Forecasting the US unemployment rate

DOI10.1016/S0167-9473(02)00230-XzbMath1429.62693OpenAlexW2088621366MaRDI QIDQ951881

Tommaso Proietti

Publication date: 4 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00230-x

zbMATH Keywords

persistencenonlinearityforecasting performancegeneralised impulse response functionleave-\(k\)-out diagnosticsstructural time series models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Related Items (5)

Second special issue on computational econometrics ⋮ New algorithms for dating the business cycle ⋮ Application of the novel nonlinear grey Bernoulli model for forecasting unemployment rate ⋮ A time series bootstrap procedure for interpolation intervals ⋮ Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks

Uses Software

• Ox
• SsfPack

Cites Work

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• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.

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