Forecasting unemployment

Geraint Johnes

Applied Economics Letters, 1999, vol. 6, issue 9, 605-607

Abstract: Results are reported of a forecasting competition between linear autoregressive, GARCH, threshold autoregressive and neural network models of the UK monthly unemployment rate series. Evidence is uncovered suggesting the existence of nonlinearities in the series.

Date: 1999
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Citations: View citations in EconPapers (9)

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DOI: 10.1080/135048599352709

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