This paper considers out-of-sample forecasting of left–right political orientations of party affiliates in the Netherlands, using weekly data from 973 independent national Dutch surveys conducted between 1978 and 1996. The orientations of left-wing and right-wing party affiliates tend to converge over time in the sense that the differences between the average positions tend to decline. The left–right series also reveal long-memory properties in the sense that shocks appear to be highly persistent. We develop forecasting models that account for these data features and we derive the relevant forecast intervals.

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Keywords convergence, fractional integration, left-right political orientation
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Journal International Journal of Forecasting
Franses, Ph.H.B.F, Eisinga, R, & Ooms, M. (1999). Forecasting long-memory left-right political orientations. International Journal of Forecasting, 185–199. doi:10.1016/S0169-2070(98)00064-8