SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Evaluating a Global Vector Autoregression for Forecasting · Study

ArticleShelves

ArticleEvaluating a Global Vector Autoregression for Forecasting

Neil R. Ericsson2012

OA

Articlegreen2012

Evaluating a Global Vector Autoregression for Forecasting

Neil R. Ericsson · Erica Leigh Reisman

40 citations·0/0 files stored·International Advances in Economic Research

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Global Financial Crisis and Policies Forecasting Techniques and Applications

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 40 citations exist upstream.

References

1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach 1993Tests for Parameter Instability and Structural Change With Unknown Change Point 2012Predicting the Present with Google Trends 1999Numerical distribution functions of likelihood ratio tests for cointegration 2000Forecasting Economic Time Series 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model 2012International Journal of Central Banking

Cited by

2017Evaluating Forecasts, Narratives and Policy Using a Test of Invariance 2017Deciding between alternative approaches in macroeconomics 2017How biased are U.S. government forecasts of the federal debt?2014Outlier Detection in Structural Time Series Models: The Indicator Saturation Approach 2016Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis 2014

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2013The GVAR Approach and the Dominance of the U.S. Economyarticle · 10 shared references 2013Trade shocks from BRIC to South Africa: A global VAR analysisarticle · 9 shared references 2012The role of credit in international business cyclespreprint · 9 shared references 2012China's Emergence in the World Economy and Business Cycles in Latin Americaarticle · 7 shared references 2017How biased are U.S. government forecasts of the federal debt?article · 7 shared references 2014The differential effects of oil demand and supply shocks on the global economyarticle · 6 shared references

Details

Year2012

Typearticle

Published2012-05-29

VenueInternational Advances in Economic Research

ISSN-L1083-0898

Languageen

Citations40

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1007/s11294-012-9357-0

openalex_workW1970583149

Links

Imported from OpenAlex (CC0) — nothing here is generated.

Theory and Practice of GVAR Modeling

2023The historical role of energy in UK inflation and productivity with implications for price inflation