Essec\Faculty\Model\Contribution {#2190
  #_index: "academ_contributions"
  #_id: "2088"
  #_source: array:26 [
    "id" => "2088"
    "slug" => "multi-step-forecasting-in-emerging-economies-an-investigation-of-the-south-african-gdp"
    "yearMonth" => "2009-07"
    "year" => "2009"
    "title" => "Multi-Step Forecasting in Emerging Economies: An Investigation of the South African GDP"
    "description" => "CHEVILLON, G. (2009). Multi-Step Forecasting in Emerging Economies: An Investigation of the South African GDP. <i>International Journal of Forecasting</i>, 25(3), pp. 602-628."
    "authors" => array:1 [
      0 => array:3 [
        "name" => "CHEVILLON Guillaume"
        "bid" => "B00072304"
        "slug" => "chevillon-guillaume"
      ]
    ]
    "ouvrage" => ""
    "keywords" => array:1 [
      0 => "Intercept Correction"
    ]
    "updatedAt" => "2020-12-17 17:55:06"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => "602-628"
      "volume" => "25"
      "number" => "3"
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "To forecast at several, say h, periods into the future, a modeller faces a choice between iterating one-step ahead forecasts (the IMS technique) or directly modeling the relation between observations separated by an h-period interval and using it for forecasting (DMS forecasting). It is known that structural breaks, unit-root non-stationarity and residual autocorrelation may benefi?t DMS accuracy in ?finite samples, all of which occuring when modelling the South African GDP over 1965-2000. This paper analyses the forecasting properties of 779 multivariate and univariate models that combine di?fferent techniques of robust forecasting. We fi?nd strong evidence supporting the use of DMS and intercept correction (IC) and attribute it to their improved peformance in the presence of breaks."
      "en" => "To forecast at several, say h, periods into the future, a modeller faces a choice between iterating one-step ahead forecasts (the IMS technique) or directly modeling the relation between observations separated by an h-period interval and using it for forecasting (DMS forecasting). It is known that structural breaks, unit-root non-stationarity and residual autocorrelation may benefi?t DMS accuracy in ?finite samples, all of which occuring when modelling the South African GDP over 1965-2000. This paper analyses the forecasting properties of 779 multivariate and univariate models that combine di?fferent techniques of robust forecasting. We fi?nd strong evidence supporting the use of DMS and intercept correction (IC) and attribute it to their improved peformance in the presence of breaks."
    ]
    "authors_fields" => array:2 [
      "fr" => "Systèmes d’Information, Sciences de la Décision et Statistiques"
      "en" => "Information Systems, Decision Sciences and Statistics"
    ]
    "indexedAt" => "2024-04-18T23:22:03.000Z"
    "docTitle" => "Multi-Step Forecasting in Emerging Economies: An Investigation of the South African GDP"
    "docSurtitle" => "Journal articles"
    "authorNames" => "<a href="/cv/chevillon-guillaume">CHEVILLON Guillaume</a>"
    "docDescription" => "<span class="document-property-authors">CHEVILLON Guillaume</span><br><span class="document-property-authors_fields">Information Systems, Decision Sciences and Statistics</span> | <span class="document-property-year">2009</span>"
    "keywordList" => "<a href="#">Intercept Correction</a>"
    "docPreview" => "<b>Multi-Step Forecasting in Emerging Economies: An Investigation of the South African GDP</b><br><span>2009-07 | Journal articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">Multi-Step Forecasting in Emerging Economies: An Investigation of the South African GDP</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 9.074597
  +"parent": null
}