Cites Work

• Unnamed Item
• Statistical analysis of cointegration vectors
• Cointegration in partial systems and the efficiency of single-equation analysis
• Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
• Forecasting Economic Time Series