Economic Forecasting in a Changing World

Datos Bibliográficos

ID8246771
AutoresMichael P Clements (0000-0001-6329-1341, University of Warwick, autor de correspondencia), David F Hendry (0000-0002-8013-576X, University of Oxford)
Año2008
Volumen3
Número2
Fecha de publicación2008-10-24
Peer ReviewedSí
Open AccessNo
TipoARTICLE
RevistaCapitalism and Society (JOURNAL)
Identificadores de la revistaISSN: 1932-0213 • E-ISSN: 2194-6140
EditorialWalter de Gruyter GmbH (PUBLISHER • DE)
DOI10.2202/1932-0213.1039
OpenAlexW2040277053
IdiomaEN
Referencias citadas7

This article explains the basis for a theory of economic forecasting developed over the past decade by the authors. The research has resulted in numerous articles in academic journals, two monographs, Forecasting Economic Time Series, 1998, Cambridge University Press, and Forecasting Nonstationary Economic Time Series, 1999, MIT Press, and three edited volumes, Understanding Economic Forecasts, 2001, MIT Press, A Companion to Economic Forecasting, 2002, Blackwells, and the Oxford Bulletin of Economics and Statistics, 2005. The aim here is to provide an accessible, non-technical, account of the main ideas. The interested reader is referred to the monographs for derivations, simulation evidence, and further empirical illustrations, which in turn reference the original articles and related material, and provide bibliographic perspective

Classical economics · Econometrics · Economic analysis · Economic forecasting · Economic model · Economic statistics · Economics · Macroeconomics · Operations research · Perspective (graphical · Regional science · Sociology · Complex Systems and Time Series Analysis · Computer Science · Engineering · Financial Risk and Volatility Modeling · Forecasting Techniques and Applications · Artificial Intelligence