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Explaining Forecast Failure in Macroeconomics
16 references·1 citing·33 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
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  • 1995Dynamic Econometrics1,199 cited
  • 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
  • 1998Forecasting Economic Time Series863 cited
  • 1991Long-Run Economic Relationships760 cited
  • 1982Monetary Trends in the United States and the United Kingdom701 cited
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  • 1993Calculating Interval Forecasts364 cited
  • 2000Forecasting non-stationary economic time series340 cited
  • 1993Evaluating policy regimes : new research in empirical macroeconomics294 cited
  • 1994

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MODELLING LINEAR DYNAMIC ECONOMETRIC SYSTEMS
202 cited

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  • 2023Do professional forecasters believe in the Phillips curve?8 cited