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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| Format: | Article |
| Language: | English |
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Lodz University Press
2017-06-01
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| Series: | Comparative Economic Research |
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| Online Access: | https://czasopisma.uni.lodz.pl/CER/article/view/1956 |