FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS

DOI10.1017/S1365100503020261MaRDI QIDQ4813990zbMATH OpenOpenAlexFDO

Authors Clive W. J. Granger, Ruey Yau, Neville Francis

Publication date 7 September 2004

Published in Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s1365100503020261

zbMATH Keywords

cointegrationnonlinear error correction model

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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