By Bert G. Hickman
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Extra info for Econometric models of cyclical behavior;: [proceedings]
They also show that the true ex ante forecasts are better than hypothetical ex ante forecasts generated by mechanical methods for the Wharton Model, and for most of the OBE forecasts. Evidently, the use of judgmental adjustments contributes substantially to the reduction of ex ante forecast errors. On the basis of their empirical analysis of the sources of ex ante forecast error, the authors conclude that it is the third class of judgmental adjust- ment—changing the preliminary assumptions on exogenous variables and constants until the resulting forecast falls within the range thought to be reasonable — which is principally responsible for the improvement in ex ante forecasts.
The explanatory variables in this equation—output, interest rates, and deflated cash flow—follow the determinants used by Almon. Interest rates (with a shift of variable during the bills-only policy), a rent to cost-of-housing ratio, and the vacancy level (expressed as a deviation from a long-term trend) are used as explanatory variables in the equation for housing starts (HS). Housing investment (111) is determined by a phase out of HS levels, where the phase weights are those used by the Census Bureau.
It seemed desirable, therefore, to construct a model with a building a monthf version. An irnpor applications with than when calenc model is the processes, since many structures are consistent with the same reduced structural specification reflecting the Mitchell-Burns hypotheses, in order to see if it could match, or exceed, the successes of other specifications in capturing the empirical regularities isolated in the long history of NBER cycle studies. Owing to limitations of time, this program still remains to be carried out.