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.
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
Date:
2005
Citation:
Oxford bulletin of economics and statistics, 2005, 67, Supp., 707-1033
ISSN:
0305-9049
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