Forecasting Chilean Industrial Production and Sales with Automated Procedures

Romulo Chumacero

Working Papers Central Bank of Chile from Central Bank of Chile

Abstract: This paper presents a rigurous framework for evaluating alternative forecasting methods for Chilean industrial production and sales. While nonlinear features appear to be important for forecasting the very short term, simple univariate linear models perform about as well for almost every forecasting horizon.

Date: 2004-05
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (2)

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Journal Article: Forecasting Chilean Industrial Production and Sales With Automated Procedures (2004)
Working Paper: Forecasting Chilean Industrial Production and Sales with Automated Procedures (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:chb:bcchwp:260

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