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Techniques of Forecasting Using Vector Autoregressions · Study

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PreprintTechniques of Forecasting Using Vector Autoregressions

Robert B. Litterman1979

OA

Preprintgold1979

Techniques of Forecasting Using Vector Autoregressions

Robert B. Litterman

294 citations·0/0 files stored

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Forecasting Techniques and Applications Monetary Policy and Economic Impact Statistical and numerical algorithms

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 294 citations exist upstream.

References

1976Econometric policy evaluation: A critique 1980Formulating and estimating dynamic linear rational expectations models 1978Estimation of Dynamic Labor Demand Schedules under Rational Expectations 1979After Keynesian Macroeconomics

Cited by

2004Energy consumption in China: past trends and future directions 2014The Financial and Macroeconomic Effects of OMT Announcements 2022How is machine learning useful for macroeconomic forecasting?2018Monetary policy and bank profitability in a low interest rate environment 2013Forecasting with Bayesian Vector Autoregression 1988Money does Granger-cause output in the bivariate money-output relation 1997Modelling and forecasting monthly fisheries catches: comparison of regression, univariate and multivariate time series methods 1997Bayesian Vector Autoregressions with Stochastic Volatility

Details

Year1979

Typepreprint

Published1979-11-01

Languageen

Citations294

Files0 public / 0

ShelfForecasting Techniques and Applications

Identifiers

doi10.21034/wp.115

openalex_workW1524449313

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