Date: 2005
Type: Article
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.
; 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
ISSN: 0305-9049
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
| Files | Size | Format | View |
|---|---|---|---|
|
There are no files associated with this item. |
|||
Collections
Related items
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: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 ...
