A Multivariate Time Series Approach to Modelling Macroeconomic Sequences

782 12 800 2 1581 document 800 RM-77-033.pdf application/pdf 55fe6ed769f270edb9be14d8a4b9dc91 MD5 782584 2016-01-15 01:44:27 https://pure.iiasa.ac.at/id/eprint/782/1/RM-77-033.pdf 782 1 1 text en public

RM-77-033.pdf

20 28209 1 39941 document 28209 indexcodes.txt text/x-pascal 51245c633f4b80b93b99a364827cd0f3 MD5 6282 2016-01-15 21:51:40 https://pure.iiasa.ac.at/id/eprint/782/2/indexcodes.txt 782 2 2 text/x-pascal other Generate index codes conversion from text to indexcodes en public

indexcodes.txt

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/800 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/800 http://eprints.org/relation/isIndexCodesVersionOf https://pure.iiasa.ac.at/id/document/800 28224 2 39956 document 28224 lightbox.jpg image/png a9a8e826f6d99164e062204930d0f43e MD5 10944 2016-01-15 21:52:10 https://pure.iiasa.ac.at/id/eprint/782/3/lightbox.jpg 782 3 3 image/png other Thumbnails conversion from text to thumbnail_lightbox en public

lightbox.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/800 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/800 http://eprints.org/relation/islightboxThumbnailVersionOf https://pure.iiasa.ac.at/id/document/800 28225 2 39957 document 28225 preview.jpg image/png 2e913274fdb8afb25a6eb0f65bdf0776 MD5 5085 2016-01-15 21:52:10 https://pure.iiasa.ac.at/id/eprint/782/4/preview.jpg 782 4 4 image/png other Thumbnails conversion from text to thumbnail_preview en public

preview.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/800 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/800 http://eprints.org/relation/ispreviewThumbnailVersionOf https://pure.iiasa.ac.at/id/document/800 28226 2 39958 document 28226 medium.jpg image/png 8db0c7900a127698e3f03f4269bded94 MD5 1507 2016-01-15 21:52:11 https://pure.iiasa.ac.at/id/eprint/782/5/medium.jpg 782 5 5 image/png other Thumbnails conversion from text to thumbnail_medium en public

medium.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/800 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/800 http://eprints.org/relation/ismediumThumbnailVersionOf https://pure.iiasa.ac.at/id/document/800 28227 2 39959 document 28227 small.jpg image/png 23b594cfbf0d4269694fef97994a9ba0 MD5 861 2016-01-15 21:52:12 https://pure.iiasa.ac.at/id/eprint/782/6/small.jpg 782 6 6 image/png other Thumbnails conversion from text to thumbnail_small en public

small.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/800 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/800 http://eprints.org/relation/issmallThumbnailVersionOf https://pure.iiasa.ac.at/id/document/800 70078 2 193542 document 70078 RM-77-033.pdf application/pdf a1c150a2a3a25e0cb93fcb5e807a36db MD5 1167112 2016-08-15 15:59:57 https://pure.iiasa.ac.at/id/eprint/782/7/RM-77-033.pdf 782 7 7 application/pdf other Coversheet Pages conversion from text to application/pdf en public

RM-77-033.pdf

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/800 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/800 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/800 archive 351 disk0/00/00/07/82 2016-01-15 01:44:27 2021-08-27 17:08:43 2016-01-15 01:44:27 monograph show 2 Ledolter J. AL0225 A Multivariate Time Series Approach to Modelling Macroeconomic Sequences pub iis_met iis_mod iis_ecn prog_sds In this paper we discuss a multivariate generalization of autoregressive integrated moving average models. A methodology for constructing multivariate time series models is developed and the derivation of forecasts from such models is considered. A bivariate model for Austrian macroeconomic sequences is constructed. Furthermore it is discussed whether multivariate time series methods can be expected to lead to a significant increase in prediction accuracy for macroeconomic series. 1977-05 published RM-77-033 RM-77-033 10 2103 public research_memorandum IIASA, Laxenburg, Austria 30 FALSE info:eu-repo/semantics/book