EconPapers    
Economics at your fingertips  
 

Forecasting in Economics and Finance

Graham Elliott () and Allan G Timmermann

No 11354, CEPR Discussion Papers from C.E.P.R. Discussion Papers

Abstract: 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.

Keywords: Big Data; Forecast evaluation; Forecast models; Model Instability; Parameter Estimation (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-for
Date: 2016-06
References: View references in EconPapers View complete reference list from CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://www.cepr.org/active/publications/discussion_papers/dp.php?dpno=11354 (application/pdf)
CEPR Discussion Papers are free to download for our researchers, subscribers and members. If you fall into one of these categories but have trouble downloading our papers, please contact us at subscribers@cepr.org

Related works:
Journal Article: Forecasting in Economics and Finance (2016) Downloads
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: https://EconPapers.repec.org/RePEc:cpr:ceprdp:11354

Ordering information: This working paper can be ordered from
http://www.cepr.org/ ... rs/dp.php?dpno=11354

Access Statistics for this paper

More papers in CEPR Discussion Papers from C.E.P.R. Discussion Papers Centre for Economic Policy Research, 77 Bastwick Street, London EC1V 3PZ..
Bibliographic data for series maintained by (). This e-mail address is bad, please contact .

 
Page updated 2018-04-04
Handle: RePEc:cpr:ceprdp:11354