Federico Lampis

University of Birmingham

Edgbaston, B15 2TT

United Kingdom

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The Forecasting Performance of SETAR Models: An Empirical Application

Bulletin of Economic Research, Vol. 69, Issue 3, pp. 216-228, 2017
Number of pages: 13 Posted: 04 Jul 2017
Gianna Boero and Federico Lampis
University of Warwick - Department of Economics and University of Birmingham
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Abstract:

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forecasting accuracy, industrial production index, interval forecasts, point forecasts, SETAR models