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Macroeconomic forecasts under the prism of error-correction models

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Antzoulatos, Angelos A.

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Article provided by Elsevier in its journal Journal of Economics and Business.

Volume (Year): 50 (1998)
Issue (Month): 6 (November)
Pages: 535-550
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Handle: RePEc:eee:jebusi:v:50:y:1998:i:6:p:535-550

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  1. Cantor, Richard, 1985. "The consumption function and the precautionary demand for savings," Economics Letters, Elsevier, vol. 17(3), pages 207-210. [Downloadable!] (restricted)
  2. Miller, Bruce L., 1976. "The effect on optimal consumption of increased uncertainty in labor income in the multiperiod case," Journal of Economic Theory, Elsevier, vol. 13(1), pages 154-167, August. [Downloadable!] (restricted)
  3. Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March. [Downloadable!] (restricted)
  4. Ricardo J. Caballero, 1992. "Near-Rationality, Heterogeneity and Aggregate Consumption," NBER Working Papers 4035, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Angelos A. Antzoulatos, 1996. "Error correction mechanisms and short-run expectations," Staff Reports 10, Federal Reserve Bank of New York. [Downloadable!]
  6. Campbell, John Y & Mankiw, N Gregory, 1990. "Permanent Income, Current Income, and Consumption," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(3), pages 265-79, July.
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  7. Skinner, Jonathan, 1988. "Risky income, life cycle consumption, and precautionary savings," Journal of Monetary Economics, Elsevier, vol. 22(2), pages 237-255, September. [Downloadable!] (restricted)
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  8. Victor Zarnowitz, 1991. "Has Macro-Forecasting Failed?," NBER Working Papers 3867, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  9. Lewis, Karen K, 1989. "Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange," American Economic Review, American Economic Association, vol. 79(4), pages 621-36, September. [Downloadable!] (restricted)
  10. Deaton, Angus, 1991. "Saving and Liquidity Constraints," Econometrica, Econometric Society, vol. 59(5), pages 1221-48, September. [Downloadable!] (restricted)
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  11. Foley, Duncan K & Hellwig, Martin F, 1975. "Asset Management with Trading Uncertainty," Review of Economic Studies, Blackwell Publishing, vol. 42(3), pages 327-46, July. [Downloadable!] (restricted)
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  12. Davidson, James E H, et al, 1978. "Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom," Economic Journal, Royal Economic Society, vol. 88(352), pages 661-92, December. [Downloadable!] (restricted)
  13. Alogoskoufis, George & Smith, Ron, 1991. " On Error Correction Models: Specification, Interpretation, Estimation," Journal of Economic Surveys, Blackwell Publishing, vol. 5(1), pages 97-128.
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