Quarterly liverpool model with current partial information: An exercise in forecasting

K. G.P. Matthews; A. P.L. Minford; S. C. Blackman

doi:10.1002/for.3980130603

Quarterly liverpool model with current partial information: An exercise in forecasting

K. G.P. Matthews, A. P.L. Minford, S. C. Blackman

Research output: Journal Publication › Article › peer-review

2 Citations (Scopus)

Abstract

This paper applies an algorithm for the solution of partial current information in rational expectation models to the quarterly Liverpool macroeconomic model of the U.K. The algorithm is shown to produce marginally superior results in forecasts both in ex‐post and ex‐ante forecasts and can be viewed as an additional tool for the forecaster's kit‐bag.

Original language	English
Pages (from-to)	507-518
Number of pages	12
Journal	Journal of Forecasting
Volume	13
Issue number	6
DOIs	https://doi.org/10.1002/for.3980130603
Publication status	Published - Nov 1994
Externally published	Yes

Keywords

Current partial information
Liverpool macroeconomic model
Rational expectations

ASJC Scopus subject areas

Modelling and Simulation
Computer Science Applications
Strategy and Management
Statistics, Probability and Uncertainty
Management Science and Operations Research

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10.1002/for.3980130603

Cite this

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abstract = "This paper applies an algorithm for the solution of partial current information in rational expectation models to the quarterly Liverpool macroeconomic model of the U.K. The algorithm is shown to produce marginally superior results in forecasts both in ex‐post and ex‐ante forecasts and can be viewed as an additional tool for the forecaster's kit‐bag.",

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Quarterly liverpool model with current partial information: An exercise in forecasting

Abstract

Keywords

ASJC Scopus subject areas

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