Can we improve the perceived quality of economic forecasts?

Journal of Applied Econometrics

Volumn 11, Issue 5, 1996, Pages 455-473

  Granger, Clive W J ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039197827     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1099-1255(199609)11:5<455::aid-jae408>3.3.co;2-5     Document Type: Article

References (8)

1. Box, G. E. P. and G. M. Jenkins (1970), Time Series Analysis, Forecasting and Control, Holden-Day, San Francisco.
2. Box, G. E. P. and G. C. Tiao (1977), 'A canonical analysis of multiple lime series,' Biometrika, 64, 355-365.
3. Chatfield, C. (1993), 'Calculating interval forecasts', Journal of Business and Economic Statistics, 11, 121-135.
4. Clements, M. P. and D. F. Hendry (1993), 'On the limitations of comparing mean square forecast errors', Journal of Forecasting, 12, 617-676 (with discussion).
5. Clements, M. P. and D. F. Hendry (1996), Economic Forecasting, Cambridge University Press, Cambridge.
6. Ericsson, N. R. and J. S. Irons (1994), Testing Exogeneity, Oxford University Press, Oxford.
7. Franklin, N. (1994), Guide To Economics Indicators, 2nd edition, M. E. Sharpe, Armont, New York.
8. Gilchrist, W. (1976), Statistical Forecasting, Wiley, Chichester.