Forecasting Non-stationary Economic Time Series

Forecasting Non-stationary Economic Time Series
Author: Michael P. Clements
Publisher: MIT Press
Total Pages: 398
Release: 1999
Genre: Business & Economics
ISBN: 9780262531894


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This text on economic forecasting asks why some practices seem to work empirically despite a lack of formal support from theory. After reviewing the conventional approach to forecasting, it looks at the implications for causal modelling, presents forecast errors and delineates sources of failure.


Forecasting Non-stationary Economic Time Series
Language: en
Pages: 398
Authors: Michael P. Clements
Categories: Business & Economics
Type: BOOK - Published: 1999 - Publisher: MIT Press

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This text on economic forecasting asks why some practices seem to work empirically despite a lack of formal support from theory. After reviewing the conventiona
Forecasting Non-stationary Economic Time Series
Language: en
Pages: 21
Authors: D. Couts
Categories:
Type: BOOK - Published: 1966 - Publisher:

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Modelling Non-Stationary Economic Time Series
Language: en
Pages: 253
Authors: S. Burke
Categories: Business & Economics
Type: BOOK - Published: 2005-06-14 - Publisher: Springer

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Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems. This book provides direct
Multivariate Modelling of Non-Stationary Economic Time Series
Language: en
Pages: 508
Authors: John Hunter
Categories: Business & Economics
Type: BOOK - Published: 2017-05-08 - Publisher: Springer

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This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The a
Forecasting Economic Time Series
Language: en
Pages: 402
Authors: Michael Clements
Categories: Business & Economics
Type: BOOK - Published: 1998-10-08 - Publisher: Cambridge University Press

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This book provides a formal analysis of the models, procedures, and measures of economic forecasting with a view to improving forecasting practice. David Hendry