Concepedia

Econometric Forecasting Models

Econometric Forecasting Models is a statistical modeling approach that employs established economic theories and historical data relationships to predict future cash flows, distinguished by its reliance on rigorously estimated econometric equations and causal inference.

3.3K

Publications

252.2K

Citations

5.2K

Authors

1.9K

Institutions

Publications per year

2017–2026

742

Parents

Publications

3.3K

Statsmodels: Econometric and Statistical Modeling with Python

Skipper Seabold, Josef Perktold · Proceedings of the Python in Science Conferences · 2010 · 6.5K citations · Full text

, , +16

Estimation and Inference of Impulse Responses by Local Projections

Òscar Jordà · American Economic Review · 2005 · 4.4K citations

, , +17

Applied econometric time series

Walter Enders · Journal of Macroeconomics · 1995 · 4.4K citations

, , +11

The theory and practice of econometrics

Journal of Macroeconomics · 1986 · 4.4K citations

, , +10

Applied Econometric Time Series.

mw, Walter Enders · Journal of the American Statistical Association · 1995 · 3K citations

, , +12

1–5 of 3.3K

Authors

5.2K

  1. DF
    David F. Hendry

    University of Oxford, United Kingdom

    50 publications · 7.7K citations

    34

    h-index

  2. NR
    Norman R. Swanson

    Rutgers, The State University of New Jersey, United States

    21 publications · 1.7K citations

    16

    h-index

  3. RG
    Rangan Gupta

    University of Pretoria, South Africa

    25 publications · 701 citations

    16

    h-index

  4. LR
    Lawrence R. Klein

    University of Pennsylvania, United States

    17 publications · 822 citations

    16

    h-index

  5. MP
    Michael P. Clements

    University of Warwick, United Kingdom

    17 publications · 2.1K citations

    15

    h-index

1–5 of 5.2K

Institutions

1.9K

  1. Federal Reserve

    Washington D.C., United States

    35 h-index

    150 publications

    9.4K citations

  2. National Bureau of Economic Research

    Cambridge, United States

    34 h-index

    71 publications

    13.3K citations

  3. Federal Reserve Board of Governors

    Washington D.C., United States

    31 h-index

    126 publications

    8.5K citations

  4. Centre for Economic Policy Research

    London, United Kingdom

    28 h-index

    46 publications

    3.1K citations

  5. University of Pennsylvania

    Philadelphia, United States

    24 h-index

    38 publications

    5.6K citations

  6. International Monetary Fund

    Washington D.C., United States

    23 h-index

    59 publications

    2.2K citations

  7. University of California San Diego

    San Diego, United States

    23 h-index

    33 publications

    6.4K citations

  8. University of Chicago

    Chicago, United States

    22 h-index

    37 publications

    5.4K citations

1–8 of 1.9K

Venues

  1. SSRN Electronic Journal

    Repository · 252 publications · 9.9K citations

    50

    h-index

  2. Journal of the American Statistical Association

    77 publications · 12.2K citations

    43

    h-index

  3. International Journal of Forecasting

    97 publications · 6.2K citations

    42

    h-index

  4. Econometrica

    53 publications · 12.4K citations

    40

    h-index

  5. Journal of Forecasting

    110 publications · 4.2K citations

    36

    h-index

1–5