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

Matthews, Kent Gerard Patrick, Minford, Anthony Patrick Leslie and Blackman, S. C. 1994. Quarterly liverpool model with current partial information: An exercise in forecasting. Journal of Forecasting 13 (6) , pp. 507-518. 10.1002/for.3980130603

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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.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Business (Including Economics)
Subjects: H Social Sciences > HC Economic History and Conditions
H Social Sciences > HG Finance
Uncontrolled Keywords: Current partial information; Rational expectations; Liverpool macroeconomic model
Publisher: John Wiley & Sons
ISSN: 1099-131X
Last Modified: 04 Jun 2017 05:10
URI: http://orca.cf.ac.uk/id/eprint/49238

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Cited 2 times in Web of Science. View in Web of Science.

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