Up Around the Bend: Linear and nonlinear models of the UK economy compared
AbstractA 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 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 Taylor & Francis Journals in its journal International Review of Applied Economics.
Volume (Year): 14 (2000)
Issue (Month): 4 ()
Contact details of provider:
Web page: http://www.tandfonline.com/CIRA20
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.:
- Geraint Johnes, 1999. "Forecasting unemployment," Applied Economics Letters, Taylor and Francis Journals, vol. 6(9), pages 605-607.
- 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.
- Mills, Terence C, 1991. " Nonlinear Time Series Models in Economics," Journal of Economic Surveys, Wiley Blackwell, vol. 5(3), pages 215-42.
- M. A. Salisu & V. N. Balasubramanyam, 1997. "Income and price elasticities of demand for alcoholic drinks," Applied Economics Letters, Taylor and Francis Journals, vol. 4(4), pages 247-251.
- 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.
- Peter Young, 1999. "Recursive and en-bloc approaches to signal extraction," Journal of Applied Statistics, Taylor and Francis Journals, vol. 26(1), pages 103-128.
- 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.
- 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.
- Fildes, Robert, 1992. "The evaluation of extrapolative forecasting methods," International Journal of Forecasting, Elsevier, vol. 8(1), pages 81-98, June.
- 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.
- Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
- 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.
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
- repec:lan:wpaper:4407 is not listed on IDEAS
- repec:lan:wpaper:4408 is not listed on IDEAS
- 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.
- repec:lan:wpaper:4839 is not listed on IDEAS
- G Johnes, 2003. "Curriculum," Working Papers 541985, Lancaster University Management School, Economics Department.
- repec:lan:wpaper:4535 is not listed on IDEAS
- G Johnes, 2005. "Skills and earnings revisited," Working Papers 573993, Lancaster University Management School, Economics Department.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michael McNulty).
If references are entirely missing, you can add them using this form.