Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts
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Bibliographic InfoArticle provided by Federal Reserve Bank of Minneapolis in its journal Quarterly Review.
Volume (Year): (1983)
Issue (Month): Spr ()
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- Thomas J. Sargent, 1979. "Estimating vector autoregressions using methods not based on explicit economic theories," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum.
- Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
- Ford, Stephen A., 1986. "A Beginner'S Guide To Vector Autoregression," Staff Papers 13527, University of Minnesota, Department of Applied Economics.
- Leal, Teresa & Pérez, Javier J. & Tujula, Mika & Vidal, Jean-Pierre, 2007.
"Fiscal forecasting: lessons from the literature and challenges,"
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0843, European Central Bank.
- Teresa Leal & Javier J. Pérez & Mika Tujula & Jean-Pierre Vidal, 2008. "Fiscal Forecasting: Lessons from the Literature and Challenges," Fiscal Studies, Institute for Fiscal Studies, vol. 29(3), pages 347-386, 09.
- Richard M. Todd, 1984. "Improving economic forecasting with Bayesian vector autoregression," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall.
- Auguste Mpacko Priso & Sandrine Lardic, 1999. "Une comparaison des prévisions des experts à celles issues des modèles B VAR," Économie et Prévision, Programme National Persée, vol. 140(4), pages 161-180.
- Daniel R. Feenberg & William Gentry & David Gilroy & Harvey S. Rosen, 1989.
"Testing the Rationality of State Revenue Forecasts,"
NBER Working Papers
2628, National Bureau of Economic Research, Inc.
- Feenberg, Daniel R, et al, 1989. "Testing the Rationality of State Revenue Forecasts," The Review of Economics and Statistics, MIT Press, vol. 71(2), pages 300-308, May.
- Feenberg, D.R. & Gentry, W. & Gilroy, D. & Rosen, H.S., 1988. "Testing The Rationality Of State Revenue Forecasts," Papers 16, Princeton, Woodrow Wilson School - Discussion Paper.
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