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Evaluating a Global Vector Autoregression for Forecasting
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Evaluating a Global Vector Autoregression for Forecasting (2012)Evaluating a Global Vector Autoregression…Predicting the Present with Google Trends (2012)Predicting the Present with G…International Journal of Central Banking (2012)International Journal of Cent…Forecasting economic and financial variables with global VARs (2009)Forecasting economic and fina…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Shocks and Frictions in US Bu…Exploring the international linkages of the euro area: a global VAR analysis (2007)Exploring the international l…The Cointegrated VAR Model: Methodology and Applications (2006)The Cointegrated VAR Model: M…Sigma: A New Open Economy Model for Policy Analysis (2005)Sigma: A New Open Economy Mod…Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Modeling Regional Interdepend…Forecasting non-stationary economic time series (2000)Forecasting non-stationary ec…Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…Forecasting Non-Stationary Economic Time Series (1999)Forecasting Non-Stationary Ec…Forecasting Economic Time Series (1998)Forecasting Economic Time Ser…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Cointegration in partial systems and the efficiency of single-equation analysis (1992)Cointegration in partial syst…The historical role of energy in UK inflation and productivity with implications for price inflation (2023)The historical role of energy…How biased are U.S. government forecasts of the federal debt? (2017)How biased are U.S. governmen…Evaluating Forecasts, Narratives and Policy Using a Test of Invariance (2017)Evaluating Forecasts, Narrati…Deciding between alternative approaches in macroeconomics (2017)Deciding between alternative …Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis (2016)Eliciting GDP forecasts from …Theory and Practice of GVAR Modeling (2014)Theory and Practice of GVAR M…Outlier Detection in Structural Time Series Models: The Indicator Saturation Approach (2014)Outlier Detection in Structur…The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Food versus fuel: What do prices tell us? (2009)THE FINANCIAL CRISIS AND THE SYSTEMIC FAILURE OF THE ECONOMICS PROFESSION (2009)The impact of economic growth on CO2 emissions in Azerbaijan (2018)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)CO2 emissions, electricity consumption and output in ASEAN (2010)The contribution of foreign direct investment to clean energy use, carbon emissions and economic growth (2013)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2004)General Diagnostic Tests for Cross Section Dependence in Panels (2004)Unit Roots and Cointegration in Panels (2008)Panel Vector Autoregressive Models: A Survey (2013)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Panels with Nonstationary Multifactor Error Structures (2006)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)When Is the Government Spending Multiplier Large? (2011)Bounds testing approaches to the analysis of level relationships (2001)An Almost Ideal Demand System (1980)Empirical exchange rate models of the seventies (1983)Generalized autoregressive conditional heteroskedasticity (1986)In Search of Attention (2011)Big data in tourism research: A literature review (2018)Text as Data (2019)Real-Time Measurement of Business Conditions (2009)Fiscal Stimulus in a Monetary Union: Evidence from US Regions (2014)FRED-MD: A Monthly Database for Macroeconomic Research (2015)
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References

  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 2012Predicting the Present with Google Trends2,353 cited
  • 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 2012International Journal of Central Banking1,258 cited
  • 2006The Cointegrated VAR Model: Methodology and Applications1,181 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
  • 1998Forecasting Economic Time Series863 cited
  • 1999Forecasting Non-Stationary Economic Time Series419 cited
  • 2000Forecasting non-stationary economic time series340 cited
  • 2005Sigma: A New Open Economy Model for Policy Analysis318 cited

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  • 2009Forecasting economic and financial variables with global VARs242 cited
  • Cited by

    • 2017Evaluating Forecasts, Narratives and Policy Using a Test of Invariance73 cited
    • 2017Deciding between alternative approaches in macroeconomics61 cited
    • 2017How biased are U.S. government forecasts of the federal debt?58 cited
    • 2014Outlier Detection in Structural Time Series Models: The Indicator Saturation Approach47 cited
    • 2016Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis47 cited
    • 2014Theory and Practice of GVAR Modeling32 cited
    • 2023The historical role of energy in UK inflation and productivity with implications for price inflation17 cited