Information in economics forecasting
GRANGER, Olive W.J.; CLEMENTS, Michael P.; HENDRY, David F.; FAVERO, Carlo; MARCELLINO, Massimiliano; BANERJEE, Anindya; MASTEN, Igor; HARVEY, David I.; NEWBOLD, Paul; CASTLE, Jennifer L.; ALLEN, P. Geoffrey; FILDES, Robert; KORENOK, Oleg; SWANSON, Norman R.; ANDERSON, Heather M.; VAHID, Farshid; WALLIS, Kenneth F.; MITCHELL, James; HALL, Stephen G.
Title: Information in economics forecasting
Author: GRANGER, Olive W.J.; CLEMENTS, Michael P.; HENDRY, David F.; FAVERO, Carlo; MARCELLINO, Massimiliano; BANERJEE, Anindya; MASTEN, Igor; HARVEY, David I.; NEWBOLD, Paul; CASTLE, Jennifer L.; ALLEN, P. Geoffrey; FILDES, Robert; KORENOK, Oleg; SWANSON, Norman R.; ANDERSON, Heather M.; VAHID, Farshid; WALLIS, Kenneth F.; MITCHELL, James; HALL, Stephen G.
Citation: Oxford bulletin of economics and statistics, 2005, 67, Supp., 707-1033
Subject: Econometric models; Economic forecasts; Statistical models; Methodology; Information; News; Modelling; Mathematical methods; Economic and Monetary Union; Euro; Model testing; Empirical research; Fiscal policy; Inflation; Gross domestic product; Output rate; Indicators; Data analysis; Estimation; Regression analysis; Algorithms; Monte Carlo simulation; Software; Dynamic models; Comparative analysis; Stochastic models; General economic equilibrium; Evaluation
Files in this item
There are no files associated with this item.
Showing items related by title, author, creator and subject.
Title:Statistical methods for causal analysis in life course research : an illustration of a cross-lagged structural equation model, a latent growth model, and an autoregressive latent trajectories model Author(s):PAKPAHAN, Eduwin; KRÖGER, Hannes; HOFFMANN, RasmusDate:2015Citation:International journal of social research methodology, 2015, FirstOnlineType:ArticleAbstract:We present three statistical methods for causal analysis in life course research that are able to take into account the order of events and their possible causal relationship: a cross-lagged model, a latent growth model ...
Title:Nested Models and Model Uncertainty Author(s):KRIWOLUZKY, Alexander; STOLTENBERG, Christian A.Date:2009Type:Working PaperSeries/Number:EUI ECO; 2009/37Abstract:Uncertainty about the appropriate choice among nested models is a central concern for optimal policy when policy prescriptions from those models differ. The standard procedure is to specify a prior over the parameter space ...
Title:Modeling and Forecasting Exchange-Rates With a Bayesian Time-Varying Coefficient Model Author(s):CANOVA, FabioDate:1993Citation:Journal of Economic Dynamics & Control, 1993, 17, 01-feb, 233-261Type:ArticleAbstract:This paper employs a multivariate Bayesian time-varying coefficients (TVC) approach to model and forecast exchange rate data. It is shown that, if used as a data-generating mechanism, a TVC model induces nonlinearities in ...