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Econometrics: Alchemy Or Science?: Essays in Econometric Methodology
David F. Hendry
No preview available - 2000
anticipated forecast uncertainty Bank of England Bank of England's Cambridge Chapter Clements and Hendry confidence intervals corresponding forecast error D. F. Hendry degree of forecast degree of persistence density in Figure Doornik dynamic model econometric models Econometrics Journal England England's fan chart error for 2010 estimated densities Evaluation fare Federal Reserve System Figure 4a Finance Discussion Papers forecast model forecast of income forecast uncertainty depends Forecast uncertainty reflects forthcoming future shocks graph Hendry and N. R. Histograms and estimated intercept International Finance Discussion Item Jonathan H Lucas Critique Marquez and Ericsson Massachusetts mean square forecast measures of forecast model errors model implies N. R. Ericsson eds numerically PcGive random walk model reflects the distribution RPIX Sargan square forecast error static and dynamic static model trend coefficient trend model U.S. trade balance U.S./U.K. exchange rate uncertainty arising UNCERTAINTY IN ECONOMIC Understanding Economic Forecasts United Kingdom variable being forecast