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~person:"Clements, Michael P."
~person:"Whelan, Karl"
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Clements, Michael P.
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Surveys of professionals
Clements, Michael P.
;
Rich, Robert W.
;
Tracy, Joseph S.
-
2022
Persistent link: https://www.econbiz.de/10013277578
Saved in:
2
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts
Hendry, David
;
Clements, Michael P.
-
Department of Economics, Oxford University
-
2010
This chapter describes the issues confronting any realistic context for
economic
forecasting
, which is inevitably based …
Persistent link: https://www.econbiz.de/10008513362
Saved in:
3
Federal Reserve information during the great moderation
Whelan, Karl
;
D'Agostino, Antonello
-
School of Economics, University College Dublin
-
2008
Using data from the period 1970-1991, Romer and Romer (2000) showed that Federal Reserve forecasts of inflation and output were superior to those provided by commercial forecasters. In this paper, we show that this superior forecasting performance deteriorated after 1991. Over the decade...
Persistent link: https://www.econbiz.de/10011269369
Saved in:
4
Federal Reserve information during the great moderation
Whelan, Karl
;
D'Agostino, Antonello
-
School of Economics, University College Dublin
-
2007
Using data from the period 1970-1991, Romer and Romer (2000) showed that Federal Reserve forecasts of inflation and output were superior to those provided by commercial forecasters. In this paper, we show that this superior forecasting performance deteriorated after 1991. Over the decade...
Persistent link: https://www.econbiz.de/10011269389
Saved in:
5
Empirical proxies for the consumption–wealth ratio
Whelan, Karl
;
Rudd, Jeremy
-
2006
Using a log-linearized approximation to an aggregate budget constraint, it is possible to show that the ratio of consumption to total (human and non-human) wealth summarizes agents' expectations concerning both future labor income and future asset returns. In a series of recent papers, Lettau...
Persistent link: https://www.econbiz.de/10009475718
Saved in:
6
Empirical proxies for the consumption–wealth ratio
Whelan, Karl
;
Rudd, Jeremy
-
School of Economics, University College Dublin
-
2006
Using a log-linearized approximation to an aggregate budget constraint, it is possible to show that the ratio of consumption to total (human and non-human) wealth summarizes agents' expectations concerning both future labor income and future asset returns. In a series of recent papers, Lettau...
Persistent link: https://www.econbiz.de/10011269468
Saved in:
7
Consumption and expected asset returns without assumptions about unobservables
Whelan, Karl
-
School of Economics, University College Dublin
-
2006
If asset returns are predictable, then rational expectations and the arithmetic of budget constraints together imply that these predictable changes in returns should affect current consumption. This paper presents a new framework linking consumption, income, and observable assets to expectations...
Persistent link: https://www.econbiz.de/10011269502
Saved in:
8
Forecasting with breaks
Clements, Michael P.
;
Hendry, David F.
;
Elliot, G.
; …
-
2006
. (2006). Forecasting with breaks. In: Elliot, G., Granger, C. W. J. & Timmermann, A. (eds.), Handbook of
Economic
Forecasting
…
Persistent link: https://www.econbiz.de/10009441390
Saved in:
9
Chapter 12 Forecasting with Breaks
Clements, Michael P.
;
Hendry, David F.
-
2006
A structural break is viewed as a permanent change in the parameter vector of a model. Using taxonomies of all sources of forecast errors for both conditional mean and conditional variance processes, we consider the impacts of breaks and their relevance in forecasting models: (a) where the...
Persistent link: https://www.econbiz.de/10014023694
Saved in:
10
Forecasting Non-Stationary Economic Time Series
Clements, Michael P.
;
Hendry, David F.
-
The MIT Press
economic
forecasting
, Michael Clements and David Hendry ask why some practices seem to work empirically despite a lack of … formal support from theory. After reviewing the conventional approach to
economic
forecasting
, they look at the implications …
Persistent link: https://www.econbiz.de/10004973047
Saved in:
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