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An overview of forecasting facing breaks
Castle, Jennifer; Clements, Michael P.; Hendry, David F. - 2016
Persistent link: https://www.econbiz.de/10011451503
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Forecasting : an essential introduction
Castle, Jennifer; Clements, Michael P.; Hendry, David F. - 2019
Persistent link: https://www.econbiz.de/10012061522
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Unpredictability in economic analysis, econometric modeling and forecasting
Hendry, David F.; Mizon, Grayham E. - In: Journal of econometrics 182 (2014) 1, pp. 186-195
Persistent link: https://www.econbiz.de/10010497091
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Understanding economic forecasts
Hendry, David F. (ed.); Ericsson, Neil R. (contributor) - 2001
Persistent link: https://www.econbiz.de/10001586492
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A companion to economic forecasting
Clements, Michael P. (ed.); Hendry, David F. (contributor) - 2002 - 1. publ.
Persistent link: https://www.econbiz.de/10001626309
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An historical perspective on forecast errors
Clements, Michael P.; Hendry, David F. - In: National Institute economic review (2001) 3, pp. 100-118
Persistent link: https://www.econbiz.de/10001602439
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Forecasting by factors, by variables, or both?
Castle, Jennifer; Clements, Michael P.; Hendry, David F. - 2012
Persistent link: https://www.econbiz.de/10009531426
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Forecasting economic aggregates by disaggregates
Hendry, David F.; Hubrich, Kirstin - 2006
Persistent link: https://www.econbiz.de/10003293961
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Forecasting economic aggregates by disaggregates
Hendry, David F. (contributor); Hubrich, Kirstin (contributor) - 2006
We suggest an alternative use of disaggregate information to forecast the aggregate variable of interest, that is to … findings and analyse why forecasting the aggregate using information on its disaggregate components improves forecast accuracy … of the aggregate forecast of euro area and US inflation in some situations, but not in others …
Persistent link: https://www.econbiz.de/10003280663
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Forecasting facing economic shifts, climate change and evolving pandemics
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: Econometrics : open access journal 10 (2022) 1, pp. 1-21
By its emissions of greenhouse gases, economic activity is the source of climate change which affects pandemics that in turn can impact badly on economies. Across the three highly interacting disciplines in our title, time-series observations are measured at vastly different data frequencies:...
Persistent link: https://www.econbiz.de/10012804940