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Improving econometric forecasts by using subperiod data
| Content Provider | Library of Congress - Books/Printed Material |
|---|---|
| Author | Anderson, Paul A. |
| Temporal Coverage | 1977 |
| Abstract | "The method proposed here includes two innovations which should improve the accuracy of econometric forecasting. First, it replaces the subjective, judgmental adjustments commonly used with a more formal, objective econometric procedure. Second, it includes a methodology for testing the usefulness of subperiod data which forecasters often inspect when choosing intercept adjustments. A sample application to the MIT-Penn-SSRC Model demonstrates that the procedure is both feasible and potentially helpful in the context of a large macroeconometric model"--Federal Reserve Bank of Minneapolis web site. |
| Language | English |
| Publisher | Federal Reserve Bank of Minneapolis, |
| Publisher Place | Minneapolis, Minn. |
| Part of Series | Catalog |
| Requires | HTML5 supported browser |
| Access Restriction | Open |
| Subject Keyword | Econometric Models Economic Forecasting |
| Subject Domain (in LCSH) | Economic forecasting |
| Subject Domain (in LCSH) | Econometric models |
| Subject Domain (in LCC) | HB1 |
| Content Type | Text |
| Resource Type | Book |
