Short‐term forecasting of the US unemployment rate
نویسندگان
چکیده
منابع مشابه
Forecasting the US unemployment rate
The primary interest of this paper is in out-of-sample forecasting for the U.S. monthly unemployment rate. Several linear unobserved components models are fitted and their comparative forecasting accuracy is assessed by means of and extensive rolling-origin procedure using a test period that covers the last two decades. An attempt is made to link forecasting performance to the time domain prope...
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ژورنال
عنوان ژورنال: Journal of Forecasting
سال: 2019
ISSN: 0277-6693,1099-131X
DOI: 10.1002/for.2630