Forecasting the US unemployment rate

DOI10.1016/S0167-9473(02)00230-XMaRDI QIDQ951881zbMATH OpenOpenAlexFDO

Authors 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

forecasting performancegeneralised impulse response functionleave-\(k\)-out diagnosticsnonlinearitypersistencestructural time series models

Mathematics Subject Classification ID

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

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Cited in

(11)

• A time series bootstrap procedure for interpolation intervals
• Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks
• A nonlinear long memory model, with an application to US unemployment.
• The Current Depth-of-Recession and Unemployment-Rate Forecasts
• Forecasting the U.S. Unemployment Rate
• A latent variable approach to forecasting the unemployment rate
• Asymmetric Unemployment Rate Dynamics in Australia
• Optimal benefits, contributions, and asset allocation for a PAYG system with reserve fund under equity, longevity, and unemployment risks
• Application of the novel nonlinear grey Bernoulli model for forecasting unemployment rate
• Second special issue on computational econometrics
• New algorithms for dating the business cycle

Describes a project that uses

Uses Software

• Ox
• SsfPack

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