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The role of macroeconometric models in forecasting and policy analysis in the united states
10 references·11 citing·40 second hop
The role of macroeconometric models in forecasting and policy analysis in the united states (1982)The role of macroeconometric models in fo…Estimating the Expected Predictive Accuracy of Econometric Models (1980)Estimating the Expected Predi…An Analysis of the Accuracy of Four Macroeconometric Models (1979)An Analysis of the Accuracy o…The Phillips curve and labor markets (1976)The Phillips curve and labor …Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Econometric Model Performance (1976)Econometric Model PerformanceThe Ex Ante Prediction Performance of the St. Louis and FRB-MIT-PENN Econometric Models and Some Results on Composite Predictors (1975)The Ex Ante Prediction Perfor…Econometric Models of Cyclical Behavior. (1975)Econometric Models of Cyclica…Time series analysis and simultaneous equation econometric models (1974)Time series analysis and simu…The Predictive Performance of Quarterly Econometric Models of the United States (1972)The Predictive Performance of…The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy (1972)The Prediction Performance of…Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behaviour in the United Kingdom (2000)Testing Dynamic Specification…On the Time‐Series Approach to Econometric Model Building (2000)On the Time‐Series Approach t…Liquidity and Inflation Effects on Consumers' Expenditure (2000)Liquidity and Inflation Effec…Econometric Modelling of the Aggregate Time‐Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (2000)Econometric Modelling of the …Comparing Univariate Forecasting Techniques in Property Markets (2000)Comparing Univariate Forecast…An empirical analysis of the accuracy of SA, OLS, ERLS and NRLS combination forecasts (1992)An empirical analysis of the …Sources of error in forecasts and expectations: U.K. economic models, 1984–8 (1991)Sources of error in forecasts…Large econometric models of an East European economy (1991)Large econometric models of a…Forecasting When Pattern Changes Occur Beyond the Historical Data (1986)Forecasting When Pattern Chan…A new classical econometric model of the world economy (1986)A new classical econometric m…A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series (1984)A Comparison of Autoregressiv…Economic Fluctuations in the United States (1951)Economic Forecasts and Policy (1962)Forecasting with Econometric Methods: Folklore Versus Fact (1978)Cointegration of firm strategies within groups: a long‐run analysis of firm behavior in the Japanese steel industry (2002)The Combination of Forecasts (1969)Applied Time Series Analysis for Managerial Forecasting. 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(2006)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)Chapter 6 Forecasting with VARMA Models (2006)The Contribution of Structural Break Models to Forecasting Macroeconomic Series (2014)Macroeconomic forecasting during the Great Recession: The return of non-linearity? (2015)Time Series Analysis, Forecasting and Control. (1971)Effects of model specification on tests for unit roots in macroeconomic data (1987)Shifting endpoints in the term structure of interest rates (2001)Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors (1970)Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System (1984)Decision‐Based Methods for Forecast Evaluation (2004)Chapter 1 Bayesian Forecasting (2006)Business Cycles, Financial Crises, and Stock Volatility (1989)Invited review combining forecasts—twenty years later (1989)On the limitations of comparing mean square forecast errors (1993)Chapter 8 The demand for labor in the long run (1986)Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches (1988)Judgmental extrapolation and market overreaction: On the use and disuse of news (1990)Rational expectations and the theory of economic policy (1976)Potential GNP: Its measurement and significance (1979)Long-term economic growth projections in the Shared Socioeconomic Pathways (2015)
this work references cited by second hop

References

  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1974Time series analysis and simultaneous equation econometric models655 cited
  • 1976The Phillips curve and labor markets612 cited
  • 1972The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy399 cited
  • 1972The Predictive Performance of Quarterly Econometric Models of the United States128 cited
  • 1980Estimating the Expected Predictive Accuracy of Econometric Models124 cited
  • 1979An Analysis of the Accuracy of Four Macroeconometric Models102 cited
  • 1975The Ex Ante Prediction Performance of the St. Louis and FRB-MIT-PENN Econometric Models and Some Results on Composite Predictors94 cited
  • 1975Econometric Models of Cyclical Behavior.70 cited
  • 1976Econometric Model Performance35 cited

Cited by

  • 1984A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series75 cited
  • 1992An empirical analysis of the accuracy of SA, OLS, ERLS and NRLS combination forecasts68 cited
  • 1991Sources of error in forecasts and expectations: U.K. economic models, 1984–855 cited
  • 1986Forecasting When Pattern Changes Occur Beyond the Historical Data38 cited
  • 2000

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Comparing Univariate Forecasting Techniques in Property Markets
35 cited
  • 1986A new classical econometric model of the world economy28 cited
  • 2000Econometric Modelling of the Aggregate Time‐Series Relationship Between Consumers' Expenditure and Income in the United Kingdom26 cited
  • 2000On the Time‐Series Approach to Econometric Model Building25 cited
  • 2000Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behaviour in the United Kingdom19 cited
  • 2000Liquidity and Inflation Effects on Consumers' Expenditure14 cited
  • 1991Large econometric models of an East European economy13 cited