VARMA versus VAR for macroeconomic forecasting

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	237 - 252
Number of pages	16
Journal	Journal of Business & Economic Statistics
Volume	26
Issue number	2
Publication status	Published - 2008

Cite this

@article{9bcf40e73ea34ec19cacda241c81d859,

title = "VARMA versus VAR for macroeconomic forecasting",

author = "George Athanasopoulos and Farshid Vahid",

year = "2008",

language = "English",

volume = "26",

pages = "237 -- 252",

journal = "Journal of Business & Economic Statistics",

issn = "0735-0015",

publisher = "Taylor & Francis",

number = "2",

}