Forecasting Annual UK Inflation using an Econometric Model over 1875–1991.
In recent work, we have developed a theory of economic forecasting for empirical econometric models when there are structural breaks. This research shows that wellspecified models may forecast poorly, whereas it is possible to design forecasting devices more immune to the effects of breaks. In this...
Prif Awduron: | Clements, M, Hendry, D |
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Awduron Eraill: | Rapach, D |
Fformat: | Book section |
Cyhoeddwyd: |
Emerald Group Publishing Limited
2008
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Eitemau Tebyg
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Modelling UK Inflation, 1875-1991.
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Can Econometrics Improve Economic Forecasting?
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Modelling UK inflation over the long run
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Modelling UK Inflation over the Long Run.
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Cyhoeddwyd: (2000) -
The Econometrics of Macroeconomic Forecasting.
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