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Help for the regional economic forecaster: vector autoregression

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Author Info
Paul A. Anderson
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File URL: http://www.minneapolisfed.org/research/QR/QR332.pdf
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Article provided by Federal Reserve Bank of Minneapolis in its journal Quarterly Review.

Volume (Year): (1979)
Issue (Month): Sum ()
Pages:
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Handle: RePEc:fip:fedmqr:y:1979:i:sum:n:v.3no.3

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Chow, Gregory C, 1973. "Multiperiod Predictions from Stochastic Difference Equations by Bayesian Methods," Econometrica, Econometric Society, vol. 41(1), pages 109-18, January. [Downloadable!] (restricted)
  2. Fair, Ray C, 1980. "Estimating the Expected Predictive Accuracy of Econometric Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(2), pages 355-78, June. [Downloadable!] (restricted)
    Other versions:
  3. Leamer, Edward E, 1972. "A Class of Informative Priors and Distributed Lag Analysis," Econometrica, Econometric Society, vol. 40(6), pages 1059-81, November. [Downloadable!] (restricted)
  4. Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis. [Downloadable!]
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Heerde, H.J. van & Dekimpe, M.G. & Putsis Jr, W.P., 2004. "Marketing Models and the Lucas Critique," Research Paper ERS-2004-080-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  2. William H. Branson, 1982. "Exchange-Rate Policy After a Decade of "Floating"," NBER Working Papers 0909, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Carol Taylor West & Thomas M. Fullerton Jr., 2004. "Assessing the Historical Accuracy of Regional Economic Forecasts," Urban/Regional 0404009, EconWPA. [Downloadable!]
  4. Robert B. Litterman, 1986. "The limits of counter-cyclical monetary policy: an analysis based on optimal control theory and vector autoregressions," Working Papers 297, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
  5. Ford, Steve, 1986. "A Beginner'S Guide To Vector Autoregression," Staff Papers 13527, University of Minnesota, Department of Applied Economics. [Downloadable!]
  6. William H. Branson, 1983. "A Model of Exchange-Rate Determination with Policy Reaction: Evidence from Monthly Data," NBER Working Papers 1135, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. Kyung Won Lee & James R Schmidt & George E. Rejda, 1999. "Unemployment Insurance And State Economic Activity," International Economic Journal, Korean International Economic Association, vol. 13(3), pages 77-95, October. [Downloadable!] (restricted)
  8. William H. Branson, 1981. "Macroeconomic Determinants of Real Exchange Rates," NBER Working Papers 0801, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  9. Robert B. Litterman, 1983. "Optimal control of the money supply," Staff Report 82, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
  10. Marilza Pereira Valentine & Erik Alencar de Figueiredo & Sinézio Fernades Maia & Adriano Nascimento da Paixão, 2003. "Impactos da Política Monetária Sobre os Níveis de Emprego no Brasil Pós-Plano Real: uma Abordagem Quantitativa," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting] f07, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
  11. William H. Branson, 1983. "A Model of Exchange-Rate Determination with Policy Reaction: Evidence From Monthly Data," NBER Working Papers 1178, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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