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Forecasting international growth rates using Bayesian shrinkage and other procedures

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Zellner, Arnold
Hong, Chansik

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 40 (1989)
Issue (Month): 1 (January)
Pages: 183-202
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Handle: RePEc:eee:econom:v:40:y:1989:i:1:p:183-202

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  1. Justin L. Tobias & Mingliang Li, 2003. "A finite-sample hierarchical analysis of wage variation across public high schools: evidence from the NLSY and high school and beyond," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(3), pages 315-336. [Downloadable!]
  2. Marek Jarocinski, 2006. "Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison," Working Papers 124, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
  3. Peter C.B. Phillips, 1992. "Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy," Cowles Foundation Discussion Papers 1025, Cowles Foundation, Yale University. [Downloadable!]
  4. Francis X. Diebold & Canlin Li, 2004. "Forecasting the Term Structure of Government Bond Yields," CFS Working Paper Series 2004/09, Center for Financial Studies. [Downloadable!]
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  5. A. Espasa & E. Senra & R. Albacete, 2002. "Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors," European Journal of Finance, Taylor and Francis Journals, vol. 8(4), pages 402-421, December. [Downloadable!] (restricted)
  6. George Athanasopoulos & Heather M. Anderson & Farshid Vahid, 2007. "Nonlinear autoregressive leading indicator models of output in G-7 countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 63-87. [Downloadable!]
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  7. Fabio Canova & Matteo Ciccarelli, 2000. "Forecasting And Turning Point Predictions In A Bayesian Panel Var Model," Working Papers. Serie AD 2000-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  8. Richard Carter & Arnold Zellner, 2004. "The ARAR Error Model for Univariate Time Series and Distributed Lag," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 8(1), pages 1132-1132. [Downloadable!] (restricted)
  9. R. A. L. Carter & A. Zellner, 2002. "The ARAR Error Model for Univariate Time Series and Distributed Lag Models," UWO Department of Economics Working Papers 20025, University of Western Ontario, Department of Economics. [Downloadable!]
  10. Fabio Canova & Matteo Ciccarelli, 1999. "Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model," Economics Working Papers 443, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
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  11. Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," CFS Working Paper Series 2004/11, Center for Financial Studies. [Downloadable!]
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  12. Badi H. Baltagi, 2007. "Forecasting with Panel Data," Center for Policy Research Working Papers 91, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
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