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Forecast Error Bounds By Stochastic Simulation
6 references·7 citing·41 second hop
Forecast Error Bounds By Stochastic Simulation (1996)Forecast Error Bounds By Stochastic Simul…CREDIBILITY AND THE EFFECTIVENESS OF INFLATION TARGETING REGIMES (1996)CREDIBILITY AND THE EFFECTIVE…Evaluating policy regimes : new research in empirical macroeconomics (1993)Evaluating policy regimes : n…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Rational Expectations in Macroeconomic Models (1992)Rational Expectations in Macr…Macro-economic Policy: Inflation, Wealth and the Exchange Rate. (1990)Macro-economic Policy: Inflat…Macroeconomic Modelling (1988)Macroeconomic ModellingA long-run structural model of the UK (2006)A long-run structural model o…Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area (2005)Should we be surprised by the…The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe (2003)The implications of diversity…Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy (2001)Forecast Uncertainties in Mac…The Monetary Transmission Mechanism in The United Kingdom: Pass-Through & Policy Ru (2000)The Monetary Transmission Mec…Choosing the Regime: Macroeconomic Effects of UK Entry into EMU (2000)Choosing the Regime: Macroeco…The Performance of National Institute Economic Forecasts (1996)The Performance of National I…Forecasting Efficiency: Concepts and Applications (1987)Macroeconomic Forecasting: A Survey (1989)Sources of error in forecasts and expectations: U.K. economic models, 1984–8 (1991)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Aggregate Dynamics and Staggered Contracts (1980)The Solution of Linear Difference Models under Rational Expectations (1980)Macro stress tests of UK banks (2005)Open-Economy Inflation- Forecast Targeting (2006)An Estimated DSGE Model for the United Kingdom (2007)Inflation forecast targeting: Implementing and monitoring inflation targets (1997)Forecasting Economic Time Series (1998)Open-Economy Inflation Targeting (2000)The UK and EMU: Choosing the Regime (2002)Designing and Choosing Macroeconomic Frameworks: The Position of the UK after Four Years of the Euro (2003)Increasing Returns and Economic Geography (1990)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Financial Crises, Regulation and Growth (2008)Asset Prices and Real Economic Activity (2010)New International Evidence on Asset-Price Effects on Investment, and a Survey for Consumption (2010)Combining forecasts: A review and annotated bibliography (1990)Evaluating Density Forecasts with Applications to Financial Risk Management (1998)Dissecting the cycle: a methodological investigation (2002)Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management (2005)Model Averaging in Risk Management with an Application to Futures Markets (2008)Scenario Forecasting for Global Tourism (2020)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Effectiveness of Fiscal Policy in Stimulating Economic Activity (2002)A small estimated euro area model with rational expectations and nominal rigidities (2003)Robust Monetary Policy Rules with Unknown Natural Rates (2003)CHANGING PARTNERS: THE IMPORTANCE OF COORDINATING FISCAL AND MONETARY POLICIES WITHIN A MONETARY UNION* (1996)Social Justice and Economic Systems : On Rawls, Democratic Socialism, and Alternatives to Capitalism (2020)The rebuilding macroeconomic theory project part II: multiple equilibria, toy models, and policy models in a new macroeconomic paradigm (2020)A robust method for simulating forward-looking models (1998)Is there a bank-lending channel of monetary policy in Greece? Evidence from bank-level data (2003)Monetary and Fiscal Policy Rules in the EMU (2004)Exchange rate determination: Single-equation or economy-wide models? (1990)An Essay on Cointegration and Error Correction Models (1992)Robust optimal decisions with stochastic nonlinear economic systems (1994)
this work references cited by second hop

References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1993Evaluating policy regimes : new research in empirical macroeconomics294 cited
  • 1992Rational Expectations in Macroeconomic Models100 cited
  • 1990Macro-economic Policy: Inflation, Wealth and the Exchange Rate.65 cited
  • 1988Macroeconomic Modelling49 cited
  • 1996CREDIBILITY AND THE EFFECTIVENESS OF INFLATION TARGETING REGIMES37 cited

Cited by

  • 2001Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy51 cited
  • 1996The Performance of National Institute Economic Forecasts44 cited
  • 2000Choosing the Regime: Macroeconomic Effects of UK Entry into EMU24 cited
  • 2003The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe18 cited
  • 2000The Monetary Transmission Mechanism in The United Kingdom: Pass-Through & Policy Ru18 cited
  • 2005Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area18 cited
  • 2006A long-run structural model of the UK14 cited

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