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Browsing Department of Economics (ECO) by Author "XU, Fang"
Now showing items 1-4 of 4
Title:The role of the log transformation in forecasting economic variables
Author(s):LUETKEPOHL, Helmut; XU, FangDate:2012Type of Publication:ArticleAbstract:For forecasting and economic analysis many variables are used in logarithms (logs). In time series analysis, this transformation is often considered to stabilize the variance of a series. We investigate under which conditions ...
Title:A Functional Coefficient Model View of the Feldstein-Horioka Puzzle
Author(s):HERWARTZ, Helmut; XU, FangDate:2010Type of Publication:ArticleAbstract:What does the saving-investment (SI) relation really measure and how should the SI relation be measured? These are two of the most discussed issues triggered by the so-called Feldstein-Horioka puzzle. Based on panel data ...
Title:The Role of log Transformation in Forecasting Economic Variables
Author(s):LUETKEPOHL, Helmut; XU, FangDate:2009Type of Publication:Working PaperSeries/Report no.:EUI MWP; 2009/06Abstract:For forecasting and economic analysis many variables are used in logarithms (logs). In time series
analysis this transformation is often considered to stabilize the variance of a series. We investigate
under which ...
