Lyhagen Johan

Johan Lyhagen

Information about the author Johan Lyhagen will soon be added to the site.
Found 3 papers in total
Beating the VAR: Improving Swedish GDP Forecasts Using Error and Intercept Corrections
2015
This paper examines the forecast accuracy of an unrestricted vector autoregressive...
On seasonal error correction when the processes include different numbers of unit roots
2003
We propose a seasonal cointegration model (SECM) for quarterly data which includes...
Forecasting performance of seasonal cointegration models
2002
Forecasts from two different seasonal cointegration specifications are compared in an...
Papers per page: