Forecasting the U.S. unemployment rate

Montgomery, Alan L., Zarnowitz, Victor, Tsay, Ruey S., Tiao, George C. . Journal of the American Statistical Association 1998. 93 :478-493

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  Author = {Montgomery, Alan L. and Zarnowitz, Victor and Tsay, Ruey S. and Tiao, George C.},
  Title = {Forecasting the U.S. unemployment rate},
  Journal = {Journal of the American Statistical Association},
  Volume = {93},
  Year = {1998},
  Pages = {478--493},
  Keywords = {Nonlinear model, Threshold model, ARIMA, Applications and Case Studies, Markov switching regression, Forecast comparisons, Markov switching autoregressive models, Threshold autoregressive models}

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