Cointegration and forecast evaluation: Some lessons from National Institute Forecasts-Reference-Cited by-同舟云学术

Cointegration and forecast evaluation: Some lessons from National Institute Forecasts

Published:2009-07-20 Issue:5 Volume:13 Page:481-494
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Pain Nigel

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/for.3980130506/fullpdf

Reference19 articles.

1. Britton , A. Pain , N. Economic Forecasting in Britain 1992

2. What do economists know? An empirical study of experts' expectations;Brown;Econometrica,1981

3. Likelihood ratio statistics for autoregressive time series with a unit root;Dickey;Econometrica,1981

4. The formation of inflationary expectations;Figlewski;Review of Economics and Statistics,1981

5. Unit roots and survey data;Fischer;Oxford Bulletin of Economics and Statistics,1989

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. How Forecasts Evolve - The Growth Forecasts of the Federal Reserve and the Bank of England;National Institute Economic Review;2005-07

2. The state of macroeconomic forecasting;Journal of Macroeconomics;2002-12

3. Assessing the forecasters: an analysis of the forecasting records of the Treasury, the London Business School and the National Institute;International Journal of Forecasting;1999-07

4. The Treasury Forecasting Record: Some New Results;National Institute Economic Review;1998-04

5. An Assessment of OECD and UK Leading Indicators;National Institute Economic Review;1996-05