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Advances in Economic Forecasting

Author

Listed:
  • Matthew L. Higgins

    (Western Michigan University)

Abstract

This book's contributors assess the performance of economic forecasting methods, argue that data can be better exploited through model and forecast combination, and advocate for models that are adaptive and perform well in the presence of nonlinearity and structural change.

Suggested Citation

  • Matthew L. Higgins, 2011. "Advances in Economic Forecasting," Books from Upjohn Press, W.E. Upjohn Institute for Employment Research, number aef, November.
  • Handle: RePEc:upj:ubooks:aef
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    Citations

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    Cited by:

    1. Roberto Patuelli & Matías Mayor, 2014. "Introduction," Economics and Business Letters, Oviedo University Press, vol. 3(4), pages 191-193.
    2. Drachal, Krzysztof, 2018. "Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example," Energy Economics, Elsevier, vol. 74(C), pages 208-251.
    3. Konchitchki, Yaniv & Patatoukas, Panos N., 2014. "Accounting earnings and gross domestic product," Journal of Accounting and Economics, Elsevier, vol. 57(1), pages 76-88.

    More about this item

    Keywords

    forecasting; models; simulation;
    All these keywords.

    JEL classification:

    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods

    Statistics

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