Measuring predictability
Subtitle: theory and macroeconomic applications
By: Francis X. Diebold, Lutz Kilian.
Contributors: Kilian, Lutz.
Series: Economic research working paper series / Federal Reserve Bank of Philadelphia, Economic Research Division -- no.97-23; Economic research working paper (Federal Reserve Bank of Philadelphia, Economic Research Division) -- no.97-23.
Publisher: Federal Reserve Bank of Philadelphia, Economic Research Division
Published: 1997
Place of publication: Philadelphia
Language: eng
Notes: Previous ed.:August 1996.