Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models
AbstractNine macroeconomic variables are forecast in a real-time scenario using a variety of adaptive, nonadaptive, linear and nonlinear econometric models.
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Bibliographic InfoPaper provided by Pennsylvania State - Department of Economics in its series Papers with number 4-96-2.
Length: 57 pages
Date of creation: 1996
Date of revision:
Contact details of provider:
Postal: PENNSYLVANIA STATE UNIVERSITY, DEPARTMENT OF ECONOMICS, UNIVERSITY PARK PENNSYLVANIA 16802 U.S.A.
Web page: http://econ.la.psu.edu/
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LINEAR MODELS; FORECASTING;
Find related papers by JEL classification:
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
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- 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.
- 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.
- Krishna, Kala & Ozyildirim, Ataman & Swanson, Norman R., 2003.
"Trade, investment and growth: nexus, analysis and prognosis,"
Journal of Development Economics,
Elsevier, vol. 70(2), pages 479-499, April.
- Kala Krishna & Ataman Ozyildirim & Norman R. Swanson, 1998. "Trade, Investment, and Growth: Nexus, Analysis, and Prognosis," NBER Working Papers 6861, National Bureau of Economic Research, Inc.
- Robert H. McGuckin & Ataman Ozyildirim & Victor Zarnowitz, 2001.
"The Composite Index of Leading Economic Indicators: How to Make It More Timely,"
NBER Working Papers
8430, National Bureau of Economic Research, Inc.
- Robert H. McGuckin & Ataman Ozyildirim & Victor Zarnowitz, 2000. "The Composite Index of Leading Economic Indicators: How to Make it More Timely," Economics Program Working Papers 00-04, The Conference Board, Economics Program.
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