| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP11354 |
| DP11354 Forecasting in Economics and Finance | |
| Henry Allan Timmermann; Graham Elliott | |
| 发表日期 | 2016-06-26 |
| 出版年 | 2016 |
| 语种 | 英语 |
| 摘要 | Practices used to address economic forecasting problems have undergone substantial changes over recent years. We review how such changes have influenced the ways in which a range of forecasting questions are being addressed. We also discuss the promises and challenges arising from access to big data. Finally, we review empirical evidence and experience accumulated from the use of forecasting methods to a range of economic and financial variables. |
| 主题 | Financial Economics |
| 关键词 | Forecast models Big data Parameter estimation Model instability Forecast evaluation |
| URL | https://cepr.org/publications/dp11354 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/540169 |
| 推荐引用方式 GB/T 7714 | Henry Allan Timmermann,Graham Elliott. DP11354 Forecasting in Economics and Finance. 2016. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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