Forecasting Non-stationary Economic Time Series

Forecasting Non-stationary Economic Time Series
Author :
Publisher : MIT Press
Total Pages : 398
Release :
ISBN-10 : 0262531895
ISBN-13 : 9780262531894
Rating : 4/5 (894 Downloads)

Book Synopsis Forecasting Non-stationary Economic Time Series by : Michael P. Clements

Download or read book Forecasting Non-stationary Economic Time Series written by Michael P. Clements and published by MIT Press. This book was released on 1999 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text on economic forecasting asks why some practices seem to work empirically despite a lack of formal support from theory. After reviewing the conventional approach to forecasting, it looks at the implications for causal modelling, presents forecast errors and delineates sources of failure.


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