Forecasting Economic Processes. by Clements, M, Hendry, D

“…We argue that a theory of economic forecasting which allows for model mis-specification and structural breaks is feasible, and may provide a useful basis for interpreting and circumventing systematic forecast failure in macroeconomics. …”

Understanding economic forecasts

“…Hendry); economic modeling for fun and profit (Paul Turner); making sense of published economic forecasts (Diane Coyle); forecast uncertainty in economic modeling (Neil R. …”

Mathematical models and economic forecasting: some uses and mis-uses of mathematics in economics by Hendry, D

“…We consider three 'cases studies' of the uses and mis-uses of mathematics in economics and econometrics. The first concerns economic forecasting, where a mathematical analysis is essential, and is independent of the specific forecasting model and how the process being forecast behaves. …”

Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics. by Hendry, D

“…We consider three ‘cases studies’ of the uses and mis-uses of mathematics in economics and econometrics. The first concerns economic forecasting, where a mathematical analysis is essential, and is independent of the specific forecasting model and how the process being forecast behaves. …”

Forecasting economic time series by Clements, M, Hendry, D

“…Analyzes the models, procedures, and measures of economic forecasting with a view to improving forecasting practices. …”

The Role of Econometrics in Scientific Economics. by Hendry, D

Forecasting economic aggregates by disaggregates. by Hendry, D, Hubrich, K

Unpredictability and the Foundations of Economic Forecasting. by Hendry, D

Understanding Economic Forecasts: Epilogue. by Hendry, D, Ericsson, N

On Winning Forecasting Competitions in Economics. by Clements, M, Hendry, D

“…To explain which methods might win forecasting competitions on economic time series, we consider forecasting in an evolving economy subject to structural breaks, using mis-specified, data-based models. …”

Macro-economic Forecasting and Modelling. by Clements, M, Hendry, D

The Econometric Analysis of Economic Policy. by Banerjee, A, Hendry, D, Mizon, G

“…The application of econometric analysis to the process of economic policy formulation is considered. A framework is provided by the theory of reduction, specifically reductions where key information losses would invalidate policy. …”

Exogeneity, cointegration, and economic policy analysis. by Ericsson, N, Hendry, D, Mizon, G

“…This paper then summarizes the other articles in this special section of the Journal of Business and Economic Statistics on "Exogeneity, Cointegration, and Economic Policy Analysis."…”

The Econometric Analysis of Economic Time Series. by Hendry, D, Richard, J

On not evaluating economic models by forecast outcomes by Castle, J, Hendry, D

Economic Forecasting in a Changing World. by Clements, M, Hendry, D

“…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. …”

Forecasting Economic Processes--A Reply. by Clements, M, Hendry, D

Understanding Economic Forecasts: Editor's Introduction. by Hendry, D, Ericsson, N

On Not Evaluating Economic Models by Forecast Outcomes. by Castle, J, Hendry, D

Monetary Economic Myth and Econometric Reality. by Hendry, D