What univariate models tell us about multivariate macroeconomic models
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More about this item
Keywords
Forecasting ; Macroeconomic Models ; Autoregressive Moving Average Representations ; Predictive Regressions ; Nonfundamental Representations ; Inflation Forecasts JEL Classification Numbers: C22 ; C32 ; C53 ; E37;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2017-03-19 (Econometrics)
- NEP-ETS-2017-03-19 (Econometric Time Series)
- NEP-FOR-2017-03-19 (Forecasting)
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