Browsing ECO Working Papers by Subject "Forecasts comparisons"

DSpace/Manakin Repository

Browsing ECO Working Papers by Subject "Forecasts comparisons"

Sort by: Order: Results:

  • Icon
    Title: Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?  Author(s): PROIETTI, Tommaso; LUETKEPOHL, Helmut Date: 2011 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: The paper investigates whether transforming a time series leads to an improvement in forecasting accuracy. The class of transformations that is considered is the Box-Cox power transformation, which applies to series measured ...