@inbook {16313,
	title = {A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series},
	booktitle = {Cointegration, Causality and Forecasting: A Festschrift for Clive W.J. Granger},
	year = {1999},
	pages = {1-44},
	publisher = {Oxford University Press},
	organization = {Oxford University Press},
	address = {Oxford},
	url = {http://www.economics.harvard.edu/faculty/stock/files/Granger_Festshrift_StockandWatson.pdf},
	author = {James Stock and M. Watson},
	editor = {R. Engle and H. White}
}
