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Business survey data in forecasting the output of swedish and finnish metal and engineering industries: A kalman filter approach
7 references·4 citing·25 second hop
Business survey data in forecasting the output of swedish and finnish metal and engineering industries: A kalman filter approach (1993)Business survey data in forecasting the o…On the Time Shape of Economic Microvariables and the Munich Business Test (1992)On the Time Shape of Economic…The limits to rational expectations (1989)The limits to rational expect…The Limits to Rational Expectations. (1988)The Limits to Rational Expect…Forecasting Economic Time Series (1986)Forecasting Economic Time Ser…DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS (1983)DIAGNOSTIC CHECKING ARMA TIME…Expectations, output and inflation (1982)Expectations, output and infl…On the Time Shape of Economic Microvariables and the Munich Business Test (1952)On the Time Shape of Economic…Explaining Forecast Failure in Macroeconomics (2004)Explaining Forecast Failure i…Forecasting OECD industrial turning points using unobserved components models with business survey data (2000)Forecasting OECD industrial t…Smooth and timely business cycle indicators for noisy Swedish data (1996)Smooth and timely business cy…Short-term forecasting of industrial production with business survey data: experience from Finland's great depression 1990–1993 (1996)Short-term forecasting of ind…An Essay in Dynamic Theory (1939)An Essay in Dynamic Theory (1972)Expectations and the neutrality of money (1972)EXPECTATIONS, RISK AND UNCERTAINTY IN THE FOREIGN EXCHANGE MARKET: SOME RESULTS BASED ON SURVEY DATA * (1989)A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data (1992)Alternative procedures for converting qualitative response data to quantitative expectations: An application to Australian manufacturing (1995)Forecasting Economic Time Series (1979)Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Time Series Analysis: Forecasting and Control (1977)Testing for Nonlinear Dependence in Daily Foreign Exchange Rates (1989)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING (1993)Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Forecasting, Structural Time Series Models and the Kalman Filter (1990)The Quantification of Qualitative Survey Data: A Critical Assessment (2003)Chapter 14 Survey Expectations (2006)The Impact of Uncertainty on Investment Plans (2010)Prospections, Retrospections, and Rationality: The "Bankers" Model of Presidential Approval Reconsidered (1994)The Solution of Singular Linear Difference Systems under Rational Expectations (1998)Forecasting the behavior of multivariate time series using neural networks (1992)The Effectiveness of Antiterrorism Policies: A Vector-Autoregression-Intervention Analysis (1993)Who Influences Whom? The President, Congress, and the Media (1999)Terrorism: The relevance of the rational choice model (2006)A New Keynesian model with heterogeneous expectations (2009)
this work references cited by second hop

References

  • 1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS1,124 cited
  • 1986Forecasting Economic Time Series714 cited
  • 1989The limits to rational expectations469 cited
  • 1988The Limits to Rational Expectations.382 cited
  • 1952On the Time Shape of Economic Microvariables and the Munich Business Test119 cited
  • 1992On the Time Shape of Economic Microvariables and the Munich Business Test114 cited
  • 1982Expectations, output and inflation74 cited

Cited by

  • 2000Forecasting OECD industrial turning points using unobserved components models with business survey data35 cited
  • 1996Short-term forecasting of industrial production with business survey data: experience from Finland's great depression 1990–199332 cited
  • 1996Smooth and timely business cycle indicators for noisy Swedish data30 cited
  • 2004Explaining Forecast Failure in Macroeconomics26 cited

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