Advertisement

Introduction

  • Michael P. Clements
Chapter
Part of the Palgrave Texts in Econometrics book series (PTEC)

Abstract

There are many good books and articles on time-series econometrics, which cover forecasting, as well as books and handbooks specifically on forecasting.

References

  1. Batchelor, R., & Dua, P. (1991). Blue Chip rationality tests. Journal of Money, Credit and Banking, 23, 692–705.CrossRefGoogle Scholar
  2. Box, G. E. P., & Jenkins, G. M. (1970). Time series analysis, forecasting and control. San Francisco, CA: Holden-Day.Google Scholar
  3. Castle, J. L., Clements, M. P., & Hendry, D. F. (forthcoming). Forecasting: An essential guide. Yale University Press.Google Scholar
  4. Clements, M. P., & Hendry, D. F. (1998). Forecasting economic time series. Cambridge: Cambridge University Press. The Marshall lectures on economic forecasting.CrossRefGoogle Scholar
  5. Clements, M. P., & Hendry, D. F. (1999). Forecasting non-stationary economic time series. Cambridge, MA: MIT Press.Google Scholar
  6. Clements, M. P., & Hendry, D. F. (Eds.). (2002). A companion to economic forecasting. Oxford: Blackwells.Google Scholar
  7. Clements, M. P., & Hendry, D. F. (2005). Evaluating a model by forecast performance. Oxford Bulletin of Economics and Statistics, 67, 931–956.CrossRefGoogle Scholar
  8. Clements, M. P., & Hendry, D. F. (Eds.). (2011). Oxford handbook of economic forecasting. Oxford: Oxford University Press.Google Scholar
  9. Elliott, G., Granger, C. W., & Timmermann, A. (Eds.). (2006). Handbook of economic forecasting, volume 1. Handbook of economics 24. Amsterdam: Elsevier/Horth-Holland.Google Scholar
  10. Elliott, G., & Timmermann, A. (Eds.). (2013). Handbook of economic forecasting, volume 2A. Amsterdam: Elsevier/Horth-Holland.Google Scholar
  11. Goodwin, P. (2017). Forewarned: a sceptics guide to prediction by Paul Goodwin. Hoboken, NJ: Blackwell Publishing.Google Scholar
  12. Granger, C. W. J., & Newbold, P. (1977). Forecasting economic time series. New York: Academic Press.Google Scholar
  13. Hamilton, J. D. (1994). Time series analysis. Princeton: Princeton University Press.Google Scholar
  14. Harvey, A. C. (1990). Forecasting, structural time series models and the Kalman filter. Cambridge: Cambridge University Press.CrossRefGoogle Scholar
  15. Hendry, D. F. (1995). Dynamic econometrics. Oxford: Oxford University Press.CrossRefGoogle Scholar
  16. Klein, L. R. (1971). An essay on the theory of economic prediction. Chicago, IL: Markham Publishing Company.Google Scholar
  17. Silver, N. (2012). The signal and the noise: Why so many predictions fail - but some don’t. New York: Penguin.Google Scholar
  18. Tetlock, P., & Gardener, D. (2015). Superforecasting: The art and science of prediction. New York: Random House.Google Scholar
  19. Theil, H. (1958). Economic forecasts and policy. Amsterdam: North-Holland Publishing Company. 2nd edition 1961.Google Scholar
  20. Theil, H. (1971). Applied economic forecasting. Amsterdam: North-Holland Publishing Company.Google Scholar
  21. Zarnowitz, V., & Braun, P. (1993). Twenty-two years of the NBER-ASA quarterly economic outlook surveys: Aspects and comparisons of forecasting performance. In J. Stock & M. Watson (Eds.), Business cycles, indicators, and forecasting (pp. 11–84). Chicago: University of Chicago Press and NBER.Google Scholar

Copyright information

© The Author(s) 2019

Authors and Affiliations

  • Michael P. Clements
    • 1
  1. 1.ICMA Centre, Henley Business SchoolUniversity of ReadingWheatleyUK

Personalised recommendations