Forecasting non-stationary economic time series / Michael P. Clements and David F. Hendry.

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Bibliographic Details
Uniform Title:Zeuthen lecture book series.
Main Author: Clements, Michael
Other Authors: Hendry, David F.
Language:English
Published: Cambridge, Mass. : MIT Press, [1999], ©1999.
Series:Zeuthen lecture book series.
Subjects:
Time-series analysis.
Economic forecasting > Statistical methods.
Previsiones económicas > Métodos estadísticos.
Physical Description:xxviii, 362 pages : illustrations ; 24 cm.
Format: Book
Contents:
  • Economic forecasting
  • Forecast failure
  • Deterministic shifts
  • Other sources
  • Differencing
  • Intercept corrections
  • Modeling consumers' expenditure
  • A small UK money model
  • Co-breaking
  • Modeling shifts
  • A wage-price model
  • Postscript.