The role of the log transformation in forecasting economic variables

By Helmut Lütkepohl, Fang Xu. Empirical Economics, 2010

293 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/9f8184ed3c307be4fb57cafb0c66c92df5032a4f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

1. Andrew Angus
2. David J. Parsons
3. Thomas Kriechbaumer
4. Monica Rivas Casado

Citations in the corpus

• An improved wavelet–ARIMA approach for forecasting metal prices (2014, background): “This led to a more stable variance throughout the sample, thus could be assumed to increase the accuracy of the forecasts (Lütkepohl and Xu, 2012).”