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National Institute of Economic and Social Research
16 references·0 citing·52 second hop
National Institute of Economic and Social Research (2004)National Institute of Economic and Social…State-Space Models with Regime Switching (1999)State-Space Models with Regim…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates (1993)Bayesian and non-Bayesian met…Order effects in belief updating: The belief-adjustment model (1992)Order effects in belief updat…Combining forecasts: A review and annotated bibliography (1990)Combining forecasts: A review…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting With Bayesian Vec…International Portfolio Diversification with Estimation Risk (1985)International Portfolio Diver…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Time series analysis and simultaneous equation econometric models (1974)Time series analysis and simu…Statistical Inference in Random Coefficient Regression Models (1971)Statistical Inference in Rand…The Combination of Forecasts (1969)The Combination of ForecastsRational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…Is Aggregation Necessarily Bad? 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References

  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1982Trends and random walks in macroeconmic time series4,708 cited
  • 1969The Combination of Forecasts3,438 cited
  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
  • 1992Order effects in belief updating: The belief-adjustment model1,591 cited
  • 1990Combining forecasts: A review and annotated bibliography1,508 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,483 cited
  • 1999State-Space Models with Regime Switching1,304 cited
  • 1985International Portfolio Diversification with Estimation Risk672 cited
  • 1974Time series analysis and simultaneous equation econometric models655 cited
  • 1971Statistical Inference in Random Coefficient Regression Models477 cited
  • 1960Is Aggregation Necessarily Bad?424 cited
  • 1957A New Type of Socio-Economic System320 cited
  • 1993Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates307 cited

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1959
The Dynamic Properties of the Klein-Goldberger Model
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