SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Defining and Improving the Accuracy of Macroeconomic Forecasts: Contributions from a VAR Model
11 references·6 citing·39 second hop
Defining and Improving the Accuracy of Macroeconomic Forecasts: Contributions from a VAR Model (1986)Defining and Improving the Accuracy of Ma…Evaluation of Economic Forecasts (2016)Evaluation of Economic Foreca…Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…Specifying Vector Autoregressions for Macroeconomic Forecasting (1984)Specifying Vector Autoregress…Improving Economic Forecasting With Bayesian Vector Autoregression (1984)Improving Economic Forecastin…Improved methods of combining forecasts (1984)Improved methods of combining…Forecasting in Business and Economics (1981)Forecasting in Business and E…Macroeconomics and Reality (1980)Macroeconomics and RealityTechniques of Forecasting Using Vector Autoregressions (1979)Techniques of Forecasting Usi…Forecasting Economic Time Series (1979)Forecasting Economic Time Ser…The Case of the Missing Money (1976)The Case of the Missing MoneyThe Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy (1972)The Prediction Performance of…INTERNATIONAL TRANSFER OF PRICING INFORMATION BETWEEN DUALLY LISTED STOCKS (1998)INTERNATIONAL TRANSFER OF PRI…Vector auto regression modeling and forecasting (1995)Vector auto regression modeli…On the real estate market efficiency (1993)On the real estate market eff…On the Formation of Expected Inflation under Various Conditions: Some Survey Evidence (1992)On the Formation of Expected …Calibration-Based Predictive Distributions: An Application of Prequential Analysis to Interest Rates, Money, Prices, and Output (1989)Calibration-Based Predictive …Forecasting Inflation Using Interest Rate and Time-Series Models: Some International Evidence (1988)Forecasting Inflation Using I…Applied Economic Forecasting (1967)8 Forecast evaluation and combination (1996)Out-of-Sample Forecast Tests Robust to the Choice of Window Size (2012)Investor Attention and Stock Market Volatility (2014)Econometric policy evaluation: A critique (1976)Estimation of Dynamic Labor Demand Schedules under Rational Expectations (1978)Formulating and estimating dynamic linear rational expectations models (1980)Energy consumption in China: past trends and future directions (2004)The Financial and Macroeconomic Effects of OMT Announcements (2014)How is machine learning useful for macroeconomic forecasting? (2022)Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Modelling and forecasting monthly fisheries catches: comparison of regression, univariate and multivariate time series methods (1997)The Expansion Method, Mathematical Modeling, and Spatial Econometrics (1997)The Time-Series Properties of House Prices: A Case Study of the Southern California Market (2010)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)The Combination of Forecasts (1969)Forecasting Output and Inflation: The Role of Asset Prices (2003)Combination forecasts of output growth in a seven‐country data set (2004)Forecasting: theory and practice (2022)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)Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration (1992)Manager wealth concentration, ownership structure, and risk in commercial banks (2006)Connectedness network and dependence structure mechanism in green investments (2018)Money demand in the United States: A quantitative review (1988)Modeling the demand for narrow money in the United Kingdom and the United States (1991)Monetary Theory and Policy, 2nd Edition (2003)An Almost Ideal Demand System (1980)Empirical exchange rate models of the seventies (1983)Generalized autoregressive conditional heteroskedasticity (1986)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1984Improved methods of combining forecasts1,152 cited
  • 1979Forecasting Economic Time Series1,004 cited
  • 1976The Case of the Missing Money567 cited
  • 2016Evaluation of Economic Forecasts529 cited
  • 1972The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy399 cited
  • 1979Techniques of Forecasting Using Vector Autoregressions294 cited
  • 1981Forecasting in Business and Economics220 cited
  • 1984Improving Economic Forecasting With Bayesian Vector Autoregression168 cited
  • 1984Specifying Vector Autoregressions for Macroeconomic Forecasting75 cited

Cited by

  • 1989Calibration-Based Predictive Distributions: An Application of Prequential Analysis to Interest Rates, Money, Prices, and Output56 cited
  • 1995Vector auto regression modeling and forecasting51 cited
  • 1998INTERNATIONAL TRANSFER OF PRICING INFORMATION BETWEEN DUALLY LISTED STOCKS45 cited
  • 1993On the real estate market efficiency33 cited
  • 1992

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

On the Formation of Expected Inflation under Various Conditions: Some Survey Evidence
24 cited
  • 1988Forecasting Inflation Using Interest Rate and Time-Series Models: Some International Evidence17 cited