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Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts

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  • McNees, Stephen K
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    Bibliographic Info

    Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

    Volume (Year): 4 (1986)
    Issue (Month): 1 (January)
    Pages: 5-15

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    Handle: RePEc:bes:jnlbes:v:4:y:1986:i:1:p:5-15

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    Cited by:
    1. Rother, Philipp C., 1998. "European monetary integration and the demand for money," Journal of International Money and Finance, Elsevier, vol. 17(4), pages 691-711, August.
    2. Haiyan Song & Egon Smeral & Gang Li & Jason L. Chen, 2008. "Tourism Forecasting: Accuracy of Alternative Econometric Models Revisited," WIFO Working Papers 326, WIFO.
    3. repec:lan:wpaper:470 is not listed on IDEAS
    4. Simkins, Scott, 1995. "Forecasting with vector autoregressive (VAR) models subject to business cycle restrictions," International Journal of Forecasting, Elsevier, vol. 11(4), pages 569-583, December.
    5. Oller, Lars-Erik & Barot, Bharat, 2000. "The accuracy of European growth and inflation forecasts," International Journal of Forecasting, Elsevier, vol. 16(3), pages 293-315.
    6. Fildes, Robert & Stekler, Herman, 2002. "The state of macroeconomic forecasting," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 435-468, December.
    7. Ullrich Heilemann & Herman O. Stekler, 2010. "Has the Accuracy of German Macroeconomic Forecasts Improved?," Working Papers 2010-001, The George Washington University, Department of Economics, Research Program on Forecasting, revised Feb 2012.
    8. H Stekler & R A Fildes, 1999. "The state of macroeconomic forecasting," Working Papers 539557, Lancaster University Management School, Economics Department.
    9. Elisa Keller, 2007. "Classical and Bayesian Methods for the VAR Analysis: International Comparisons," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 149-202, November-.
    10. Sharon Kozicki & P.A. Tinsley, 2006. "Survey-Based Estimates of the Term Structure of Expected U.S. Inflation," Working Papers 06-46, Bank of Canada.
    11. Peter C.B. Phillips, 1995. "Automated Forecasts of Asia-Pacific Economic Activity," Cowles Foundation Discussion Papers 1103, Cowles Foundation for Research in Economics, Yale University.
    12. Victor Zarnowitz, 1987. "The Record and Improvability of Economic Forecasting," NBER Working Papers 2099, National Bureau of Economic Research, Inc.
    13. Kim, Jae H., 1999. "Asymptotic and bootstrap prediction regions for vector autoregression," International Journal of Forecasting, Elsevier, vol. 15(4), pages 393-403, October.
    14. repec:lan:wpaper:413 is not listed on IDEAS
    15. repec:lan:wpaper:425 is not listed on IDEAS
    16. Villani, Mattias, 2001. "Bayesian prediction with cointegrated vector autoregressions," International Journal of Forecasting, Elsevier, vol. 17(4), pages 585-605.
    17. Roy H. Webb, 1999. "Two approaches to macroeconomic forecasting," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 23-40.
    18. Song, Haiyan & Witt, Stephen F. & Jensen, Thomas C., 2003. "Tourism forecasting: accuracy of alternative econometric models," International Journal of Forecasting, Elsevier, vol. 19(1), pages 123-141.
    19. Karine Bouthevillain, 1993. "La prévision macro-économique : précision relative et consensus," Économie et Prévision, Programme National Persée, vol. 108(2), pages 97-126.

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