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The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model
1 references·11 citing·41 second hop
The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model (1974)The Asymptotic Distribution of Forecasts …The Final Form of Econometric Equation Systems (1992)The Final Form of Econometric…Monetary Policy and the Behaviour of Interest Rates: Are Long Rates Excessively Volatile? (2005)Monetary Policy and the Behav…Encompassing the Forecasts of U.S. Trade Balance Models (1993)Encompassing the Forecasts of…THE TERM STRUCTURE OF FORWARD FOREIGN EXCHANGE PREMIA: THE INTER‐WAR EXPERIENCE* (1990)THE TERM STRUCTURE OF FORWARD…Some efficient tests of international real interest rate parity (1990)Some efficient tests of inter…Predictors in Dynamic Nonlinear Models: Large-Sample Behavior (1989)Predictors in Dynamic Nonline…TESTING RATIONAL EXPECTATIONS AND EFFICIENCY IN THE LONDON METAL EXCHANGE (1988)TESTING RATIONAL EXPECTATIONS…Prediction tests for structural stability (1988)Prediction tests for structur…Predictions from ARMAX models (1980)Predictions from ARMAX modelsAsymptotic Properties of Prediction Errors for the Multivariate Autoregressive Model Using Estimated Parameters (1980)Asymptotic Properties of Pred…The Asymptotic Mean Squared Error of Multistep Prediction from the Regression Model with Autoregressive Errors (1979)The Asymptotic Mean Squared E…Asymptotic Prediction Mean Squared Error for Vector Autoregressive Models (1979)Asymptotic Prediction Mean Sq…Foundations of Economic Analysis. (1948)Economic Fluctuations in the United States, 1921–1941. By Lawrence R. Klein. New York: John Wiley & Sons, Inc.; London: Chapman & Hall, Limited. 1950. Pp. xii, 174. $4.00. (1951)Impact Multipliers and Dynamic Properties of the Klein-Goldberger Model. (1960)Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems (1969)Effects of Changes in the Level of U.S. Beef Imports (1975)FDI, policy adjustment and endogenous growth: Multiplier effects from a small dynamic model for Taiwan, 1959–1995 (1998)Cointegration and Tests of Present Value Models (1987)Econometric Models and Economic Forecasts (1990)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Financial market volatility (1996)Fractional cointegration and the term structure (2004)Exchange Rate Regimes and the Expectations Hypothesis of the Term Structure (2005)Introduction to Stochastic Control Theory (1970)Time series analysis and simultaneous equation econometric models (1974)Asymptotic Mean Square Prediction Error for an Autoregressive Model with Estimated Coefficients (1976)Measuring the Advantages of Multivariate vs. Univariate Forecasts (2007)The Dynamic Properties of the Klein-Goldberger Model (1959)The Brookings Model: Some Further Results. (1970)The sampling distribution of forecasts from a first-order autoregression (1979)Variance decompositions of nonlinear-dynamic stochastic systems (2009)On the Error of Prediction of a Time Series (1972)Theory and practice of multivariate arma forecasting (1984)Predictive Accuracy Gain From Disaggregate Sampling in ARIMA Models (1990)Prediction in ARMA Models with GARCH in Mean Effects (2001)Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)Macroeconomics and Reality (1980)Monetary Trends in the United States and the United Kingdom (1982)On unit roots and real exchange rates: empirical evidence and Monte Carlo Analysis (1990)SOME EVIDENCE ON MEAN REVERSION IN EX ANTE REAL INTEREST RATES (1996)Financial integration of East Asian economies: evidence from real interest parity (2009)On the role of simulation in the statistical evaluation of econometric models (1989)How local is the local inflation factor? Evidence from emerging European countries (2023)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)METALS PRICES, EFFICIENCY AND COINTEGRATION: SOME EVIDENCE FROM THE LONDON METAL EXCHANGE (1988)A note on the efficiency of the London metal exchange (1990)Econometric modelling of non‐ferrous metal prices (2004)Time Series Analysis Forecasting and Control. (1971)Bootstrap multi-step forecasts of non-Gaussian VAR models (2014)
this work references cited by second hop

References

  • 1992The Final Form of Econometric Equation Systems85 cited

Cited by

  • 1979Asymptotic Prediction Mean Squared Error for Vector Autoregressive Models52 cited
  • 1979The Asymptotic Mean Squared Error of Multistep Prediction from the Regression Model with Autoregressive Errors49 cited
  • 1989Predictors in Dynamic Nonlinear Models: Large-Sample Behavior46 cited
  • 1980Predictions from ARMAX models45 cited
  • 1980Asymptotic Properties of Prediction Errors for the Multivariate Autoregressive Model Using Estimated Parameters42 cited
  • 1993Encompassing the Forecasts of U.S. Trade Balance Models41 cited
  • 1990Some efficient tests of international real interest rate parity33 cited
  • 1988TESTING RATIONAL EXPECTATIONS AND EFFICIENCY IN THE LONDON METAL EXCHANGE31 cited
  • 2005Monetary Policy and the Behaviour of Interest Rates: Are Long Rates Excessively Volatile?28 cited
  • 1990THE TERM STRUCTURE OF FORWARD FOREIGN EXCHANGE PREMIA: THE INTER‐WAR EXPERIENCE*22 cited
  • 1988Prediction tests for structural stability15 cited

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