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Economic forecasting in a changing world
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Clements, Michael P. and Hendry, David F. (2008) Economic forecasting in a changing world. Capitalism and Society, Vol.3 (No.2). Article 1. doi:10.2202/1932-0213.1039 ISSN 1932-0213.
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Official URL: http://dx.doi.org/10.2202/1932-0213.1039
Abstract
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.
Item Type: | Journal Article | ||||
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Subjects: | H Social Sciences > HB Economic Theory | ||||
Divisions: | Faculty of Social Sciences > Economics | ||||
Library of Congress Subject Headings (LCSH): | Economic forecasting -- Research, Economic forecasting -- Mathematical models, Economic forecasting -- Study and teaching, Economic forecasting -- Econometric models | ||||
Journal or Publication Title: | Capitalism and Society | ||||
Publisher: | Berkeley Electronic Press | ||||
ISSN: | 1932-0213 | ||||
Official Date: | July 2008 | ||||
Dates: |
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Volume: | Vol.3 | ||||
Number: | No.2 | ||||
Page Range: | Article 1 | ||||
DOI: | 10.2202/1932-0213.1039 | ||||
Status: | Peer Reviewed | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Funder: | Economic and Social Research Council (Great Britain) (ESRC), Leverhulme Trust (LT) | ||||
Grant number: | R000233447 (ESRC), L116251015 (ESRC), L138251009 (ESRC), RES-051-27-0035 (ESRC) |
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