Predictable uncertainty in economic forecasting
By: Neil R. Ericsson.
Series: International finance discussion papers ;; no. 695; International finance discussion papers (Online) ;; no. 695.
Publisher: Federal Reserve Board
Published: 2000
Place of publication: Washington, D.C
Language: eng
Format: Electronic resource
Description: "This paper provides an introduction to predictable forecast uncertainty in empirical economic modelling.  The sources of both predictable and unpredictable forecast uncertainty are categorized.  Key features of predictable forecast uncertainty are illustrated by several analytical models, including static and dynamic models, and single-equation and multiple-equation models.  Empirical models of the U.S. trade account, U.K. inflation, and U.K.  real national income help clarify the issues involved"--Federal Reserve Board web site.
Notes: Also available in print.
Includes bibliographical references.
Title from PDF file as viewed on 10/29/2004.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.