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Equilibrium-correction vs. differencing in macroeconometric forecasting
15 references·2 citing·38 second hop
Equilibrium-correction vs. differencing in macroeconometric forecasting (1999)Equilibrium-correction vs. differencing i…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Forecasting Economic Time Series (1998)Forecasting Economic Time Ser…The Implications for Econometric Modelling of Forecast Failure (1997)The Implications for Economet…The Econometrics of Macroeconomic Forecasting (1997)The Econometrics of Macroecon…Intercept corrections and structural change (1996)Intercept corrections and str…Assessing forecast performance in a cointegrated system (1996)Assessing forecast performanc…Macro-Economic Forecasting and Modelling (1995)Macro-Economic Forecasting an…Forecasting in cointegrated systems (1995)Forecasting in cointegrated s…On the limitations of comparing mean square forecast errors (1993)On the limitations of compari…WEALTH EFFECTS AND EXOGENEITY: THE NORWEGIAN CONSUMPTION FUNCTION 1966(1)‐1989(4) (1992)WEALTH EFFECTS AND EXOGENEITY…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration (1992)Parameter constancy, mean squ…Macroeconomic Forecasting: A Survey (1989)Macroeconomic Forecasting: A …Forecasting Economic Time Series (1986)Forecasting Economic Time Ser…Forecasting Economic Time Series (1979)Forecasting Economic Time Ser…Macroeconometric Modeling for Policy (2009)Macroeconometric Modeling for…Model Specification and Inflation Forecast Uncertainty (2002)Model Specification and Infla…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Empirical exchange rate models of the seventies (1983)Fiscal forecasting: The track record of the IMF, OECD and EC (2001)Can out‐of‐sample forecast comparisons help prevent overfitting? (2004)Forecast Combination and Encompassing (2009)Rational Expectations and the Theory of Price Movements (1961)Time Series Analysis: Forecasting and Control (1977)Econometric Models and Economic Forecasts (1990)The accuracy of European growth and inflation forecasts (2000)The accuracy of IMF and OECD forecasts for G7 countries (2000)Testing for a Unit Root in Time Series Regression (1988)Dynamic Econometrics (1995)Testing for Error Correction in Panel Data* (2007)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Permanent and Temporary Components of Stock Prices (1988)Statistical analysis of cointegration vectors (1988)The Continuing Puzzle of Short Horizon Exchange Rate Forecasting (2008)Averaging forecasts from VARs with uncertain instabilities (2009)Advances in Forecasting under Instability (2013)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Forecasting economic and financial time-series with non-linear models (2004)Comparing forecast accuracy: A Monte Carlo investigation (2012)Economic and statistical measures of forecast accuracy (2000)Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (2005)The Volatility of Realized Volatility (2008)Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models (1997)Macroeconomic variables and the Malaysian equity market (2003)Oil price shocks and agricultural commodity prices (2014)Generalized autoregressive conditional heteroskedasticity (1986)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)Forecasting the behavior of multivariate time series using neural networks (1992)The Effectiveness of Antiterrorism Policies: A Vector-Autoregression-Intervention Analysis (1993)
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  • 2010Critical Values for Cointegration Tests2,569 cited
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  • 2002Model Specification and Inflation Forecast Uncertainty

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14 cited
  • 2009Macroeconometric Modeling for Policy13 cited