Explaining Forecast Failure in Macroeconomics

Michael P. Clements · David Forbes Hendry

26 citations0/0 files stored

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Forecasting Techniques and Applications Monetary Policy and Economic Impact Unemployment and Economic Growth

Abstract

This chapter contains section titled: INTRODUCTION A TAXONOMY OF SOURCES OF FORECAST ERROR AN I(1) DATA GENERATION PROCESS OTHER SOURCES OF FORECAST FAILURE CONCLUSION

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 26 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1988Statistical analysis of cointegration vectors 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1982Trends and random walks in macroeconmic time series 1990Forecasting, Structural Time Series Models and the Kalman Filter 1995Dynamic Econometrics 1998Small-sample Confidence Intervals for Impulse Response Functions 1998Forecasting Economic Time Series

Cited by

2023Do professional forecasters believe in the Phillips curve?

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.