Economics at your fingertips  

Election forecasts: Cracking the Danish case

Richard Nadeau and Michael S. Lewis-Beck

International Journal of Forecasting, 2020, vol. 36, issue 3, 892-898

Abstract: Election forecasting models based on voting theories and estimated via regression analysis are routinely available for virtually all advanced industrial democracies. Denmark, however, offers an exception, for no such prediction equations have been published on the Danish case. This absence has sometimes been attributed to the puzzling nature of economic voting there, along with the complexity of its multi-party system, which renders formulation of the dependent variable problematic. We attempt to overcome these obstacles, offering a “synthetic” forecasting model for Danish national election outcomes, 1964–2015. The regression model, based on the variables of economic growth and vote intention, performs well, by various tests. Finally, we apply it, ex ante fashion, to the 2019 contest, where the prediction favored the Social Democratic led coalition, an outcome that came to pass.

Keywords: Election forecasting; Economic voting; Danish elections (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed

Downloads: (external link)
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

DOI: 10.1016/j.ijforecast.2019.09.007

Access Statistics for this article

International Journal of Forecasting is currently edited by R. J. Hyndman

More articles in International Journal of Forecasting from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Page updated 2021-12-18
Handle: RePEc:eee:intfor:v:36:y:2020:i:3:p:892-898