Advanced Search
MyIDEAS: Login

Up Around the Bend: Linear and nonlinear models of the UK economy compared

Contents:

Author Info

  • Geraint Johnes

Abstract

A variety of methods - including vector autoregression (Bayesian and nonBayesian) and neural networks - are used to construct models of the UK economy, and their forecasting performance is compared.

Download Info

If 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.
File URL: http://www.tandfonline.com/doi/abs/10.1080/02692170050150156
Download Restriction: Access to full text is restricted to subscribers.

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 Info

Article provided by Taylor & Francis Journals in its journal International Review of Applied Economics.

Volume (Year): 14 (2000)
Issue (Month): 4 ()
Pages: 485-493

as in new window
Handle: RePEc:taf:irapec:v:14:y:2000:i:4:p:485-493

Contact details of provider:
Web page: http://www.tandfonline.com/CIRA20

Order Information:
Web: http://www.tandfonline.com/pricing/journal/CIRA20

Related research

Keywords:

References

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
as in new window
  1. Hill, Tim & Marquez, Leorey & O'Connor, Marcus & Remus, William, 1994. "Artificial neural network models for forecasting and decision making," International Journal of Forecasting, Elsevier, vol. 10(1), pages 5-15, June.
  2. Geraint Johnes, 1999. "Forecasting unemployment," Applied Economics Letters, Taylor & Francis Journals, vol. 6(9), pages 605-607.
  3. 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.
  4. M. A. Salisu & V. N. Balasubramanyam, 1997. "Income and price elasticities of demand for alcoholic drinks," Applied Economics Letters, Taylor & Francis Journals, vol. 4(4), pages 247-251.
  5. Mills, Terence C, 1991. " Nonlinear Time Series Models in Economics," Journal of Economic Surveys, Wiley Blackwell, vol. 5(3), pages 215-42.
  6. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
  7. Haefke, Christian & Helmenstein, Christian, 1995. "Forecasting Austrian IPOs: An Application of Linear and Neural Network Error-Correction Models," Economics Series 18, Institute for Advanced Studies.
  8. Holden, K. & Broomhead, A., 1990. "An examination of vector autoregressive forecasts for the U.K. economy," International Journal of Forecasting, Elsevier, vol. 6(1), pages 11-23.
  9. Fildes, Robert, 1992. "The evaluation of extrapolative forecasting methods," International Journal of Forecasting, Elsevier, vol. 8(1), pages 81-98, June.
  10. Hackl, Peter & Westlund, Anders H., 1996. "Demand for international telecommunication time-varying price elasticity," Journal of Econometrics, Elsevier, vol. 70(1), pages 243-260, January.
  11. Peter Young, 1999. "Recursive and en-bloc approaches to signal extraction," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(1), pages 103-128.
  12. Osborn, Denise R, et al, 1988. "Seasonality and the Order of Integration for Consumption," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(4), pages 361-77, November.
  13. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
Full references (including those not matched with items on IDEAS)

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. repec:lan:wpaper:4535 is not listed on IDEAS
  2. repec:lan:wpaper:4407 is not listed on IDEAS
  3. repec:lan:wpaper:4839 is not listed on IDEAS
  4. Jane Binner & Rakesh Bissoondeeal & Thomas Elger & Alicia Gazely & Andrew Mullineux, 2005. "A comparison of linear forecasting models and neural networks: an application to Euro inflation and Euro Divisia," Applied Economics, Taylor & Francis Journals, vol. 37(6), pages 665-680.
  5. repec:lan:wpaper:4408 is not listed on IDEAS
  6. G Johnes, 2005. "Skills and earnings revisited," Working Papers 573993, Lancaster University Management School, Economics Department.
  7. G Johnes, 2003. "Curriculum," Working Papers 541985, Lancaster University Management School, Economics Department.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:taf:irapec:v:14:y:2000:i:4:p:485-493. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michael McNulty).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.