Browsing Department of Economics (ECO) by Author "BARDSEN, Gunnar"

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Browsing Department of Economics (ECO) by Author "BARDSEN, Gunnar"

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    Title: Forecasting Levels of log Variables in Vector Autoregressions  Author(s): BARDSEN, Gunnar; LUETKEPOHL, Helmut Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Sometimes forecasts of the original variable are of interest although a variable appears in logarithms (logs) in a system of time series. In that case converting the forecast for the log of the variable to a naive forecast ...