Concepedia

Structural Forecasting Models

Structural Forecasting Model is a type of econometric model that belongs to the class of causal forecasting frameworks, distinguished by its explicit incorporation of theoretical economic relationships derived from economic theory to represent the underlying structure of an economy.

163

Publications

17.8K

Citations

276

Authors

181

Institutions

Publications per year

2017–2026

23

Variants

Structural Econometric Models

Parents

Publications

163

Forecasting, Structural Time Series Models and the Kalman Filter

Robert Fildes, Andrew Harvey, Mike West et al. · Journal of the Operational Research Society · 1991 · 4.8K citations

, , +13

Introduction to Multiple Time Series Analysis

Ian T. Jolliffe, Helmut Lütkepohl, Helmut Lütkepohl · Technometrics · 1993 · 2K citations

, , +16

Detrending, stylized facts and the business cycle

Andrew Harvey, Albert Jaeger · Journal of Applied Econometrics · 1993 · 1.2K citations

, , +17

Advertising and Aggregate Consumption: An Analysis of Causality

Richard Ashley, Clive W. J. Granger, Richard Schmalensee · Econometrica · 1980 · 551 citations

, , +13

The theta model: a decomposition approach to forecasting

Vassilios Assimakopoulos · International Journal of Forecasting · 2000 · 488 citations · Full text

, , +14

1–5 of 163

Authors

276

  1. AH
    Andrew Harvey

    University of Cambridge, United Kingdom

    10 publications · 7.5K citations

    10

    h-index

  2. RF
    Robert Fildes

    Lancaster University, United Kingdom

    4 publications · 5K citations

    4

    h-index

  3. DF
    David F. Hendry

    University of Oxford, United Kingdom

    4 publications · 104 citations

    4

    h-index

  4. RG
    Rangan Gupta

    University of Pretoria, South Africa

    3 publications · 147 citations

    3

    h-index

  5. NS
    Neil Shephard

    University of Oxford, United Kingdom

    3 publications · 375 citations

    3

    h-index

1–5 of 276

Institutions

181

  1. International Monetary Fund

    Washington D.C., United States

    6 h-index

    8 publications

    502 citations

  2. National Bureau of Economic Research

    Cambridge, United States

    5 h-index

    8 publications

    418 citations

  3. University of Oxford

    Oxford, United Kingdom

    4 h-index

    6 publications

    178 citations

  4. Centre for Economic Policy Research

    London, United Kingdom

    4 h-index

    5 publications

    233 citations

  5. Australian National University

    Canberra, Australia

    4 h-index

    6 publications

    773 citations

  6. University of Pretoria

    Pretoria, South Africa

    3 h-index

    4 publications

    157 citations

  7. Massachusetts Institute of Technology

    Cambridge, United States

    3 h-index

    3 publications

    616 citations

  8. University of Reading

    Reading, United Kingdom

    3 h-index

    3 publications

    99 citations

1–8 of 181

Venues

  1. SSRN Electronic Journal

    Repository · 15 publications · 427 citations

    13

    h-index

  2. Journal of Forecasting

    10 publications · 257 citations

    10

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 10 publications · 413 citations

    10

    h-index

  4. International Journal of Forecasting

    6 publications · 799 citations

    6

    h-index

  5. Economic Modelling

    5 publications · 208 citations

    5

    h-index

1–5