Macroeconomic forecast evaluation techniques
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal International Journal of Forecasting.
Volume (Year): 7 (1991)
Issue (Month): 3 (November)
Contact details of provider:
Web page: http://www.elsevier.com/locate/ijforecast
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Swanson, N.R. & White, H., 1995.
"A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks,"
04-95-12, Pennsylvania State - Department of Economics.
- Norman R. Swanson & Halbert White, 1997. "A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 540-550, November.
- Norman R. Swanson & Halbert White, 1995. "A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks," Macroeconomics 9503004, EconWPA.
- Vuchelen, Jef & Gutierrez, Maria-Isabel, 2005. "A direct test of the information content of the OECD growth forecasts," International Journal of Forecasting, Elsevier, vol. 21(1), pages 103-117.
- Ullrich Heilemann & Herman Stekler, 2010. "Perspectives on Evaluating Macroeconomic Forecasts," Working Papers 2010-002, The George Washington University, Department of Economics, Research Program on Forecasting.
- Ullrich Heilemann & Herman O. Stekler, 2013. "Has The Accuracy of Macroeconomic Forecasts for Germany Improved?," German Economic Review, Verein für Socialpolitik, vol. 14(2), pages 235-253, 05.
- Heilemann, Ullrich & Stekler, H. O., 2003.
"Has the accuracy of German macroeconomic forecasts improved?,"
2003,31, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Ullrich Heilemann & Herman O. Stekler, 2010. "Has the Accuracy of German Macroeconomic Forecasts Improved?," Working Papers 2010-001, The George Washington University, Department of Economics, Research Program on Forecasting, revised Feb 2012.
- Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003.
"Forecasting economic and financial time-series with non-linear models,"
Departmental Working Papers
200309, Rutgers University, Department of Economics.
- Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R., 2004. "Forecasting economic and financial time-series with non-linear models," International Journal of Forecasting, Elsevier, vol. 20(2), pages 169-183.
- Jef Vuchelen & Maria-Isabel Gutierrez, 2005. "Do the OECD 24 month horizon growth forecasts for the G7-countries contain information?," Applied Economics, Taylor & Francis Journals, vol. 37(8), pages 855-862.
- Jansen, Dennis W. & Kishan, Ruby Pandey, 1996. "An evaluation of federal reserve forecasting," Journal of Macroeconomics, Elsevier, vol. 18(1), pages 89-109.
- Mc Cracken, Michael W., 2000. "Robust out-of-sample inference," Journal of Econometrics, Elsevier, vol. 99(2), pages 195-223, December.
- Koning, Alex J. & Franses, Philip Hans & Hibon, Michele & Stekler, H.O., 2005. "The M3 competition: Statistical tests of the results," International Journal of Forecasting, Elsevier, vol. 21(3), pages 397-409.
- Döpke, Jörg & Langfeldt, Enno, 1995. "Zur Qualität von Konjunkturprognosen für Westdeutschland 1976 - 1994," Kiel Discussion Papers 247, Kiel Institute for the World Economy (IfW).
- Swanson, Norman R. & White, Halbert, 1997. "Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models," International Journal of Forecasting, Elsevier, vol. 13(4), pages 439-461, December.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If references are entirely missing, you can add them using this form.