Forecasting based upon cointegration analysis and its applications

MaRDI QIDQ6486984zbMATH OpenFDO

Authors Taku Yamamoto

Publication date 18 November 2014

Published in Journal of the Japan Statistical Society. Japanese Issue (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)

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Cited in

(5)

• scientific article; zbMATH DE number 1174615 (Why is no real title available?)
• Analysis problems and creating forecast models for CPI in Albania
• Theory-coherent forecasting
• Cointegration rank switching model: an application to forecasting interest rates
• International cause-specific mortality rates: new insights from a cointegration analysis

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