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An Analysis of the Accuracy of Four Macroeconometric Models

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  • Fair, Ray C

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Bibliographic Info

Article provided by University of Chicago Press in its journal Journal of Political Economy.

Volume (Year): 87 (1979)
Issue (Month): 4 (August)
Pages: 701-18

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Handle: RePEc:ucp:jpolec:v:87:y:1979:i:4:p:701-18

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Web page: http://www.journals.uchicago.edu/JPE/

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References

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  1. Fair, Ray C, 1972. "Efficient Estimation of Simultaneous Equations with Auto-Regressive Errors by Instrumental Variables," The Review of Economics and Statistics, MIT Press, vol. 54(4), pages 444-49, November.
  2. Brundy, James M & Jorgenson, Dale W, 1971. "Efficient Estimation of Simultaneous Equations by Instrumental Variables," The Review of Economics and Statistics, MIT Press, vol. 53(3), pages 207-24, August.
  3. Gregory Chow & Ray C. Fair, 1973. "Maximum Likelihood Estimation of Linear Equation Systems with Auto-Regressive Residuals," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 2, number 1, pages 16-27 National Bureau of Economic Research, Inc.
  4. James M. Brundy & Dale W. Jorgenson, 1971. "Efficient estimation of simultaneous equations by instrumental variables," Working Papers in Applied Economic Theory 3, Federal Reserve Bank of San Francisco.
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Cited by:
  1. Mishkin, Frederic S, 1982. "Does Anticipated Aggregate Demand Policy Matter? Further Econometric Results," American Economic Review, American Economic Association, vol. 72(4), pages 788-802, September.
  2. Sanford Grossman & Laurence Weiss, 1980. "Heterogeneous Information and the Theory of the Business Cycle," Cowles Foundation Discussion Papers 558, Cowles Foundation for Research in Economics, Yale University.
  3. Ford, Stephen A., 1986. "A Beginner'S Guide To Vector Autoregression," Staff Papers 13527, University of Minnesota, Department of Applied Economics.
  4. Vivek Ghosal & Prakash Loungani, 1995. "Evidence on nominal wage rigidity from a panel of U.S. manufacturing industries," International Finance Discussion Papers 512, Board of Governors of the Federal Reserve System (U.S.).
  5. S. Rao Aiyagari, 1990. "Deflating the case for zero inflation," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum, pages 2-11.
  6. Owyang, Michael T. & Ramey, Garey, 2004. "Regime switching and monetary policy measurement," Journal of Monetary Economics, Elsevier, vol. 51(8), pages 1577-1597, November.
  7. Robert J. Barro, 1980. "Intertemporal Substitution and the Business Cycle," NBER Working Papers 0490, National Bureau of Economic Research, Inc.
  8. John A. James, 1985. "Shifts in the Nineteenth-Century Phillips Curve Relationship," NBER Working Papers 1587, National Bureau of Economic Research, Inc.
  9. Ali F. Darrat, 1988. "Rational Expectations and the Role of Monetary Policy: Some Tests Based on the Fisher Equation," Eastern Economic Journal, Eastern Economic Association, vol. 14(3), pages 211-219, Jul-Sep.
  10. Flood, Robert P & Hodrick, Robert J, 1985. "Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle," The Quarterly Journal of Economics, MIT Press, vol. 100(5), pages 887-914, Supp..
  11. Yochanan Shachmurove, 2001. "Dynamic Co-movements of Stock Indices: The Emerging Middle Eastern and the United States Markets," Penn CARESS Working Papers ddffc4204cf90a8523fb64134, Penn Economics Department.
  12. Manfred Deistler & Klaus Neusser, 2004. "Prognose uni- und multivariater Zeitreihen," Diskussionsschriften dp0401, Universitaet Bern, Departement Volkswirtschaft.
  13. Landon, Stuart, 1995. "Testing aggregate neutrality with heterogeneous sectors," Journal of Macroeconomics, Elsevier, vol. 17(1), pages 131-148.
  14. Francisco F. R. Ramos, 1996. "VAR Priors: Success or lack of a decent macroeconomic theory?," Econometrics 9601002, EconWPA.
  15. David E. Runkle, 1987. "Vector autoregressions and reality," Staff Report 107, Federal Reserve Bank of Minneapolis.

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