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Publication Date Publication Date
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1991, ISBN 052135692X, ix, 213
This book provides an introduction to the methods employed in forecasting the future state of the economy. It provides a comprehensive coverage of methods and... 
Economic forecasting | Mathematical models
Book
1999, Routledge studies in the modern world economy, ISBN 9780415206945, xix, 233
Drawing on interviews with the UK government's Panel of Independent Forecasters, the author shows how economic models, forecasts and policy analysis depend... 
Economic forecasting | Econometric models | Macroeconomics | Economics | Political Sociology
Book
Journal of Economic Literature, ISSN 0022-0515, 03/2008, Volume 46, Issue 1, pp. 3 - 56
Journal Article
2008, ISBN 9789812778956, ix, 189
Book
Handbook of Economic Forecasting, ISSN 1574-0706, 2013, Volume 2, pp. 141 - 194
This chapter surveys the recent literature on output forecasting, and examines the real-time forecasting ability of several models for U.S. output growth. In... 
DSGE models | Vector autoregressive model | Nonlinear | Macroeconomic forecasting | Markov switching | Dynamic factor model | Real time | Recession | Evaluating forecasts
Journal Article
Journal of Business & Economic Statistics, ISSN 0735-0015, 10/2008, Volume 26, Issue 4, pp. 546 - 554
Journal Article
2009, Frontiers of economics and globalization, ISBN 1849505403, Volume 3, 691
Forecasting in the presence of structural breaks and model uncertainty are active areas of research with implications for practical problems in forecasting.... 
Economic forecasting | Econometric models | Macroeconomics
eBook
1987, International studies in economics and econometrics., ISBN 9024735025, Volume 15, xii, 273
Book
Journal of Econometrics, ISSN 0304-4076, 04/2019, Volume 209, Issue 2, pp. 391 - 406
Random subspace methods are a new approach to obtain accurate forecasts in high-dimensional regression settings. Forecasts are constructed by averaging over... 
Random subspace | Dimension reduction | Forecasting | ECONOMIC TIME-SERIES | REGRESSION | DATABASE | Top | RANDOM PROJECTION | SHRINKAGE | JOHNSON-LINDENSTRAUSS | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | RANDOM PROJECTIONS | Forecasts | Random variables | Regression analysis | Macroeconomics | Normal distribution
Journal Article
International Economic Review, ISSN 0020-6598, 8/2012, Volume 53, Issue 3, pp. 867 - 886
We forecast quarterly US inflation based on the generalized Phillips curve using econometric methods that incorporate dynamic model averaging. These methods... 
Economic forecasting models | Time series forecasting | Macroeconomic modeling | Inflation rates | Predictive modeling | Statistical forecasts | Macroeconomics | Point forecasts | Modeling | Forecasting models | STOCK RETURN PREDICTABILITY | TIME-SERIES | UNCERTAINTY | MONETARY-POLICY | ECONOMICS | Inflation (Finance) | Analysis
Journal Article
Journal of Economic Literature, ISSN 0022-0515, 12/2013, Volume 51, Issue 4, pp. 1063 - 1119
Journal Article
Journal of Applied Econometrics, ISSN 0883-7252, 2/2013, Volume 28, Issue 1, pp. 82 - 101
The aim of this paper is to assess whether modeling structural change can help improving the accuracy of macroeconomic forecasts. We conduct a simulated... 
Vector autoregression | Economic forecasting models | Unemployment rates | Time series forecasting | Macroeconomic modeling | Macroeconomics | Analytical forecasting | Economic inflation | Forecasting models | Interest rates | TESTS | GREAT-MODERATION | MODELS | INFLATION | PERSISTENCE | MONETARY-POLICY | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS
Journal Article