A Simple Recursive Forecasting Model
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- Branch, William A. & Evans, George W., 2006. "A simple recursive forecasting model," Economics Letters, Elsevier, vol. 91(2), pages 158-166, May.
References listed on IDEAS
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More about this item
Keywords
constant gain; recursive learning; expectations;JEL classification:
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2005-02-20 (All new papers)
- NEP-ECM-2005-02-20 (Econometrics)
- NEP-ETS-2005-02-20 (Econometric Time Series)
- NEP-MAC-2005-02-20 (Macroeconomics)
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