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.
Oxford bulletin of economics and statistics, 2005, 67, Supp., 707-1033
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., Information in economics forecasting, Oxford bulletin of economics and statistics, 2005, 67, Supp., 707-1033 - https://hdl.handle.net/1814/17512
Retrieved from Cadmus, EUI Research Repository
Cadmus permanent link: https://hdl.handle.net/1814/17512
Keyword(s): 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 associated with 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:2017Citation:International journal of social research methodology, 2017, Vol. 20, No. 1, pp. 1-19Type: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:Overcoming the last obstacle in sustainable rural development of Monsoon Asia : the Japanese and Chinese models and a proposed new model Author(s):ZHOU, Jian-MingDate:1997Citation:Florence, European University Institute, 1997Type:ThesisSeries/Number:EUI PhD theses; Department of Economics
Title:DGSE model evaluation and hybrid models : a comparison Author(s):PACCAGNINI, AlessiaDate:2011Type:Working PaperSeries/Number:EUI MWP; 2011/11Abstract:This paper discusses the estimation of Dynamic Stochastic General Equilibrium (DSGE) models using hybrid models. These econometric tools provide the combination of an atheoretical statistical representation and the theoretical ...