Unemployment Rates Forecasts – Unobserved Component Models Versus SARIMA Models In Central And Eastern European Countries

In this paper we compare the accuracy of unemployment rates forecasts of eight Central and Eastern European countries. The unobserved component models and seasonal ARIMA models are used within a rolling short-term forecast experiment as an out-of-sample test of forecast accuracy. We find that unempl...

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Autor principal:	Barbara Będowska-Sójka
Format:	Artigo
Idioma:	Inglês
Publicat:	Lodz University Press 2017-06-01
Col·lecció:	Comparative Economic Research
Matèries:	unemployment rate unobserved component sarima models forecasting accuracy
Accés en línia:	https://czasopisma.uni.lodz.pl/CER/article/view/1956
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