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In: Advanced texts in econometrics
In: Carnegie Rochester Conference series on public policy: a bi-annual conference proceedings, Band 47, S. 163-190
ISSN: 0167-2231
In: The economic journal: the journal of the Royal Economic Society, Band 107, Heft 444, S. 1330-1357
ISSN: 1468-0297
In: The Economic Journal, Band 105, Heft 433, S. 1622
In: Oxford review of economic policy, Band 10, Heft 2, S. 86-106
ISSN: 1460-2121
In: Journal of policy modeling: JPMOD ; a social science forum of world issues, Band 14, Heft 3, S. 281-311
ISSN: 0161-8938
In: National Institute economic review: journal of the National Institute of Economic and Social Research, Band 125, S. 88-103
ISSN: 1741-3036
Rival theoretical explanations of events and phenomena are common in economics, of which the Keynesian versus the monetarist debate is perhaps the best known. The traditional empirical procedure in economics has been to formulate a model from each theoretical framework and test each model's restrictions against observed data, rejecting or corroborating the specific model accordingly as the evidence is adverse or favourable. Although such an approach seems objective and scientific, it has two serious drawbacks: in practice neither rejection nor corroboration are definitive.
In: Scottish journal of political economy: the journal of the Scottish Economic Society, Band 44, Heft 4, S. 437-461
ISSN: 1467-9485
To reconcile forecast failure with building congruent empirical models, we analyze the sources of mis‐prediction. This reveals that ex ante forecast failure is purely a function of forecast‐period events, not determinable from in‐sample information. The primary causes are unmodelled shifts in deterministic factors, rather than model mis‐specification, collinearity, or a lack of parsimony. We examine the effects of deterministic breaks on equilibrium‐correction mechanisms, and consider the role of causal variables. Throughout, Monte Carlo simulation and empirical models illustrate the analysis, and support a progressive research strategy based on learning from past failures.
In: Scottish journal of political economy: the journal of the Scottish Economic Society, Band 41, Heft 1, S. 1-33
ISSN: 1467-9485
In: Journal of institutional and theoretical economics: JITE, Band 130, Heft 2, S. 437-438
ISSN: 0932-4569
In: The Economic Journal, Band 100, Heft 399, S. 303
This book provides a formal analysis of the models, procedures, and measures of economic forecasting with a view to improving forecasting practice. David Hendry and Michael Clements base the analyses on assumptions pertinent to the economies to be forecast, viz. a non-constant, evolving economic system, and econometric models whose form and structure are unknown a priori. The authors find that conclusions which can be established formally for constant-parameter stationary processes and correctly-specified models often do not hold when unrealistic assumptions are relaxed. Despite the difficulty of proceeding formally when models are mis-specified in unknown ways for non-stationary processes that are subject to structural breaks, Hendry and Clements show that significant insights can be gleaned. For example, a formal taxonomy of forecasting errors can be developed, the role of causal information clarified, intercept corrections re-established as a method for achieving robustness against forms of structural change, and measures of forecast accuracy re-interpreted
In: International journal of forecasting, Band 14, Heft 1, S. 111-131
ISSN: 0169-2070