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Volumn 58, Issue 1, 1996, Pages 279-304

On comparing macroeconomic models using forecast encompassing tests

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Indexed keywords


EID: 17644402154     PISSN: 03059049     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1468-0084.1996.mp58002005.x     Document Type: Review
Times cited : (11)

References (21)
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  • 3
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    • On the Limitations of Comparing Mean Square Forecast Errors
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    • Clements, M.P.1    Hendry, D.F.2
  • 4
    • 0039930737 scopus 로고
    • Towards a Theory of Economic Forecasting
    • ch. 2 in Hargreaves, C. P. (ed.), Oxford University Press, Oxford
    • Clements, M. P. and Hendry, D. F. (1994). 'Towards a Theory of Economic Forecasting', ch. 2 in Hargreaves, C. P. (ed.), Nonstationary Time Series Analysis and Cointegration. Oxford University Press, Oxford.
    • (1994) Nonstationary Time Series Analysis and Cointegration
    • Clements, M.P.1    Hendry, D.F.2
  • 5
    • 0001070654 scopus 로고
    • Parameter Constancy, Mean Squared Forecast Errors, and Measuring Forecast Performance: An Exposition, Extensions, and Illustration
    • Ericsson, N. (1992). 'Parameter Constancy, Mean Squared Forecast Errors, and Measuring Forecast Performance: An Exposition, Extensions, and Illustration', Journal of Policy Modeling, Vol. 14 pp. 465-98.
    • (1992) Journal of Policy Modeling , vol.14 , pp. 465-498
    • Ericsson, N.1
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    • 84979390195 scopus 로고
    • On the Limitations of Comparing Mean Square Forecast Errors: Clarification and Extensions
    • Ericsson, N. (1994). 'On the Limitations of Comparing Mean Square Forecast Errors: Clarification and Extensions', Journal of Forecasting, Vol. 12, pp. 644-51.
    • (1994) Journal of Forecasting , vol.12 , pp. 644-651
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  • 7
    • 0027713372 scopus 로고
    • Encompassing the Forecasts of U.S. Trade-Balance Models
    • Ericsson, N. and Marquez, J. (1993). 'Encompassing the Forecasts of U.S. Trade-Balance Models', Review of Economics and Statistics, Vol. 75, pp. 19-31.
    • (1993) Review of Economics and Statistics , vol.75 , pp. 19-31
    • Ericsson, N.1    Marquez, J.2
  • 9
    • 0001223829 scopus 로고
    • Econometric Evaluation of the Exchange Rate in Models of the UK Economy
    • Fisher, P. G., Tanna, S. K., Turner, D. S., Wallis, K. F. and Whitley, J. D. (1990). 'Econometric Evaluation of the Exchange Rate in Models of the UK Economy', Economic Journal, Vol. 100, pp. 1230-44.
    • (1990) Economic Journal , vol.100 , pp. 1230-1244
    • Fisher, P.G.1    Tanna, S.K.2    Turner, D.S.3    Wallis, K.F.4    Whitley, J.D.5
  • 10
    • 38249019478 scopus 로고
    • The Historical Tracking Performance of UK Macroeconometric Models, 1978-85
    • Fisher, P. G. and Wallis, K. F. (1990). 'The Historical Tracking Performance of UK Macroeconometric Models, 1978-85', Economic Modelling, Vol. 7, pp. 179-97.
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    • Fisher, P.G.1    Wallis, K.F.2
  • 12
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    • On the Formulation of Empirical Models in Dynamic Econometrics
    • Hendry, D. F. and Richard, J.-F. (1982). 'On the Formulation of Empirical Models in Dynamic Econometrics', Journal of Econometrics, Vol. 20, pp. 3-33.
    • (1982) Journal of Econometrics , vol.20 , pp. 3-33
    • Hendry, D.F.1    Richard, J.-F.2
  • 15
    • 0012171171 scopus 로고
    • Forecast Encompassing and Model Evaluation
    • Hackl, P. and Westlund, A. H. (eds.), Springer-Verlag, Berlin
    • Lu, M. and Mizon, G. E. (1991). 'Forecast Encompassing and Model Evaluation', in Hackl, P. and Westlund, A. H. (eds.), Economic Structural Change, Analysis and Forecasting. Springer-Verlag, Berlin.
    • (1991) Economic Structural Change, Analysis and Forecasting
    • Lu, M.1    Mizon, G.E.2
  • 16
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    • On the Role of Simulation in the Statistical Evaluation of Econometric Models
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    • Pagan, A.R.1
  • 17
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    • Turner, D. S. (1990). 'The Role of Judgement in Macroeconomic Forecasting', Journal of Forecasting, Vol. 9, pp. 315-45.
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    • Turner, D.S.1
  • 18
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    • On the Limitations of Comparing Mean Square Forecast Errors: Comment
    • Wallis, K. F. (1994). 'On the Limitations of Comparing Mean Square Forecast Errors: Comment', Journal of Forecasting, Vol. 12, pp. 663-66.
    • (1994) Journal of Forecasting , vol.12 , pp. 663-666
    • Wallis, K.F.1
  • 21
    • 84979398682 scopus 로고
    • Sources of Error in Forecasts and Expectations: UK Economic Models, 1984-88
    • Wallis, K. F. and Whitley, J. D. (1991). 'Sources of Error in Forecasts and Expectations: UK Economic Models, 1984-88', Journal of Forecasting, Vol. 10, pp. 231-53.
    • (1991) Journal of Forecasting , vol.10 , pp. 231-253
    • Wallis, K.F.1    Whitley, J.D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.