Evaluating a Model by Forecast Performance
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References listed on IDEAS
- Clements,Michael & Hendry,David, 1998. "Forecasting Economic Time Series," Cambridge Books, Cambridge University Press, number 9780521634809.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Stekler, H.O., 2007. "The future of macroeconomic forecasting: Understanding the forecasting process," International Journal of Forecasting, Elsevier, vol. 23(2), pages 237-248.
- Bloom, David E. & Canning, David & Fink, Gunther & Finlay, Jocelyn E., 2007.
"Does age structure forecast economic growth?,"
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- David E. Bloom & David Canning & Günther Fink & Jocelyn Finlay, 2006. "Does Age Structure Forecast Economic Growth?," PGDA Working Papers 2006, Program on the Global Demography of Aging.
- David E. Bloom & David Canning & Günther Fink & Jocelyn E. Finlay, 2007. "Does Age Structure Forecast Economic Growth?," NBER Working Papers 13221, National Bureau of Economic Research, Inc.
- Bauwens, Luc & Sucarrat, Genaro, 2010.
"General-to-specific modelling of exchange rate volatility: A forecast evaluation,"
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- BAUWENS, Luc & SUCARRAT, Genaro, 2006. "General to specific modelling of exchange rate volatility: a forecast evaluation," CORE Discussion Papers 2006021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- BAUWENS, Luc & SUCARRAT, Genaro, 2010. "General-to-specific modelling of exchange rate volatility: a forecast evaluation," CORE Discussion Papers RP 2234, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bauwens, Luc & Sucarrat, Genaro, 2008. "General to specific modelling of exchange rate volatility : a forecast evaluation," UC3M Working papers. Economics we081810, Universidad Carlos III de Madrid. Departamento de Economía.
- Luc, BAUWENS & Genaro, SUCARRAT, 2006. "General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation," Discussion Papers (ECON - Département des Sciences Economiques) 2006013, Université catholique de Louvain, Département des Sciences Economiques.
- Patrick Minford & Yongdeng Xu & Peng Zhou, 2015.
"How Good are Out of Sample Forecasting Tests on DSGE Models?,"
Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti,
Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 1(3), pages 333-351, November.
- Minford, Patrick & Xu, Yongdeng & Zhou, Peng, 2014. "How good are out of sample forecasting Tests on DSGE models?," CEPR Discussion Papers 10239, C.E.P.R. Discussion Papers.
- Minford, Patrick & Xu, Yongdeng & Zhou, Peng, 2014. "How good are out of sample forecasting Tests on DSGE models?," Cardiff Economics Working Papers E2014/11, Cardiff University, Cardiff Business School, Economics Section.
- repec:eee:transa:v:101:y:2017:i:c:p:73-85 is not listed on IDEAS
- Clements, Michael P., 2016.
"Real-time factor model forecasting and the effects of instability,"
Computational Statistics & Data Analysis,
Elsevier, vol. 100(C), pages 661-675.
- Michael P. Clements, 2014. "Real-Time Factor Model Forecasting and the Effects of Instability," ICMA Centre Discussion Papers in Finance icma-dp2014-05, Henley Business School, Reading University.
- repec:eee:intfor:v:33:y:2017:i:3:p:591-604 is not listed on IDEAS
- Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2013. "Forecasting by factors, by variables, by both or neither?," Journal of Econometrics, Elsevier, vol. 177(2), pages 305-319.
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