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Macroeconomic forecasting experience with balanced state space models

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  • Mittnik, Stefan

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  • Mittnik, Stefan, 1990. "Macroeconomic forecasting experience with balanced state space models," International Journal of Forecasting, Elsevier, vol. 6(3), pages 337-348, October.
    • Handle: RePEc:eee:intfor:v:6:y:1990:i:3:p:337-348
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    Cited by:

    1. María Cristina Suarez Riestra, 1994. "Modelización y predicciones para la serie temporal del IPC, utilizando el espacio de estado balanceado," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 2, pages 145-167, Diciembre.
    2. David de la Fuente García & Raúl Pino Díez & Cristina Suárez Riestra & José Luis Mayo Rodríguez, 1996. "Análisis comparativo de los métodos de previsión univariante, Box-Jenkins, Redes neuronales artificiales y espacios de Estado / A comparative analysis of univariate forecasting methodologies, Box-Jenk," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 5, pages 5-33, Junio.
    3. Mittnik, Stefan, 2014. "VaR-implied tail-correlation matrices," Economics Letters, Elsevier, vol. 122(1), pages 69-73.
    4. Najand, Mohammad & Noronha, Gregory, 1998. "Causal relations among stock returns, inflation, real activity, and interest rates: Evidence from Japan," Global Finance Journal, Elsevier, vol. 9(1), pages 71-80.
    5. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    6. Michael Mosebach & Mohammad Najand, 1999. "Are The Structural Changes In Mutual Funds Investing Driving The U.S. Stock Market To Its Current Levels?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 22(3), pages 317-329, September.
    7. Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
    8. Stefan Mittnik & Peter Zadrozny, 2005. "Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data," Contributions to Economics, in: Jan-Egbert Sturm & Timo Wollmershäuser (ed.), Ifo Survey Data in Business Cycle and Monetary Policy Analysis, pages 19-48, Springer.
    9. Saxen, Henrik & Ostermark, Ralf, 1996. "State realization with exogenous variables - A test on blast furnace data," European Journal of Operational Research, Elsevier, vol. 89(1), pages 34-52, February.
    10. Donald S. Allen & Meenakshi Pasupathy, 1997. "A state space forecasting model with fiscal and monetary control," Working Papers 1997-017, Federal Reserve Bank of St. Louis.
    11. Najand, Mohammad & Bond, Charlotte, 2000. "Structural models of exchange rate determination," Journal of Multinational Financial Management, Elsevier, vol. 10(1), pages 15-27, January.

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