This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Citations of
Ray C. Fair

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. 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.

| Working papers | Articles | Chapters | Access and download statistics

Working papers

  1. Ray C. Fair, 2006. "Evaluating Inflation Targeting Using a Macroeconometric Model," Levine's Bibliography 321307000000000303, UCLA Department of Economics. [Downloadable!]
    Other versions:

    Cited by:

    1. Ray C. Fair, 2007. "Testing Price Equations," Kiel Working Papers 1342, Kiel Institute for the World Economy. [Downloadable!]
    2. Ray C. Fair, 2006. "A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?," Cowles Foundation Discussion Papers 1577, Cowles Foundation, Yale University, revised Mar 2007. [Downloadable!]
      Other versions:

  2. Ray C. Fair, 2005. "Natural Concepts in Macroeconomics," Cowles Foundation Discussion Papers 1525, Cowles Foundation, Yale University. [Downloadable!]

    Cited by:

    1. Bårdsen, Gunnar & Nymoen, Ragnar, 2006. "U.S. natural rate dynamics reconsidered," Memorandum 13/2006, Oslo University, Department of Economics. [Downloadable!]

  3. Ray C. Fair, 2004. "Estimated Age Effects in Athletic Events and Chess," Cowles Foundation Discussion Papers 1495, Cowles Foundation, Yale University, revised Feb 2006. [Downloadable!]

    Cited by:

    1. Ray C. Fair, 2005. "Estimated Age Effects in Baseball," Cowles Foundation Discussion Papers 1536, Cowles Foundation, Yale University, revised Mar 2007. [Downloadable!]

  4. Ray C. Fair, 2003. "Events that Shook the Market," Yale School of Management Working Papers ysm307, Yale School of Management. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Chulia-Soler, H. & Martens, M.P.E. & Dijk, D.J.C. van, 2007. "The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations," Research Paper ERS-2007-066-F&A 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. Ádám G. Zawadowski & György Andor & János Kertész, 2006. "Short-term market reaction after extreme price changes of liquid stocks," Quantitative Finance, Taylor and Francis Journals, vol. 6(4), pages 283-295, August. [Downloadable!] (restricted)
    3. S. T. M. Straetmans & W. F. C. Verschoor & C. C. P. Wolff, 2008. "Extreme US stock market fluctuations in the wake of 9|11," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(1), pages 17-42. [Downloadable!]
    4. Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2003. "An empirical analysis of stock and bond market liquidity," Staff Reports 164, Federal Reserve Bank of New York. [Downloadable!]
    5. Armand Joulin & Augustin Lefevre & Daniel Grunberg & Jean-Philippe Bouchaud, 2008. "Stock price jumps: news and volume play a minor role," Quantitative Finance Papers 0803.1769, arXiv.org. [Downloadable!]
    6. Ben S. Bernanke & Kenneth N. Kuttner, 2003. "What explains the stock market's reaction to Federal Reserve policy?," Staff Reports 174, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    7. Thomas Schuster, 2003. "News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media," Finance 0305009, EconWPA. [Downloadable!]
    8. Horst Entorf & Christian Steiner, 2006. "Makroökonomische Nachrichten und die Reaktion des 15-Sekunden-DAX: Eine Ereignisstudie zur Wirkung der ZEW-Konjunkturprognose," Darmstadt Discussion Papers in Economics 159, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
      Other versions:
    9. William O. Brown & Richard C. K. Burdekin & Marc D. Weidenmier, 2005. "Volatility in an Era of Reduced Uncertainty: Lessons from Pax Britannica," NBER Working Papers 11319, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    10. Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2008. "Carry Trades and Currency Crashes," NBER Working Papers 14473, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  5. Ray C. Fair, 2002. "Bootstrapping Macroeconometric Models," Yale School of Management Working Papers ysm254, Yale School of Management. [Downloadable!]
    Other versions:

    Cited by:

    1. Dag Kolsrud, 2008. "Stochastic Ceteris Paribus Simulations," Computational Economics, Springer, vol. 31(1), pages 21-43, February. [Downloadable!] (restricted)
    2. Debby Lanser & Henk Kranendonk, 2008. "Investigating uncertainty in macroeconomic forecasts by stochastic simulation," CPB Discussion Papers 112, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]

  6. Ray C. Fair & John F. Oster, 2002. "Comparing the Predictive Information Content of College Football Rankings," Yale School of Management Working Papers ysm310, Yale School of Management. [Downloadable!]

    Cited by:

    1. Fainmesser, Itay & Fershtman, Chaim & Gandal, Neil, 2005. "A Consistent Weighted Ranking Scheme with an Application to NCAA College Football Rankings," CEPR Discussion Papers 5239, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  7. Ray C. Fair & John F. Oster, 2002. "College Football Rankings and Market Efficiency," Cowles Foundation Discussion Papers 1381, Cowles Foundation, Yale University, revised Mar 2005. [Downloadable!]

    Cited by:

    1. Trevon D. Logan, 2007. "Whoa, Nellie! Empirical Tests of College Football's Conventional Wisdom," NBER Working Papers 13596, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  8. Ray C. Fair, 2001. "Is There Empirical Support for the 'Modern' View of Macroeconomics?," Yale School of Management Working Papers ysm201, Yale School of Management. [Downloadable!]

    Cited by:

    1. Andrea Colciago & Anton Muscatelli & Tiziano Ropele & Patrizio Tirelli, 2006. "The Role of Fiscal Policy in a Monetary Union: Are National Automatic Stabilizers Effective?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    2. Campbell leith & Jim Malley, 2002. "Estimated General Equilibrium Models for the Evaluation of Monetary Policy in the US and Europe," Working Papers 2001_16, Department of Economics, University of Glasgow. [Downloadable!]
      Other versions:
    3. W A Razzak, 2002. "Monetary policy and forecasting inflation with and without the output gap," Reserve Bank of New Zealand Discussion Paper Series DP2002/03, Reserve Bank of New Zealand. [Downloadable!]

  9. Ray C. Fair, 2001. "Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations," Yale School of Management Working Papers ysm202, Yale School of Management. [Downloadable!]
    Published as:

    Cited by:

    1. Luisa Corrado & Sean Holly, 2006. "The Linearisation and Optimal Control of Large Non-Linear Rational Expectations Models by Persistent Excitation," Computational Economics, Springer, vol. 28(2), pages 139-153, September. [Downloadable!] (restricted)

  10. Ray C. Fair, 2001. "On Modeling the Effects of Inflation Shocks," Cowles Foundation Discussion Papers 1300, Cowles Foundation, Yale University, revised Mar 2002. [Downloadable!]

    Cited by:

    1. Barbara Annicchiarico & Alessandro Piergallini, 2006. "Inflation shocks and interest rate rules," Economics Bulletin, Economics Bulletin, vol. 5(19), pages 1-7. [Downloadable!]
      Other versions:
    2. Ray C. Fair, 2006. "Evaluating Inflation Targeting Using a Macroeconometric Model," Levine's Bibliography 321307000000000303, UCLA Department of Economics. [Downloadable!]
      Other versions:
    3. Ray C. Fair, 2006. "A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?," Cowles Foundation Discussion Papers 1577, Cowles Foundation, Yale University, revised Mar 2007. [Downloadable!]
      Other versions:
    4. Paul Turner, 2007. "Some UK evidence on the Forward Looking IS Equation:," Discussion Paper Series 2007_16, Department of Economics, Loughborough University, revised May 2007. [Downloadable!]
    5. Alistair Dieppe & Jerome Henry & Peter Mc Adam, . "Labour market dynamics in the euro area: A model-based sensitivity analysis," Modeling, Computing, and Mastering Complexity 2003 09, Society for Computational Economics. [Downloadable!]
    6. Luisa Corrado & Sean Holly, 2003. "Nonlinear Phillips Curves, Mixing Feedback Rules and the Distribution of Inflation and Output," CEIS Research Paper 37, Tor Vergata University, CEIS. [Downloadable!]
      Other versions:
    7. Shaun K. Roache & Alexander P. Attie, 2009. "Inflation Hedging for Long-Term Investors," IMF Working Papers 09/90, International Monetary Fund. [Downloadable!]
    8. W A Razzak, 2002. "Monetary policy and forecasting inflation with and without the output gap," Reserve Bank of New Zealand Discussion Paper Series DP2002/03, Reserve Bank of New Zealand. [Downloadable!]

  11. Ray C. Fair, 2001. "Shock Effects on Stocks, Bonds, and Exchange Rates," Yale School of Management Working Papers ysm172, Yale School of Management. [Downloadable!]
    Published as:

    Cited by:

    1. Giorgio Valente, 2005. "US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore," Working Papers 092005, Hong Kong Institute for Monetary Research. [Downloadable!]
    2. Kathryn Dominguez & Freyan Panthaki, 2005. "What Defines "News" in Foreign Exchange Markets?," NBER Working Papers 11769, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Jon Faust & John H. Rogers & Shing-Yi B. Wang & Jonathan H. Wright, 2003. "The high-frequency response of exchange rates and interest rates to macroeconomic announcements," International Finance Discussion Papers 784, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    4. Aymen Belgacem, 2009. "Fundamentals, Macroeconomic Announcements and Asset Prices," EconomiX Working Papers 2009-16, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]
    5. Kathryn Dominguez & Freyan Panthaki, 2005. "What Defines 'News' in Foreign Exchange Markets," Working Papers 547, Research Seminar in International Economics, University of Michigan. [Downloadable!]
    6. Parker, John, 2007. "The Impact Of Economic News On Financial Markets," MPRA Paper 2675, University Library of Munich, Germany. [Downloadable!]
    7. Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2005. "Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission," NBER Working Papers 11166, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    8. William O. Brown & Richard C. K. Burdekin & Marc D. Weidenmier, 2005. "Volatility in an Era of Reduced Uncertainty: Lessons from Pax Britannica," NBER Working Papers 11319, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    9. Gregory H. Bauer & Clara Vega, 2006. "The monetary origins of asymmetric information in international equity markets," International Finance Discussion Papers 872, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:

  12. Ray C. Fair, 2001. "Estimates of the Effectiveness of Monetary Policy," Cowles Foundation Discussion Papers 1298, Cowles Foundation, Yale University, revised Jun 2003. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Barbara Annicchiarico & Alessandro Piergallini, 2006. "Inflation shocks and interest rate rules," Economics Bulletin, Economics Bulletin, vol. 5(19), pages 1-7. [Downloadable!]
      Other versions:
    2. Jean-Pascal Benassy, 2005. "Interest Rate Rules, Price Determinacy and the Value of Money in a non Ricardian World," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(3), pages 651-667, July. [Downloadable!] (restricted)
    3. Bruno Merlevede & Joseph Plasmans & Bas van Aarle, 2003. "A Small Macroeconomic Model of the EU-Accession Countries," Open Economies Review, Springer, vol. 14(3), pages 221-250, July. [Downloadable!] (restricted)
    4. Luis Carranza & José Enrique Galdón Sánchez & Javier Gómez Biscarri, . "Understanding the Relationship between Financial Development and Monetary Policy," Faculty Working Papers 14/06, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    5. Ray C. Fair, 2009. "Possible Macroeconomic Consequences of Large Future Federal Government Deficits," Cowles Foundation Discussion Papers 1727, Cowles Foundation, Yale University, revised Oct 2009. [Downloadable!]
    6. Philip Arestis, Malcolm Sawyer, 2003. "The Nature and Role of Monetary Policy When Money Is Endogenous," Economics Working Paper Archive 374, Levy Economics Institute, The. [Downloadable!]
      Other versions:
    7. Alistair Dieppe & Jerome Henry & Peter Mc Adam, . "Labour market dynamics in the euro area: A model-based sensitivity analysis," Modeling, Computing, and Mastering Complexity 2003 09, Society for Computational Economics. [Downloadable!]
    8. Mandler, Martin, 2006. "Are there gains from including monetary aggregates and stock market indices in the monetary policy reaction function? A simulation study of recent U.S. monetary policy," MPRA Paper 2318, University Library of Munich, Germany. [Downloadable!]

  13. Ray C. Fair, 2000. "Estimated, Calibrated, and Optimal Interest Rate Rules," Cowles Foundation Discussion Papers 1258, Cowles Foundation, Yale University. [Downloadable!]

    Cited by:

    1. Ray C. Fair, 2001. "Actual Federal Reserve policy behavior and interest rate rules," Economic Policy Review, Federal Reserve Bank of New York, issue Mar, pages 61-72. [Downloadable!]
    2. Jonathan L. Willis, 2003. "Implications of structural changes in the U.S. economy for pricing behavior and inflation dynamics," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 5-27. [Downloadable!]

  14. Ray C. Fair, 1997. "Evaluating the Information Content and Money Making Ability of Forecasts from Exchange Rate Equations," Cowles Foundation Discussion Papers 1168, Cowles Foundation, Yale University. [Downloadable!]

    Cited by:

    1. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Working Papers 2002-007, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:

  15. Ray C. Fair, 1996. "Testing the Standard View of the Long-Run Unemployment-Inflation Relationship," Cowles Foundation Discussion Papers 1121, Cowles Foundation, Yale University. [Downloadable!]

    Cited by:

    1. Staiger, Douglas & Stock, James H & Watson, Mark W, 1997. "The NAIRU, Unemployment and Monetary Policy," Journal of Economic Perspectives, American Economic Association, vol. 11(1), pages 33-49, Winter. [Downloadable!] (restricted)
    2. Stanley Fischer, 1996. "Why are central banks pursuing long-run price stability?," Proceedings, Federal Reserve Bank of Kansas City, pages 7-34. [Downloadable!]
    3. Galbraith, James K, 1997. "Time to Ditch the NAIRU," Journal of Economic Perspectives, American Economic Association, vol. 11(1), pages 93-108, Winter. [Downloadable!] (restricted)
    4. Robert M. Coen et al., 1999. "The NAIRU and Wages in Local Labor Markets," American Economic Review, American Economic Association, vol. 89(2), pages 52-57, May. [Downloadable!] (restricted)

  16. Ray C. Fair & Diane J. Macunovich, 1996. "Explaining the Labor Force Participation of Women 20-24," Cowles Foundation Discussion Papers 1116, Cowles Foundation, Yale University. [Downloadable!]

    Cited by:

    1. Diane Macunovich, 1999. "The Fortune of One's Birth: Relative Cohort Size and the Youth Labor Market in the United States," Center for Policy Research Working Papers 6, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
      Other versions:
    2. Diane Macunovich, 1999. "The Baby Boom As It Ages: How Has It Affected Patterns of Consumptions and Savings in the United States?," Center for Policy Research Working Papers 7, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]

  17. Ray C. Fair & E. Philip Howrey, 1995. "Evaluating Alternative Monetary Policy Rules," Cowles Foundation Discussion Papers 1091, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

    Cited by:

    1. Gunter Coenen & Volker Wieland, 2000. "A Simple Estimated Euro Area Model With Rational Expectations And Nominal Rigidities," Computing in Economics and Finance 2000 187, Society for Computational Economics. [Downloadable!]
    2. Athanasios Orphanides, 1998. "Monetary policy rules based on real-time data," Finance and Economics Discussion Series 1998-03, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    3. Philip N. Jefferson, 1997. "'Home' base and monetary base rules: elementary evidence from the 1980s and 1990s," Finance and Economics Discussion Series 1997-21, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    4. Günter Coenen & Volker Wieland, 2000. "A small estimated Euro area model with rational expectations and nominal rigidities," Working Paper Series 30, European Central Bank. [Downloadable!]
      Other versions:
    5. Andrew Levin & Volker Wieland & John C. Williams, 1998. "Robustness of simple monetary policy rules under model uncertainty," Finance and Economics Discussion Series 1998-45, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    6. Glenn D. Rudebusch & Lars E. O. Svensson, 1998. "Policy Rules for Inflation Targeting," NBER Working Papers 6512, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. Diana M. Burton & H. Alan Love & Gordon C. Rausser, 2004. "Estimating statistical properties of political economic decisions," Applied Economics, Taylor and Francis Journals, vol. 36(13), pages 1489-1499, July. [Downloadable!] (restricted)
    8. Hans M. Amman & David A. Kendrick, 1997. "Should Macroeconomic Policy Makers Consider Parameter Covariances?," Economics, University of Texas at Austin 9701, Center for Applied Research in Economics. [Downloadable!]
      Other versions:
    9. John C. Williams, 1999. "Simple rules for monetary policy," Finance and Economics Discussion Series 1999-12, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    10. Ray C. Fair, 2001. "Actual Federal Reserve policy behavior and interest rate rules," Economic Policy Review, Federal Reserve Bank of New York, issue Mar, pages 61-72. [Downloadable!]
    11. Eric Jondeau & Hervé Le Bihan, 2002. "Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies," Annales d'Economie et de Statistique, ADRES, issue 67-68, pages 12, Juillet-D. [Downloadable!]
      Other versions:
    12. David Reifschneider & John C. Williams, 1999. "Three lessons for monetary policy in a low inflation era," Finance and Economics Discussion Series 1999-44, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    13. Richard Dennis, 2000. "Steps toward identifying central bank policy preferences," Working Papers in Applied Economic Theory 2000-13, Federal Reserve Bank of San Francisco. [Downloadable!]
    14. Ray C. Fair, 2000. "Estimated, Calibrated, and Optimal Interest Rate Rules," Cowles Foundation Discussion Papers 1258, Cowles Foundation, Yale University. [Downloadable!]
    15. Ray Fair, 2003. "Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations," Computational Economics, Springer, vol. 21(3), pages 245-256, June. [Downloadable!] (restricted)
      Other versions:
    16. Ray C. Fair, 2001. "Estimates of the Effectiveness of Monetary Policy," Cowles Foundation Discussion Papers 1298, Cowles Foundation, Yale University, revised Jun 2003. [Downloadable!]
      Other versions:
    17. Richard Dennis, 2000. "Optimal simple targeting rules for small open economies," Working Papers in Applied Economic Theory 2000-20, Federal Reserve Bank of San Francisco. [Downloadable!]
    18. Lars E. O. Svensson, 2000. "Open-Economy Inflation Targeting," NBER Working Papers 6545, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  18. Ray C. Fair, 1992. "The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics," NBER Working Papers 3990, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

    Cited by:

    1. Jeffrey C. Fuhrer, 1998. "An optimizing model for monetary policy analysis: can habit formation help?," Working Papers 98-1, Federal Reserve Bank of Boston. [Downloadable!]
      Other versions:
    2. Marco Del Negro & Frank Schorfheide, 2003. "Take your model bowling: forecasting with general equilibrium models," Economic Review, Federal Reserve Bank of Atlanta, issue Q4, pages 35-50. [Downloadable!]

  19. Ray C. Fair, 1991. "Estimating Event Probabilities from Macroeconomic Models Using Stochastic Simulation," NBER Technical Working Papers 0111, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. M. Hashem Pesaran, 2000. "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    2. Dag Kolsrud, 2008. "Stochastic Ceteris Paribus Simulations," Computational Economics, Springer, vol. 31(1), pages 21-43, February. [Downloadable!] (restricted)
    3. Galvão, Ana Beatriz C., 2003. "Structural Break Threshold VARs for Predicting US Recessions using the Spread," Ibmec Working Papers wpe_37, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
      Other versions:
    4. Jose A. Lopez, 1995. "Evaluating the predictive accuracy of volatility models," Research Paper 9524, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:

  20. Ray C. Fair, 1991. "How Fast Do Old Men Slow Down?," NBER Working Papers 3757, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

    Cited by:

    1. Benoit Dostie, 2006. "Wages, Productivity and Aging," Cahiers de recherche 0645, CIRPEE. [Downloadable!]
      Other versions:
    2. van Ours, Jan C., 2009. "Will You Still Need Me – When I'm 64?," IZA Discussion Papers 4264, Institute for the Study of Labor (IZA). [Downloadable!]
    3. Ray C. Fair, 2004. "Estimated Age Effects in Athletic Events and Chess," Cowles Foundation Discussion Papers 1495, Cowles Foundation, Yale University, revised Feb 2006. [Downloadable!]
    4. Ray C. Fair, 2005. "Estimated Age Effects in Baseball," Cowles Foundation Discussion Papers 1536, Cowles Foundation, Yale University, revised Mar 2007. [Downloadable!]
    5. Sumit Agarwal & John C. Driscoll & Xavier Gabaix & David Laibson, 2007. "The Age of Reason: Financial Decisions Over the Lifecycle," NBER Working Papers 13191, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  21. Ray C. Fair, 1989. "Does Monetary Policy Matter? Narrative Versus Structural Approaches," NBER Working Papers 3045, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Hukkinen, Juhana & Viren, Matti, 1996. "Assessing the Forecasting Performance of a Macroeconomic Model," Research Discussion Papers 23/1996, Bank of Finland. [Downloadable!]
    2. Hukkinen, Juhana & Viren, Matti, 1998. "How to Evaluate the Forecasting Performance of a Macroeconomic Model," Research Discussion Papers 5/1998, Bank of Finland. [Downloadable!]

  22. Ray C. Fair & John B. Taylor, 1989. "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations," Cowles Foundation Discussion Papers 921, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Yue Ma & Guy Meredith & Matthew S. Yiu, 2002. "A Currency Board Model of Hong Kong," Working Papers 012002, Hong Kong Institute for Monetary Research. [Downloadable!]
    2. Sergio J. Rey & Guy R. West & Mark V. Janikas, 2004. "Uncertainty in Integrated Regional Models," Urban/Regional 0401001, EconWPA. [Downloadable!]
      Other versions:
    3. Ray C. Fair, 2007. "Testing Price Equations," Kiel Working Papers 1342, Kiel Institute for the World Economy. [Downloadable!]
    4. Le, Vo Phuong Mai & Minford, Patrick, 2007. "Optimising Indexation Arrangements under Calvo Contracts and their Implications for Monetary Policy," CEPR Discussion Papers 6325, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    5. Ray C. Fair, 2000. "Estimated, Calibrated, and Optimal Interest Rate Rules," Cowles Foundation Discussion Papers 1258, Cowles Foundation, Yale University. [Downloadable!]
    6. Ray Fair, 2003. "Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations," Computational Economics, Springer, vol. 21(3), pages 245-256, June. [Downloadable!] (restricted)
      Other versions:
    7. Le, Vo Phuong Mai & Minford, Patrick, 2007. "Calvo Contracts - Optimal Indexation in General Equilibrium," Cardiff Economics Working Papers E2007/8, Cardiff University, Cardiff Business School, Economics Section, revised Oct 2008. [Downloadable!]
      Other versions:

  23. Ray C. Fair, 1989. "The Production Smoothing Model Is Alive and Well," Cowles Foundation Discussion Papers 896, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Pindyck, Robert S., 1990. "Inventories and the short-run dynamics of commodity prices," Working papers 3133-90., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
      Other versions:
    2. Donald S. Allen, 1997. "Do inventories moderate fluctuations in output?," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 39-50. [Downloadable!]
    3. Levy, Daniel & Müller, Georg & Chen, Allan (Haipeng) & Bergen, Mark & Dutta, Shantanu, 2008. "Holiday Price Rigidity and Cost of Price Adjustment," MPRA Paper 13095, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    4. Jonathan McCarthy & Egon Zakrajsek, 2000. "Microeconomic inventory adjustment: evidence from U.S. firm-level data," Finance and Economics Discussion Series 2000-24, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    5. Mark Bils & James A. Kahn, 1999. "What Inventory Behavior Tells Us About Business Cycles," NBER Working Papers 7310, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    6. Donald S. Allen, 1999. "Seasonal production smoothing," Working Papers 1999-004, Federal Reserve Bank of St. Louis. [Downloadable!]
    7. Brad R. Humphreys & Louis J. Maccini & Scott Schuh, 1997. "Input and output inventories," Working Papers 97-7, Federal Reserve Bank of Boston. [Downloadable!]
      Other versions:
    8. Considine, Timothy J. & Larson, Donald F., 1996. "Uncertainty and the price for crude oil reserves," Policy Research Working Paper Series 1655, The World Bank. [Downloadable!]
    9. J. Joseph Beaulieu & Jeffrey A. Miron, 1990. "A Cross Country Comparison of Seasonal Cycles and Business Cycles," NBER Working Papers 3459, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    10. Stephen G. Cecchetti & Anil K Kashyap & David W. Wilcox, 1995. "Do Firms Smooth the Seasonal in Production in a Boom? Theory and Evidence," NBER Working Papers 5011, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    11. Jonathan McCarthy & Egon Zakrajsek, 1998. "Microeconomic inventory adjustment and aggregate dynamics," Staff Reports 54, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    12. Jonas D.M. Fisher & Andreas Hornstein, 1998. "(S,s) Inventory policies in general equilibrium," Working Paper 97-07, Federal Reserve Bank of Richmond. [Downloadable!]
      Other versions:
    13. Robert E. Carpenter & Steven M. Fazzari & Bruce C. Petersen, 1994. "Inventory (Dis)Investment, Internal Finance Fluctuations, and the Business Cycle," Macroeconomics 9401001, EconWPA. [Downloadable!]
    14. Lai, Richard, 2005. "Bullwhip in a Spanish Shop," MPRA Paper 4758, University Library of Munich, Germany. [Downloadable!]
    15. Stephen G. Cecchetti & Anil Kashyap & David Wilcox, 1995. "Why Firms Smooth Seasonals in a Boom," Working Papers 001, Ohio State University, Department of Economics. [Downloadable!]
    16. Scott Schuh, 1996. "Evidence on the link between firm-level and aggregate inventory behavior," Finance and Economics Discussion Series 96-46, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    17. Donald S. Allen, 1999. "Seasonal production smoothing," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 21-40. [Downloadable!]
    18. Steven N. Durlauf & Louis J. Maccini, 1993. "Measuring Noise in Inventory Models," NBER Working Papers 4487, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    19. George J. Hall & John Rust, 1999. "An Empirical Model of Inventory Investment by Durable Commodity Intermediaries," Cowles Foundation Discussion Papers 1228, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    20. George J. Hall, 1996. "Non-convex costs and capital utilization: a study of production and inventories at automobile assembly plants," Working Paper Series, Macroeconomic Issues WP-96-25, Federal Reserve Bank of Chicago. [Downloadable!]

  24. Donald W.K. Andrews & Ray C. Fair, 1989. "Estimation of Polynomial Distributed Lags and Leads with End Point Constraints," NBER Technical Working Papers 0079, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Ray C. Fair, 1989. "Inflationary Expectations and Price Setting Behavior," NBER Working Papers 3102, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  25. Ray C. Fair, 1989. "Inflationary Expectations and Price Setting Behavior," NBER Working Papers 3102, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

    Cited by:

    1. Donald W.K. Andrews & Ray C. Fair, 1989. "Estimation of Polynomial Distributed Lags and Leads with End Point Constraints," NBER Technical Working Papers 0079, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  26. Ray C. Fair & Robert J. Shiller, 1988. "The Informational Content of Ex Ante Forecasts," Cowles Foundation Discussion Papers 857, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Paul Hubert, 2009. "Informational Advantage and Influence of Communicating Central Banks," Documents de Travail de l'OFCE 2009-04, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]
    2. Luis Fernando Melo Velandia & Héctor M. Núñez Amortegui, 2004. "Combinación de pronósticos de la inflación en presencia de cambios estructurales," BORRADORES DE ECONOMIA 002153, BANCO DE LA REPÚBLICA. [Downloadable!]
      Other versions:
    3. Elkin Castaño V. & Luis Fernando Melo Velandia, 1998. "Métodos De Combinación De Pronósticos:Una Aplicación A La Inflación Colombiana," BORRADORES DE ECONOMIA 003212, BANCO DE LA REPÚBLICA. [Downloadable!]
      Other versions:
    4. Massimiliano Marcellino, . "Further Results on MSFE Encompassing," Working Papers 143, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
    5. Carlos Capistrán-Carmona, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Computing in Economics and Finance 2005 127, Society for Computational Economics. [Downloadable!]
      Other versions:
    6. Frank A.G. den Butter & Pieter W. Jansen, 2008. "Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts," Tinbergen Institute Discussion Papers 08-102/3, Tinbergen Institute. [Downloadable!]
    7. NUÑEZ AMORTEGUI, Héctor Mauricio, 2005. "Una evaluación de los pronósticos de inflación en Colombia bajo el esquema de inflación objetivo," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
    8. Francis X. Diebold & Jose A. Lopez, 1996. "Forecast Evaluation and Combination," NBER Technical Working Papers 0192, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    9. Paul Hubert, 2009. "An Empirical Review of Federal Reserve’s Informational Advantage," Documents de Travail de l'OFCE 2009-03, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]
    10. Michael T. Belongia, 1988. "Are economic forecasts by government agencies biased? Accurate?," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 15-23. [Downloadable!]
    11. Michael J. Dueker & Martin Sola & Fabio Spagnolo, 2006. "Contemporaneous threshold autoregressive models: estimation, testing and forecasting," Working Papers 2003-024, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:

  27. Ray C. Fair & Kathryn M. Dominguez, 1987. "Effects of the Changing U.S. Age Distribution on Macroeconomic Equations," Cowles Foundation Discussion Papers 839, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Bernardo Lanza Queiroz & Cássio Maldonado Turra & Elisenda Renteria Perez, 2006. "The Opportunities We Cannot Forgo: Economic Consequences Of Population Changes In Brazil," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 32, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
    2. Berg, Lennart, 1996. "Age Distribution, Saving and Consumption in Sweden," Working Paper Series 1996:22, Uppsala University, Department of Economics. [Downloadable!]
    3. Persson, Joakim, 1999. "Demographic and Per Capita Income Dynamics: A Convergence Study on Demographics, Human Capital, and Per Capita Income for the US States," Working Paper Series 156, Trade Union Institute for Economic Research. [Downloadable!]
    4. Arjan Lejour & Paul Veenendaal & Gerard Verweij & Nico van Leeuwen, 2006. "Worldscan; a model for international economic policy analysis," CPB Documents 111, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]
    5. Don Freeman, . "Beer in Good Times and Bad: A U.S. State-Level Analysis of Economic Conditions and Alcohol Consumption," Working Papers 0906, Sam Houston State University, Department of Economics and International Business. [Downloadable!]
    6. Peter S. Yoo, 1994. "Age distributions and returns of financial assets," Working Papers 1994-002, Federal Reserve Bank of St. Louis. [Downloadable!]
    7. Begoña Eguia & Cruz Echevarria, 2004. "Population age structure and private consumption in Spain," International Economic Journal, Korean International Economic Association, vol. 18(3), pages 299-319, September. [Downloadable!] (restricted)
      Other versions:
    8. Andersson, Andreas & Österholm, Pär, 2001. "The Impact of Demography on the Real Exchange Rate," Working Paper Series 2001:11, Uppsala University, Department of Economics.
    9. Satya P. Das & Mausumi Das & Thomas B. Fomby, 2004. "Decreasing marginal impatience, income distribution and demand for money: Theory and evidence," Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers 04-04, Indian Statistical Institute, New Delhi, India. [Downloadable!]
    10. Mathieu Lefebvre, 2006. "Population ageing and consumption demand in Belgium," CREPP Working Papers 0604, Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, University of Liège. [Downloadable!]
    11. Andreas Andersson & Pär Österholm, 2005. "Forecasting real exchange rate trends using age structure data -- the case of Sweden," Applied Economics Letters, Taylor and Francis Journals, vol. 12(5), pages 267-272, April. [Downloadable!] (restricted)
    12. Leon Bettendorf & Hans Dewachter, 2007. "Ageing and the Relative Price of Nontradeables," Tinbergen Institute Discussion Papers 07-064/2, Tinbergen Institute. [Downloadable!]
    13. Erik Canton & Casper van Ewijk & Paul J.G. Tang, 2003. "Population Ageing and International Capital Flows," Occasional Papers 04, European Network of Economic Policy Research Institutes. [Downloadable!]
    14. Donald W.K. Andrews & C. John McDermott, 1993. "Nonlinear Econometric Models with Deterministically Trending Variables," Cowles Foundation Discussion Papers 1053, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    15. Andrew K. Rose & Saktiandi Supaat, 2007. "Fertility and the Real Exchange Rate," NBER Working Papers 13263, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    16. Rafael Gomez & David K. Foot, 2003. "Age Structure, Income Distribution and Economic Growth," Canadian Public Policy, University of Toronto Press, vol. 29(s1), pages 141-162, January. [Downloadable!] (restricted)
      Other versions:
    17. James Harrigan & Rita Balaban, 1999. "U.S. Wages in General Equilibrium: The Effects of Prices, Technology, and Factor Supplies, 1963-1991," NBER Working Papers 6981, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    18. Peter S. Yoo, 1994. "The baby boom and international capital flows," Working Papers 1994-031, Federal Reserve Bank of St. Louis. [Downloadable!]
    19. Erik Canton & Casper van Ewijk & Paul Tang, 2004. "Ageing and International Capital Flows," CPB Documents 43, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]
    20. Diane Macunovich, 1999. "The Fortune of One's Birth: Relative Cohort Size and the Youth Labor Market in the United States," Center for Policy Research Working Papers 6, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
      Other versions:
    21. Mathias Hoffmann, 2004. "Saving, investment and the net foreign asset position," Money Macro and Finance (MMF) Research Group Conference 2003 45, Money Macro and Finance Research Group. [Downloadable!]
    22. Nordström Skans, Oskar, 2002. "Age effects in Swedish local labour markets," Working Paper Series 2002:11, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]
      Other versions:
    23. Erlandsen, Solveig & Nymoen, Ragnar, 2005. "Consumption and population age structure," Memorandum 27/2004, Oslo University, Department of Economics. [Downloadable!]
    24. Peter S. Yoo, 1994. "The baby boom and economic growth," Working Papers 1994-001, Federal Reserve Bank of St. Louis. [Downloadable!]
    25. Matthew Higgins & Jeffrey G. Williamson, 1996. "Asian Demography and Foreign Capital Dependence," NBER Working Papers 5560, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    26. Britta Baum & Helmut Seitz & Andrej Worobjew, 2002. "Der Einfluss der Alters- und Familienstrukturen auf die Ausgaben der Länder und Gemeinden," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 71(1), pages 147-162.
    27. Axel Börsch-Supan, 2006. "Demographic Change, Saving and Asset Prices: Theory and Evidence," RBA Annual Conference Volume, in: Christopher Kent & Anna Park & Daniel Rees (ed.), Demography and Financial Markets Reserve Bank of Australia. [Downloadable!]
    28. Barry Bosworth & Gabriel Chodorow-Reich, 2007. "Saving and Demographic Change: The Global Dimension," Working Papers, Center for Retirement Research at Boston College wp2007-02, Center for Retirement Research, revised Feb 2007. [Downloadable!]
    29. Ray C. Fair & Diane J. Macunovich, 1996. "Explaining the Labor Force Participation of Women 20-24," Cowles Foundation Discussion Papers 1116, Cowles Foundation, Yale University. [Downloadable!]
    30. Lindh, Thomas & Malmberg, Bo, 2005. "Demography and housing demand - What can we learn from residential construction data?," Arbetsrapport 2005:20, Institute for Futures Studies. [Downloadable!]
      Other versions:
    31. Matthew Higgins, 1997. "Demography, national savings and international capital flows," Staff Reports 34, Federal Reserve Bank of New York. [Downloadable!]
    32. Sanders Korenman & David Neumark, 1997. "Cohort Crowding and Youth Labor Markets: A Cross-National Analysis," NBER Working Papers 6031, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    33. Diane Macunovich, 1999. "The Baby Boom As It Ages: How Has It Affected Patterns of Consumptions and Savings in the United States?," Center for Policy Research Working Papers 7, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    34. Biehl, Kai & Fent, Thomas, 2007. "Vorausschätzungen für die Entwicklung der Gesamtbevölkerung und der Beschäftigung in Österreich bis 2035
      [Projections of the Development of Population and Employment in Austria until 2035]      ," MPRA Paper 2877, University Library of Munich, Germany. [Downloadable!]
    35. Barry P. Bosworth & Ralph C. Bryant & Gary Burtless, 2004. "The Impact of Aging on Financial Markets and the Economy: A Survey," Working Papers, Center for Retirement Research at Boston College 2004-23, Center for Retirement Research. [Downloadable!]
    36. Björn Andersson, 2001. "Scandinavian Evidence on Growth and Age Structure," Regional Studies, Taylor and Francis Journals, vol. 35(5), pages 377-390, July. [Downloadable!] (restricted)
    37. Österholm, Pär, 2004. "Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods," Working Paper Series 2004:13, Uppsala University, Department of Economics. [Downloadable!]
    38. Joachim Zietz, 1996. "The relative price of tradables and nontradables and the U.S. trade balance," Open Economies Review, Springer, vol. 7(2), pages 147-160, April. [Downloadable!] (restricted)
    39. Patrick Artus, 1993. "Bien-être, croissance et systéme de retraite," Annales d'Economie et de Statistique, ADRES, issue 31, pages 05, Juillet-S. [Downloadable!]

  28. Ray C. Fair, 1987. "Optimal Choice of Monetary Policy Instruments in a Macroeconometric Model," NBER Working Papers 2150, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

    Cited by:

    1. Dag Kolsrud, 2008. "Stochastic Ceteris Paribus Simulations," Computational Economics, Springer, vol. 31(1), pages 21-43, February. [Downloadable!] (restricted)

  29. Donald W.K. Andrews & Ray C. Fair, 1987. "Inference in Econometric Models with Structural Change," Cowles Foundation Discussion Papers 832, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:

    Cited by:

    1. Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008. "Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS," MPRA Paper 9472, University Library of Munich, Germany. [Downloadable!]
    2. Ray C. Fair, 1986. "International Evidence on the Demand for Money," Cowles Foundation Discussion Papers 813, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    3. Ray C. Fair & Kathryn M. Dominguez, 1987. "Effects of the Changing U.S. Age Distribution on Macroeconomic Equations," Cowles Foundation Discussion Papers 839, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    4. Stuart Hyde & Mohamed Sherif, 2005. "Don’t break the habit: structural stability tests of consumption asset pricing models in the UK," Applied Economics Letters, Taylor and Francis Journals, vol. 12(5), pages 289-296, April. [Downloadable!] (restricted)
    5. René Garcia & Eric Ghysels, 1996. "Structural Change and Asset Pricing in Emerging Markets," CIRANO Working Papers 96s-34, CIRANO. [Downloadable!]
      Other versions:
    6. Eric Ghysels, 1995. "On Stable Factor Structures in the Pricing of Risk," CIRANO Working Papers 95s-16, CIRANO. [Downloadable!]
      Other versions:
    7. Jonathan McCarthy & Egon Zakrajsek, 2003. "Inventory dynamics and business cycles: what has changed?," Finance and Economics Discussion Series 2003-26, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    8. Pieter J. van der Sluis, 1997. "Post-Sample Prediction Tests for the Efficient Method of Moments," Tinbergen Institute Discussion Papers 97-054/4, Tinbergen Institute. [Downloadable!]
    9. Pieter J. van der Sluis, 1997. "Computationally Attractive Stability Tests for the Efficient Method of Moments," Tinbergen Institute Discussion Papers 97-087/4, Tinbergen Institute. [Downloadable!]
      Other versions:
    10. Eric Ghysels & Alain Guay, 2001. "Testing for Structural Change in the Presence of Auxiliary Models," CIRANO Working Papers 2001s-54, CIRANO. [Downloadable!]
      Other versions:
    11. Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008. "Inference regarding multiple structural changes in linear models estimated via two stage least squares," MPRA Paper 9251, University Library of Munich, Germany, revised 20 Jun 2008. [Downloadable!]
    12. Stuart Hyde & Mohamed Sherif, 2004. "Don't break the habit: structural stability tests of consumption models in the UK," Money Macro and Finance (MMF) Research Group Conference 2003 49, Money Macro and Finance Research Group. [Downloadable!]
    13. Donald W.K. Andrews & Ray C. Fair, 1989. "Estimation of Polynomial Distributed Lags and Leads with End Point Constraints," NBER Technical Working Papers 0079, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    14. Donald W.K. Andrews & Ray C. Fair, 1987. "Inference in Econometric Models with Structural Change," Cowles Foundation Discussion Papers 832, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    15. Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 1994. "What Determines Expected International Asset Returns?," NBER Working Papers 4660, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  30. Ray C. Fair & Robert J. Shiller, 1987. "Econometric Modeling as Information Aggregation," Cowles Foundation Discussion Papers 833R, Cowles Foundation, Yale University, revised Jan 1988. [Downloadable!]
    Other versions:

    Cited by:

    1. Robert J. Shiller, 1987. "Ultimate Sources of Aggregate Variability," NBER Working Papers 2129, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Ray C. Fair, 1987. "VAR Models as Structural Approximations," Cowles Foundation Discussion Papers 856R, Cowles Foundation, Yale University, revised Mar 1989. [Downloadable!]
      Other versions:

  31. Ray C. Fair, 1986. "International Evidence on the Demand for Money," Cowles Foundation Discussion Papers 813, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Yu HSING, 1989. "On The Variable Money Demand Elasticity: The Case Of Taiwan," International Economic Journal, Korean International Economic Association, vol. 3(3), pages 43-52, October. [Downloadable!] (restricted)
    2. James Boughton, 1992. "International comparisons of money demand," Open Economies Review, Springer, vol. 3(3), pages 323-343, October. [Downloadable!] (restricted)
    3. Yu Hsing, 2006. "Tests Of Functional Forms, Currency Substitution, And Capital Mobility Of Czech Money Demand Function," Prague Economic Papers, University of Economics, Prague, vol. 2006(4), pages 291-299. [Downloadable!] (restricted)
    4. Shekar Bose & Hafizur Rahman, 1996. "The Demand For Money In Canada: A Cointegration Analysis," International Economic Journal, Korean International Economic Association, vol. 10(4), pages 29-45, December. [Downloadable!] (restricted)
    5. Ray C. Fair & Kathryn M. Dominguez, 1992. "Effects of the Changing U.S. Age Distribution on Macroeconomic Equations," NBER Working Papers 2280, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    6. David Romer, 1991. "Openness and Inflation: Theory and Evidence," NBER Working Papers 3936, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. Roberto Golinelli & Sergio Pastorello, 2002. "Modelling the demand for M3 in the Euro area," European Journal of Finance, Taylor and Francis Journals, vol. 8(4), pages 371-401, December. [Downloadable!] (restricted)
    8. Gérard Duchêne & Ramona Jimborean & Boris Najman, 2006. "Structure of Monetary Assets in Transition Economies: Financial Innovation and Structural Transformation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00270544_v1, HAL. [Downloadable!]
    9. Leonardo Bartolini & Lorenzo Giorgianni, 2000. "Excess volatility of exchange rates with unobservable fundamentals," Staff Reports 103, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    10. Bernd Hayo, 1999. "The Demand For Money In Austria," Macroeconomics 9902012, EconWPA. [Downloadable!]
      Other versions:
    11. Raimundo Soto & Matías Tapia, 2001. "Seasonal cointegration and the stability of the demand for money," Working Papers Central Bank of Chile 103, Central Bank of Chile. [Downloadable!]
    12. Augustine C. Arize, 1990. "Effects Of Financial Innovations On The Money Demand Function: Evidence From Japan," International Economic Journal, Korean International Economic Association, vol. 4(1), pages 59-70, April. [Downloadable!] (restricted)
    13. David Gruen & Marianne Gizycki, 1993. "Explaining Forward Discount Bias: Is it Anchoring?," RBA Research Discussion Papers rdp9307, Reserve Bank of Australia. [Downloadable!]
    14. Leonardo Bartolini & Gordon M. Bodnar, 1996. "Are exchange rates excessively volatile? And what does "excessively volatile" mean, anyway?," Research Paper 9601, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    15. Bernd Hayo, 1998. "Estimating a European Demand for Money," Macroeconomics 9811008, EconWPA. [Downloadable!]
      Other versions:
    16. Ivo Arnold, 1994. "The myth of a stable European money demand," Open Economies Review, Springer, vol. 5(3), pages 249-259, July. [Downloadable!] (restricted)
    17. Joseph E. Gagnon, 1989. "A forward-looking multicountry model: MX3," International Finance Discussion Papers 359, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    18. Mohsen Bahmani-Oskooee & Hyun-Jae Rhee, 1994. "Long-Run Elasticities Of The Demand For Money In Korea: Evidence From Cointegration Analysis," International Economic Journal, Korean International Economic Association, vol. 8(2), pages 83-93, June. [Downloadable!] (restricted)

  32. Ray C. Fair & Matthew D. Shapiro & Kathryn M. Dominguez, 1986. "Forecasting the Depression: Harvard Versus Yale," Cowles Foundation Discussion Papers 808, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Christina Romer & Jeffrey A. Miron, 1989. "A New Monthly Index of Industrial Production, 1884-1940," NBER Working Papers 3172, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Randall E. Parker & Phillip Rothman & Original: August 2000. This version: June 2003., . "An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre-World War I and Interwar Periods," Working Papers 0302, East Carolina University, Department of Economics. [Downloadable!]
      Other versions:
    3. Ritschl, Albrecht & Wolf, Nikolaus, 2003. "Endogeneity of Currency Areas and Trade Blocs: Evidence from the Inter-war Period," CEPR Discussion Papers 4112, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    4. Giovanni Favero, 2007. "Weather forecast or rain-dance? On inter-war business barometers," Working Papers 2007_14, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
    5. Ritschl, Albrecht & Woitek, Ulrich, 2000. "Did Monetary Forces Cause the Great Depression?," CEPR Discussion Papers 2547, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    6. Peter Rappoport & Eugene N. White, 1991. "Was there a bubble in the 1929 Stock Market?," NBER Working Papers 3612, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. Escañuela Romana, Ignacio, 2009. "Los Barómetros de Harvard: ¿Permitían Pedecir la Depresión de 1929?
      [Harvard Barometers: Did they allow to predict the Great Depression of 1929?]      ," MPRA Paper 16411, University Library of Munich, Germany. [Downloadable!]
    8. Ellen R. McGrattan & Edward C. Prescott, 2003. "The 1929 stock market: Irving Fisher was right," Staff Report 294, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    9. Hans Joachim Voth, 2000. "With a Bang, not a Whimper: Pricking Germany's "Stock Market Bubble" in 1927 and the Slide into Depression," Economics Working Papers 516, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
      Other versions:
    10. Eugene N. White & John Landon-Lane & Adam Klug, 2002. "How Could Everyone Have Been So Wrong? Forecasting The Great Depression With The Railroads," Departmental Working Papers 200209, Rutgers University, Department of Economics. [Downloadable!]
      Other versions:
    11. Albrecht Ritschl & Ulrich Woitek, . "Did Monetary Forces Cause the Great Depression? A Bayesian VAR Analysis for the U.S. Economy," IEW - Working Papers iewwp050, Institute for Empirical Research in Economics - IEW. [Downloadable!]
      Other versions:
    12. Henry, Peter B., 2001. "Is Disinflation Good for the Stock Market?," Research Papers 1681, Stanford University, Graduate School of Business. [Downloadable!]
      Other versions:
    13. Stephen G. Cecchetti, 1997. "Understanding the Great Depression: Lessons for Current Policy," NBER Working Papers 6015, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    14. Stephen G. Cecchetti, 1989. "Prices during the Great Depression: Was the Deflation of 1930-32 really unanticipated?," NBER Working Papers 3174, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  33. Ray C. Fair, 1984. "Excess Labor and the Business Cycle," Cowles Foundation Discussion Papers 692, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Julia Darby & Robert A Hart, . "Wages, Productivity and Work Intensity in the Great Depression," Working Papers 2002_7, Department of Economics, University of Glasgow, revised Jul 2002. [Downloadable!]
      Other versions:
    2. Marzio Galeotti & Louis J Maccini & Fabio Schiantarelli, 2002. "Inventories Employment and Hours," Economics Working Paper Archive 473, The Johns Hopkins University,Department of Economics. [Downloadable!]
      Other versions:
    3. Yi Wen, 2005. "Labor hoarding and inventories," Working Papers 2005-040, Federal Reserve Bank of St. Louis. [Downloadable!]
    4. J. Bradford De Long, 1990. "Interpreting Procyclical Productivity Movements: Evidence from a Cross-Nation Cross-Industry Panel," J. Bradford De Long's Working Papers _136, University of California at Berkeley, Economics Department. [Downloadable!]
    5. Faria, Joao & Jellal, Mohamed, 2009. "Dynamic of Employment and Wages Incentives," MPRA Paper 17183, University Library of Munich, Germany. [Downloadable!]
    6. Wen, Yi, 2003. "On the Optimal Volume of Labor Hoarding," Working Papers 03-14, Cornell University, Center for Analytic Economics. [Downloadable!]
    7. J. Bradford De Long & Lawrence H. Summers, 1986. "Are Business Cycles Symmetric?," NBER Working Papers 1444, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    8. Robert A. Hart & J Malley (University of Glasgow), 1996. "Labor Productivity and the Cycle," Working Papers 9613, Department of Economics, University of Glasgow. [Downloadable!]

  34. Ray C. Fair, 1984. "Effects of Expected Future Government Deficits on Current Economic Activity," Cowles Foundation Discussion Papers 693, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:

    Cited by:

    1. Ray C. Fair, 1984. "The Use of Expected Future Variables in Macroeconometric Models," Cowles Foundation Discussion Papers 718, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:

  35. Ray C. Fair, 1984. "The Use of Expected Future Variables in Macroeconometric Models," NBER Working Papers 1445, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

    Cited by:

    1. Ray C. Fair, 1989. "Sources of Output and Price Variability in a Macroeconometric Model," NBER Working Papers 2112, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Ray C. Fair, 1986. "Interest Rate and Exchange Rate Determination," NBER Working Papers 2105, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  36. Ray C. Fair, 1981. "Estimated Effects of Relative Prices on Trade Shares," NBER Working Papers 0696, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

    Cited by:

    1. Ray C. Fair, 1981. "Estimated Output, Price, Interest Rate, and Exchange Rate Linkages Among Countries," Cowles Foundation Discussion Papers 592, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    2. John F. Helliwell & Tim Padmore, 1985. "Empirical Studies of Macroeconomic Interdependence," NBER Working Papers 1021, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  37. Ray C. Fair, 1981. "Estimated Output, Price, Interest Rate, and Exchange Rate Linkages amongCountries," NBER Working Papers 0677, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

    Cited by:

    1. Shin-ichi Fukuda, 1998. "Extraneous Shocks and International Linkage of Business Cycles in a Two-Country Monetary Model," CIRJE F-Series CIRJE-F-16, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
      Other versions:
    2. Joaquín Pi Anguita, 1990. "Política macroeconómica en uniones monetarias," Investigaciones Economicas, Fundación SEPI, vol. 14(2), pages 213-224, May. [Downloadable!]
    3. John F. Helliwell & Tim Padmore, 1985. "Empirical Studies of Macroeconomic Interdependence," NBER Working Papers 1021, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  38. Ray C. Fair, 1981. "A Comment on Feldstein's Fisher-Schultz Lecture," NBER Working Papers 0716, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Robert S. Chirinko, 1985. "The Ineffectiveness of Effective Tax Rates on Business Investment," NBER Working Papers 1704, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  39. Ray C. Fair & John B. Taylor, 1980. "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear RationalExpectations Models," NBER Technical Working Papers 0005, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

    Cited by:

    1. A. Lans Bovenberg & Lawrence H. Goulder, 1989. "Promoting Investment under International Capital Mobility: An Intertemporal General Equilibrium Analysis," NBER Working Papers 3139, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Alexander Ludwig, 2004. "Improving Tatonnement Methods of Solving Heterogeneous Agent Models," MEA discussion paper series 04058, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
      Other versions:
    3. Gajda, Jan B. & Markowski, Aleksander, 1998. "Model Evaluation Using Stochastic Simulations: The Case of the Econometric Model KOSMOS," Working Paper 61, National Institute of Economic Research. [Downloadable!]
    4. Hans M. Amman & David A. Kendrick, 1997. "Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations," Economics, University of Texas at Austin 9707, Center for Applied Research in Economics. [Downloadable!]
      Other versions:
    5. Yue Ma & Guy Meredith & Matthew S. Yiu, 2002. "A Currency Board Model of Hong Kong," Working Papers 012002, Hong Kong Institute for Monetary Research. [Downloadable!]
    6. Nadiri, M. Ishaq & Prucha, Ingmar R., 1982. "Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model," Working Papers 82-22, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    7. Lars E.O. Svensson & Robert J. Tetlow, 2005. "Optimal Policy Projections," International Journal of Central Banking, International Journal of Central Banking, vol. 1(3), December. [Downloadable!]
      Other versions:
    8. Timothy J. Kehoe & David K. Levine, 1990. "The Economics of Indeterminacy in Overlapping Generations Models," Levine's Working Paper Archive 2193, David K. Levine. [Downloadable!]
      Other versions:
    9. Simon Gilchrist & John C. Williams, 2004. "Transition dynamics in vintage capital models: explaining the postwar catch-up of Germany and Japan," Working Papers in Applied Economic Theory 2004-14, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    10. Gary S. Anderson, . "An Application of Sparse Methods to Solving a Multi-Country Model With Rational Expectations," Computing in Economics and Finance 1996 _063, Society for Computational Economics. [Downloadable!]
    11. Matthew T. Holt & Stanley R. Johnson, 1988. "Bounded Price Variation, Rational Expectations, and Endogenous Switching in the U.S. Corn Market," Center for Agricultural and Rural Development (CARD) Publications 88-wp28, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
    12. George Evans & Seppo Honkapohja & Kaushik Mitra, 2007. " Anticipated Fiscal Policy and Adaptive Learning," CDMA Working Paper Series 0717, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
      Other versions:
    13. S. Sirakaya & Stephen Turnovsky & M. Alemdar, 2006. "Feedback Approximation of the Stochastic Growth Model by Genetic Neural Networks," Computational Economics, Springer, vol. 27(2), pages 185-206, May. [Downloadable!] (restricted)
      Other versions:
    14. P R Agénor, 2005. "Schooling and Public Capital in a Model of Endogenous Growth," Centre for Growth and Business Cycle Research Discussion Paper Series 61, Economics, The Univeristy of Manchester. [Downloadable!]
      Other versions:
    15. Richard Pierse, 2006. "Terminal conditions in forward-looking economic models," Department of Economics Discussion Papers 1006, Department of Economics, University of Surrey. [Downloadable!]
    16. Peter Hollinger, . "The Stacked-Time Simulator in TROLL: A Robust Algorithm for Solving Forward-Looking Models," Computing in Economics and Finance 1996 _026, Society for Computational Economics. [Downloadable!]
    17. Guenter Coenen & Athanasios Orphanides & Volker Wieland, 2003. "Price Stability and Monetary Policy Effectiveness when Nominal Interest Rates are Bounded at Zero," CFS Working Paper Series 2003/13, Center for Financial Studies. [Downloadable!]
      Other versions:
    18. Peter McAdam, 1998. "A Pedagogical Note on the Long Run of Macro Economic Models," Studies in Economics 9807, Department of Economics, University of Kent. [Downloadable!]
    19. Jinill Kim & Sunghyun Henry Kim & Andrew Levin, 2000. "Patience, Persistence and Properties of Two-Country Incomplete Market Models," Econometric Society World Congress 2000 Contributed Papers 1764, Econometric Society. [Downloadable!]
    20. Ray C. Fair, 1984. "Effects of Expected Future Government Deficits on Current Economic Activity," Cowles Foundation Discussion Papers 693, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    21. Minford, Patrick & Theodoridis, Konstantinos & Meenagh, David, 2007. "Testing a model of the UK by the method of indirect inference," Cardiff Economics Working Papers E2007/2, Cardiff University, Cardiff Business School, Economics Section, revised Apr 2008. [Downloadable!]
      Other versions:
    22. Lawrence H. Goulder & Lawrence H. Summers, 1987. "Tax Policy, Asset Prices, and Growth: A General Equilibrium Analysis," NBER Working Papers 2128, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    23. Jeffrey R. Campbell & Zvi Hercowitz, 2006. "The macroeconomic transition to high household debt," Proceedings, Federal Reserve Bank of San Francisco, issue Nov. [Downloadable!]
    24. Hans M. Amman & David A. Kendrick, 1997. "Linear Quadratic Optimization for Models with Rational Expectations," Tinbergen Institute Discussion Papers 97-102/2, Tinbergen Institute. [Downloadable!]
      Other versions:
    25. Minford, Patrick, 2008. "Commentary on Economic Projections and Rules of Thumb for Monetary Policy (by Athanasios Orphanides and Volker Wieland)," Cardiff Economics Working Papers E2008/16, Cardiff University, Cardiff Business School, Economics Section. [Downloadable!]
    26. Jeffrey R. Campbell & Zvi Hercowitz, 2006. "Welfare implications of the transition to high household debt," Working Paper Series WP-06-27, Federal Reserve Bank of Chicago. [Downloadable!]
      Other versions:
    27. Ray C. Fair, 1992. "The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics," Cowles Foundation Discussion Papers 1004, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    28. Athanasios Orphanides & David H. Small & Volker Wieland & David W. Wilcox, 1997. "A quantitative exploration of the opportunistic approach to disinflation," Finance and Economics Discussion Series 1997-36, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    29. Nicholas Carlozzi & John B. Taylor, 1986. "International Capital Mobility and the Coordination of Monetary Rules," NBER Working Papers 1242, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    30. John B. Taylor, 1984. "Union Wage Settlements During a Disinflation," NBER Working Papers 0985, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    31. Jeffrey C. Fuhrer & C. Hoyt Bleakley, 1996. "Computationally efficient solution and maximum likelihood estimation of nonlinear rational expectation models," Working Papers 96-2, Federal Reserve Bank of Boston. [Downloadable!]
      Other versions:
    32. Guenter Coenen & Volker Wieland, 2003. "The Zero-Interest-Rate and the Role of the Exchange Rate for Monetary Policy in Japan," CFS Working Paper Series 2003/09, Center for Financial Studies. [Downloadable!]
    33. Javier Gómez & José Darío Uribe & Hernando Vargas, . "The Implementation of Inflation Targeting in Colombia," Borradores de Economia 202, Banco de la Republica de Colombia. [Downloadable!]
    34. Javier Gómez, . "Wage Indexation, Inflation Inertia, and the Cost of Disinflation - New version," Borradores de Economia 198nv, Banco de la Republica de Colombia. [Downloadable!]
    35. Lei Lei Song & John Freebairn & Don Harding, 2001. "Policy Options to Reduce Unemployment: TRYM Simulations," Melbourne Institute Working Paper Series wp2001n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
    36. Larry Karp & Thierry Paul, 2002. "Intersectoral Adjustment and Policy Intervention: the Importance of General Equilibrium Effects," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 893R, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]
      Other versions:
    37. Jinill Kim & Sunghyun Henry Kim & Andrew Levin, 2001. "Patience, persistence and welfare costs of incomplete markets in open economies," International Finance Discussion Papers 696, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    38. Herrera Revuelta, Julio, 1997. "Expectativas racionales y política monetaria endógena en la determinación del tipo de cambio. Una ampliación empírica a la pseta-dolar y la peseta-ecu," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 7, pages 39-66, Junio. [Downloadable!] (restricted)
    39. Gonzalez F. & Rodriguez A. & Gonzalez-Garcia J.R., 2005. "Uncertainty about the Persistence of Periods with Large Price Shocks and the Optimal Reaction of the Monetary Authority," Computing in Economics and Finance 2005 402, Society for Computational Economics. [Downloadable!]
    40. Ray C. Fair & John B. Taylor, 1991. "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations," NBER Technical Working Papers 0078, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    41. Javier Gómez, . "Wage Indexation, Inflation Inertia, and the Cost of Disinflation - New version," Borradores de Economia 198a, Banco de la Republica de Colombia. [Downloadable!]
    42. Javier Gómez Pineda, 2002. "Wage Indexation, Inflation Inertia, and The Cost of Disinflation," BORRADORES DE ECONOMIA 003770, BANCO DE LA REPÚBLICA. [Downloadable!]
    43. Ramdane Djoudad & Céline Gauthier, 2003. "A Small Dynamic Hybrid Model for the Euro Area," Working Papers 03-19, Bank of Canada. [Downloadable!]
    44. Lawrence H. Goulder & Barry Eichengreen, 1989. "Savings Promotion, Investment Promotion, and International Competitiveness," NBER Working Papers 2635, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    45. David R.F. Love, 2008. "A Note on the Accuracy of Extended-Path Solution Methods for Dynamic General Equilibrium Economies," Working Papers 0801, Brock University, Department of Economics, revised Apr 2008. [Downloadable!]
    46. Manfred Gilli & Giorgio Pauletto, 1995. "Sparse Direct Methods for Model Simulation," Cahiers du Département d'Econométrie 95.06, Département d'Econométrie, Université de Genève. [Downloadable!]
      Other versions:
    47. Philippe Thalmann & Lawrence Goulder & François Delorme, 1996. "Assessing the international spillover effects of capital income taxation," International Tax and Public Finance, Springer, vol. 3(4), pages 449-478, October. [Downloadable!] (restricted)
      Other versions:
    48. Patrick Minford & Prakriti Sofat, 2004. "An Open Economy Real Business Cycle Model for the UK," Money Macro and Finance (MMF) Research Group Conference 2004 23, Money Macro and Finance Research Group. [Downloadable!]
    49. R. Golinelli & R. Rovelli, 2001. "Interest Rate Rules and Inflation Targeting in Three Transition Countries," Working Papers 429, Dipartimento Scienze Economiche, Universita' di Bologna. [Downloadable!]
    50. Warwick J. McKibbin & Jeffrey D. Sachs, 1989. "The McKibbin-Sachs Global Model: Theory and Specifications," NBER Working Papers 3100, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    51. Coenen, Günter & Wieland, Volker, 2003. "The Zero-Interest Rate Bound and the Role of the Exchange Rate for Monetary Policy in Japan," CEPR Discussion Papers 3895, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    52. Schroeter, John R., 2007. "Captive Supplies and Cash Market Prices for Fed Cattle: A Dynamic Rational Expectations Model of Delivery Timing," Staff General Research Papers 12710, Iowa State University, Department of Economics. [Downloadable!]
    53. Hukkinen, Juhana & Viren, Matti, 1996. "Assessing the Forecasting Performance of a Macroeconomic Model," Research Discussion Papers 23/1996, Bank of Finland. [Downloadable!]
    54. Fregert, Klas, 1999. "Relative wage setting, contracts and unemployment during the deflations of 1920-22 and 1931-34 in Sweden," Working Papers 1999:2, Lund University, Department of Economics, revised 21 Apr 1999. [Downloadable!]
    55. David Kendrick & Hans Amman, 2006. "A Classification System for Economic Stochastic Control Models," Computational Economics, Springer, vol. 27(4), pages 453-481, June. [Downloadable!] (restricted)
      Other versions:
    56. Wouter J. den Haan & Albert Marcet, 1993. "Accuracy in Simulations," Economics Working Papers 42, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
      Other versions:
    57. F. Bohn, 2003. "Monetary Union and the Interest-Exchange Rate Trade-off," Economics Discussion Papers 554, University of Essex, Department of Economics. [Downloadable!]
      Other versions:
    58. Jon Faust & Ralph Tryon, 1995. "Block distributed methods for solving multi-country econometric models," International Finance Discussion Papers 516, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    59. Janet L. Yellen, 2007. "John Taylor’s contributions to monetary theory and policy," Speech, Federal Reserve Bank of San Francisco, issue Oct 12. [Downloadable!]
    60. Kenneth D. West, 1986. "Full Versus Limited Information Estimation of a Rational Expectations Model: Some Numerical Comparisons," NBER Technical Working Papers 0054, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    61. Jon Faust & Ralph Tryon, 1994. "A distributed block approach to solving near-block-diagonal systems with an application to a large macroeconometric model," International Finance Discussion Papers 488, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    62. Javier Gómez, . "Wage Indexation, Inflation Inertia, and the Cost of Disinflation," Borradores de Economia 198, Banco de la Republica de Colombia. [Downloadable!]
    63. Ray C. Fair, 1984. "The Use of Expected Future Variables in Macroeconometric Models," Cowles Foundation Discussion Papers 718, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    64. Patrick Minford, 2008. "Commentary on "Economic projections and rules of thumb for monetary policy "," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 331-338. [Downloadable!]
    65. David A. Kendrick & Hans M. Amman & Marco P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics. [Downloadable!]
    66. Volker Wieland (Goethe University Frankfurt) & Günter Coenen (European Central Bank), 2004. "Exchange Rate Policy and the Zero Bound on Nominal Interest Rates," Computing in Economics and Finance 2004 65, Society for Computational Economics. [Downloadable!]
      Other versions:
    67. Javier Guillermo Gomez Pineda, 2003. "Wage Indexation, Inflation Inertia And The Cost Of Disinflation," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE. [Downloadable!]
    68. P R Agénor & D Yilmaz, 2006. "The Tyranny of Rules: Fiscal Discipline, Productive Spending, and Growth," Centre for Growth and Business Cycle Research Discussion Paper Series 73, Economics, The Univeristy of Manchester. [Downloadable!]
    69. Hukkinen, Juhana & Viren, Matti, 1998. "How to Evaluate the Forecasting Performance of a Macroeconomic Model," Research Discussion Papers 5/1998, Bank of Finland. [Downloadable!]
    70. Lawrence H. Goulder & Marc A. C. Hafstead & Michael S. Dworsky, 2009. "Impacts of Alternative Emissions Allowance Allocation Methods under a Federal Cap-and-Trade Program," NBER Working Papers 15293, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    71. Jeffrey Sachs & Warwick J. McKibbin, 1985. "Macroeconomic Policies in the OECD and LDC External Adjustmemt," NBER Working Papers 1534, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    72. Sushanta K. Mallick, 2001. "Dynamics Of Macroeconomic Adjustment With Growth: Some Simulation Results ," International Economic Journal, Korean International Economic Association, vol. 15(1), pages 115-139, April. [Downloadable!] (restricted)
    73. Lei Lei Song & John Freebairn, 2004. "ow Big Was the Effect of Budget Consolidation on the Australian Economy in the 1990s?," Melbourne Institute Working Paper Series wp2004n30, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
      Other versions:
    74. Ray C. Fair, 2001. "On Modeling the Effects of Inflation Shocks," Cowles Foundation Discussion Papers 1300, Cowles Foundation, Yale University, revised Mar 2002. [Downloadable!]
      Other versions:
    75. Simon Gilchrist & John C. Williams, 1998. "Putty-Clay and Investment: A Business Cycle Analysis," NBER Working Papers 6812, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    76. Arjan Kadareja, 2001. "The Fiscal Stabilization Policy under EMU - An Empirical Assessment," Working Papers 2001-20, CEPII research center. [Downloadable!]
    77. Schmidt-Hebbel, Klaus & Serven, Luis, 1995. "Fiscal and monetary contraction in Chile : a rational-expectations approach," Policy Research Working Paper Series 1472, The World Bank. [Downloadable!]
    78. Chao Wei, 2003. "Energy, the Stock Market, and the Putty-Clay Investment Model," American Economic Review, American Economic Association, vol. 93(1), pages 311-323, March. [Downloadable!]
    79. Herbert, Ric D. & Stemp, Peter J., 2000. "Exploiting Model Structure to Solve the Dynamics of a Macro Model," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    80. Manfred Gilli & Giorgio Pauletto, . "An Application of Nonstationary Iterative Methods for Solving a Multi-Country Model with Rational Expectations," Computing in Economics and Finance 1996 _045, Society for Computational Economics. [Downloadable!]
    81. Francisco A. Gallego & Klaus Schmidt-Hebbel & Luis Servén, 2004. "General Equilibrium Dynamics of External Shocks and Policy Changes in Chile," Working Papers Central Bank of Chile 271, Central Bank of Chile. [Downloadable!]
    82. Campos, M. Isabel & Herrera, Julio & Jimenez-Ridruejo, Zenon, 1999. "Censured Exchange Rates in a Discrete Time Target Zones Model: The Spanish Peseta/Deutsche Mark Case," ERSA conference papers ersa99pa183, European Regional Science Association. [Downloadable!]
    83. Lawrence H. Goulder, 1989. "Tax Policy, Housing Prices, and Housing Investment," NBER Working Papers 2814, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    84. Karl Whelan, 1997. "Unemployment and the durational structure of exit rates," Finance and Economics Discussion Series 1997-54, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    85. Manfred Gilli & Giorgio Pauletto, 1994. "High Performance Computing in Economics: SP1 for Macroeconomic Model Simulation," Cahiers du Département d'Econométrie 94.06, Département d'Econométrie, Université de Genève. [Downloadable!]
    86. Stephen J. Turnovsky, 2008. "Stabilization Theory and Policy: 50 Years after the Phillips Curve," Working Papers UWEC-2008-09, University of Washington, Department of Economics. [Downloadable!]
    87. Peter B. Dixon & K.R. Pearson & Mark R. Picton & Maureen T. Rimmer, 2002. "Rational Expectations for Large Models: A Practical Algorithm and a Policy Application," Centre of Policy Studies/IMPACT Centre Working Papers ip-81, Monash University, Centre of Policy Studies/IMPACT Centre. [Downloadable!]
    88. Anders Sørensen & Tryggvi Herbertsson, 1998. "Policy Rules for Exploitation of Renewable Resources: A Macroeconomic Perspective," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 12(1), pages 53-76, July. [Downloadable!] (restricted)
      Other versions:
    89. Jamshidi, Ahmad, 1989. "Evaluating global macroeconomic models : a case study of MULTIMOD," Policy Research Working Paper Series 298, The World Bank. [Downloadable!]
    90. Kenneth Judd & Lilia Maliar & Serguei Maliar, 2009. "Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models," NBER Working Papers 15296, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    91. Schmidt-Hebbel, Klaus & Serven, Luis, 1992. "Dynamic response to foreign transfers and terms-of-trade shocks in open economies," Policy Research Working Paper Series 1061, The World Bank. [Downloadable!]
    92. David R.F. Love & Jean-Francois Lamarche, 2004. "Anticipation and Real Business Cycles," Working Papers 0703, Brock University, Department of Economics, revised Sep 2007. [Downloadable!]
    93. Ray C. Fair, 2000. "Estimated, Calibrated, and Optimal Interest Rate Rules," Cowles Foundation Discussion Papers 1258, Cowles Foundation, Yale University. [Downloadable!]
    94. Ray Fair, 2003. "Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations," Computational Economics, Springer, vol. 21(3), pages 245-256, June. [Downloadable!] (restricted)
      Other versions:
    95. David R.F. Love, 2007. "Aggregate Comovements, Anticipation, and Business Cycles," Working Papers 0704, Brock University, Department of Economics, revised Jun 2007. [Downloadable!]
    96. Lawrence H. Goulder & Barry Eichengreen, 1989. "Trade Liberalization in General Equilibrium: Intertemporal and Inter-Industry Effects," NBER Working Papers 2965, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    97. Burton, Diana M. & Love, H. Alan, 1996. "A Review Of Alternative Expectations Regimes In Commodity Markets: Specification, Estimation, And Hypothesis Testing Using Structural Models," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 25(2), October. [Downloadable!]
    98. Ray C. Fair, 2001. "Bootstrapping Macroeconometric Models," Cowles Foundation Discussion Papers 1345, Cowles Foundation, Yale University, revised Jun 2003. [Downloadable!]
      Other versions:
    99. Albert Marcet, 1991. "Solving Non-Linear Stochastic Models by Parameterizing Expectations: An Application to Asset Pricing with Production," Economics Working Papers 5, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

  40. Ray C. Fair, 1979. "A Multicountry Econometric Model," Cowles Foundation Discussion Papers 541R, Cowles Foundation, Yale University, revised 1981. [Downloadable!]

    Cited by:

    1. John F. Helliwell & Tim Padmore, 1985. "Empirical Studies of Macroeconomic Interdependence," NBER Working Papers 1021, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  41. Ray C. Fair & William R. Parke, 1979. "Full Information Estimates of a Nonlinear Macroeconometric Model," Cowles Foundation Discussion Papers 519, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

    Cited by:

    1. Ray C. Fair & John B. Taylor, 1989. "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations," Cowles Foundation Discussion Papers 921, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    2. Phillips, Peter C.B., 1980. "On the Consistency of Non-Linear FIML," Cowles Foundation Discussion Papers 573, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    3. Benjamin M. Friedman & V. Vance Roley, 1987. "Aspects of Investor Behavior Under Risk," NBER Working Papers 1611, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  42. Ray C. Fair, 1978. "Estimating the Expected Predictive Accuracy of Econometric Models," Cowles Foundation Discussion Papers 480, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

    Cited by:

    1. M. Hashem Pesaran, 2000. "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    2. Giampiero Gallo, 1991. "Forecast Error Decomposition in a Nonlinear Model with Provisional Data," Annales d'Economie et de Statistique, ADRES, issue 22, pages 05, Avril-Jui. [Downloadable!]
    3. Ray C. Fair & Lewis Alexander, 1984. "A Comparison of the Michigan and Fair Models," Cowles Foundation Discussion Papers 703, Cowles Foundation, Yale University. [Downloadable!]
    4. Ray C. Fair, 1991. "Estimating Event Probabilities from Macroeconomic Models Using Stochastic Simulation," NBER Technical Working Papers 0111, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    5. Ray C. Fair, 1984. "Estimated Trade-Offs Between Unemployment and Inflation," Cowles Foundation Discussion Papers 707, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    6. Paul A. Anderson, 1979. "Help for the regional economic forecaster: vector autoregression," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum. [Downloadable!]
    7. Ray C. Fair, 1992. "The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics," NBER Working Papers 3990, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    8. Ray C. Fair, 1986. "Interest Rate and Exchange Rate Determination," NBER Working Papers 2105, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    9. Thomas J. Sargent, 1979. "Estimating vector autoregressions using methods not based on explicit economic theories," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum. [Downloadable!]
    10. David Reifschneider & Peter Tulip, 2007. "Gauging the uncertainty of the economic outlook from historical forecasting errors," Finance and Economics Discussion Series 2007-60, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    11. Ray C. Fair, 2001. "Bootstrapping Macroeconometric Models," Cowles Foundation Discussion Papers 1345, Cowles Foundation, Yale University, revised Jun 2003. [Downloadable!]
      Other versions:

  43. Ray C. Fair, 1978. "An Analysis of the Accuracy of Four Macroeconometric Models," Cowles Foundation Discussion Papers 492, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

    Cited by:

    1. 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.). [Downloadable!]
      Other versions:
    2. 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. [Downloadable!]
    3. Ford, Steve, 1986. "A Beginner'S Guide To Vector Autoregression," Staff Papers 13527, University of Minnesota, Department of Applied Economics. [Downloadable!]
    4. John A. James, 1985. "Shifts in the Nineteenth-Century Phillips Curve Relationship," NBER Working Papers 1587, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    5. 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. [Downloadable!]
    6. S. Rao Aiyagari, 1990. "Deflating the case for zero inflation," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum, pages 2-11. [Downloadable!]
    7. Robert J. Barro, 1980. "Intertemporal Substitution and the Business Cycle," NBER Working Papers 0490, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    8. David E. Runkle, 1987. "Vector autoregressions and reality," Staff Report 107, Federal Reserve Bank of Minneapolis. [Downloadable!]
    9. Frydman, Roman, 1980. "Individually Rational Expectations and Market Behavior," Working Papers 80-09, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    10. Michael Owyang & Garey Ramey, 2002. "Regime Switching and Monetary Policy Measurement," University of California at San Diego, Economics Working Paper Series 2001-03r, Department of Economics, UC San Diego. [Downloadable!]
      Other versions:
    11. Frederic S. Mishkin, 1982. "Does Anticipated Aggregate Demand Policy Matter? Further Econometric results," NBER Working Papers 0789, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    12. Robert P. Flood & Robert J. Hodrick, 1986. "Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle," NBER Working Papers 1089, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    13. Manfred Deistler & Klaus Neusser, 2004. "Prognose uni- und multivariater Zeitreihen," Diskussionsschriften dp0401, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
    14. Sanford Grossman & Laurence Weiss, 1980. "Heterogeneous Information and the Theory of the Business Cycle," Cowles Foundation Discussion Papers 558, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    15. Francisco F. R. Ramos, 1996. "VAR Priors: Success or lack of a decent macroeconomic theory?," Econometrics 9601002, EconWPA. [Downloadable!]

  44. Ray C. Fair, 1977. "The Sensitivity of Fiscal-Policy Effects to Assumptions about the Behavior of the Federal Reserve," Cowles Foundation Discussion Papers 446, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

    Cited by:

    1. Ray C. Fair & Robert J. Shiller, 1990. "Econometric Modeling as Information Aggregation," NBER Working Papers 2233, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Ray C. Fair, 2006. "Evaluating Inflation Targeting Using a Macroeconometric Model," Levine's Bibliography 321307000000000303, UCLA Department of Economics. [Downloadable!]
      Other versions:
    3. Ray C. Fair, 1984. "Effects of Expected Future Government Deficits on Current Economic Activity," Cowles Foundation Discussion Papers 693, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    4. Eric M. Leeper & David B. Gordon, 1991. "In search of the liquidity effect," International Finance Discussion Papers 403, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    5. Andries Brandsma & J. Pijpers, 1985. "Coordinated strategies for economic cooperation between Europe and the United States," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 121(4), pages 661-681, December. [Downloadable!] (restricted)
    6. Ray C. Fair & Robert J. Shiller, 1989. "The Informational Content of Ex Ante Forecasts," NBER Working Papers 2503, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. Ray C. Fair, 2005. "Natural Concepts in Macroeconomics," Cowles Foundation Discussion Papers 1525, Cowles Foundation, Yale University. [Downloadable!]
    8. Ray C. Fair, 2001. "Actual Federal Reserve policy behavior and interest rate rules," Economic Policy Review, Federal Reserve Bank of New York, issue Mar, pages 61-72. [Downloadable!]
    9. Amir Kia, 2005. "Overnight Monetary Policy in the United States: Active or Interest-Rate Smoothing?," Carleton Economic Papers 05-07, Carleton University, Department of Economics. [Downloadable!]
    10. Ray C. Fair, 1977. "Policy Effects in a Model of the Balance of Payments," Cowles Foundation Discussion Papers 452, Cowles Foundation, Yale University. [Downloadable!]
    11. Ray C. Fair, 2009. "Has Macro Progressed?," Cowles Foundation Discussion Papers 1728, Cowles Foundation, Yale University. [Downloadable!]
    12. Michael Woodford, 1999. "Optimal Monetary Policy Inertia," NBER Working Papers 7261, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  45. Ray C. Fair, 1977. "A Model of the Balance of Payments," Cowles Foundation Discussion Papers 451, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

    Cited by:

    1. Ray C. Fair, 1986. "Interest Rate and Exchange Rate Determination," NBER Working Papers 2105, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  46. Ray C. Fair, 1977. "On Modeling the Economic Linkages among Countries," Cowles Foundation Discussion Papers 465, Cowles Foundation, Yale University. [Downloadable!]

    Cited by:

    1. Matti Virén, 2000. "Fiscal Policy, Automatic Stabilisers and Policy Coordination in EMU," Discussion Papers 744, The Research Institute of the Finnish Economy. [Downloadable!]
    2. Jacob A. Frenkel & Assaf Razin, 1984. "The International Transmission of Fiscal Expenditures and Budget Deficits in the World Economy," NBER Working Papers 1527, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Matti Virén, 1999. "Fiscal Policy, Automatic Stabilisers and Policy Coordination in EMU," Discussion Papers 204, Government Institute for Economic Research Finland (VATT). [Downloadable!]
    4. Tuomo Mäki & Matti Virén, 1998. "Fiscal Policy Coordination in OECD Countries," Discussion Papers 160, Government Institute for Economic Research Finland (VATT). [Downloadable!]

  47. Ray C. Fair, 1977. "An Analysis of a Macroeconometric Model with Rational Expectationsin the Bond and Stock Markets," Cowles Foundation Discussion Papers 459, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

    Cited by:

    1. Peter McAdam, 1998. "A Pedagogical Note on the Long Run of Macro Economic Models," Studies in Economics 9807, Department of Economics, University of Kent. [Downloadable!]
    2. Ray C. Fair, 1984. "Effects of Expected Future Government Deficits on Current Economic Activity," Cowles Foundation Discussion Papers 693, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    3. N. Gregory Mankiw & Lawrence H. Summers, 1987. "Are Tax Cuts Really Expansionary?," NBER Working Papers 1443, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. David Lipton & James M. Poterba & Jeffrey Sachs & Lawrence H. Summers, 1983. "Multiple Shooting in Rational Expectations Models," NBER Technical Working Papers 0003, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    5. Ray C. Fair, 1984. "The Use of Expected Future Variables in Macroeconometric Models," Cowles Foundation Discussion Papers 718, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    6. Ayub, Mehar, 2000. "Stock market consequences of macro economic fundamentals," MPRA Paper 442, University Library of Munich, Germany, revised 2001. [Downloadable!]
    7. Peter B. Dixon & K.R. Pearson & Mark R. Picton & Maureen T. Rimmer, 2002. "Rational Expectations for Large Models: A Practical Algorithm and a Policy Application," Centre of Policy Studies/IMPACT Centre Working Papers ip-81, Monash University, Centre of Policy Studies/IMPACT Centre. [Downloadable!]
    8. Paul A. Anderson, 1978. "Rational expectations forecasts from nonrational models," Staff Report 19, Federal Reserve Bank of Minneapolis. [Downloadable!]

  48. Ray C. Fair, 1976. "The Use of Optimal Control Techniques to Measure Economic Performance," Cowles Foundation Discussion Papers 420, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

    Cited by:

    1. Ray C. Fair, 2006. "A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?," Cowles Foundation Discussion Papers 1577, Cowles Foundation, Yale University, revised Mar 2007. [Downloadable!]
      Other versions:
    2. David Kendrick & Hans Amman, 2006. "A Classification System for Economic Stochastic Control Models," Computational Economics, Springer, vol. 27(4), pages 453-481, June. [Downloadable!] (restricted)
      Other versions:
    3. Irma Adelman & David W. Roland-Holst & Alexander H. Sarris, 1990. "Adjustment Under Uncertainty With Computable General Equilibrium Models: General Theory And An Application To Korea," International Economic Journal, Korean International Economic Association, vol. 4(2), pages 1-20, June. [Downloadable!] (restricted)

  49. Ray C. Fair, 1976. "A Theory of Extramarital Affairs," Cowles Foundation Discussion Papers 436, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

    Cited by:

    1. Samuel Cameron & Alan Collins, 2003. "Estimates of a Model of Male Participation in the Market for Female Heterosexual Prostitution Services," European Journal of Law and Economics, Springer, vol. 16(3), pages 271-288, November. [Downloadable!] (restricted)
      Other versions:
    2. Alan Collins, 2000. "Surrender Value of Capital Assets: The Economics of Strategic Virginity Loss," Journal of Bioeconomics, Springer, vol. 2(3), pages 193-201, October. [Downloadable!] (restricted)
    3. Curt Wells, 2003. "Retesting Fair's (1978) model on infidelity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 237-239. [Downloadable!]
    4. QI Li & Jeff Racine, 2004. "Predictor relevance and extramarital affairs," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(4), pages 533-535. [Downloadable!]
    5. Ray C. Fair, 1976. "A Note on the Computation of the Tobit Estimator," Cowles Foundation Discussion Papers 434, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    6. Samuel Cameron, 2002. "The Economics Of Partner Out Trading in Sexual Markets," Journal of Bioeconomics, Springer, vol. 4(3), pages 195-222, October. [Downloadable!] (restricted)
    7. Chandran, Ram, 2004. "A Tobit Analysis of WIC Children's Consumption of Pyramid Group Foods," 2004 Annual meeting, August 1-4, Denver, CO 19998, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    8. Kamel Jedidi & Venkatram Ramaswamy & Wayne Desarbo, 1993. "A maximum likelihood method for latent class regression involving a censored dependent variable," Psychometrika, Springer, vol. 58(3), pages 375-394, September. [Downloadable!] (restricted)

  50. Ray C. Fair, 1976. "A Note on the Computation of the Tobit Estimator," Cowles Foundation Discussion Papers 434, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

    Cited by:

    1. Maanen, T. van, 1985. "The gravity model reconsidered," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    2. Ray C. Fair, 1976. "A Theory of Extramarital Affairs," Cowles Foundation Discussion Papers 436, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    3. Andrés Langebaek R. & Diego Vásquez E., . "Determinantes de la actividad innovadora en la industria manufacturera colombiana," Borradores de Economia 433, Banco de la Republica de Colombia. [Downloadable!]
      Other versions:
    4. Mark B. Stewart, 1982. "On Least Squares Estimation When the Dependent Variable is Grouped," Working Papers 539, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
      Other versions:
    5. Chandran, Ram, 2004. "A Tobit Analysis of WIC Children's Consumption of Pyramid Group Foods," 2004 Annual meeting, August 1-4, Denver, CO 19998, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  51. Ray C. Fair, 1976. "The Effects of Economic Events on Votes for President," Cowles Foundation Discussion Papers 418, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

    Cited by:

    1. Ray C. Fair, 1994. "The Effect of Economic Events on Votes for President: 1992 Update," Cowles Foundation Discussion Papers 1084, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    2. Merlo, Antonio, 1991. "An Econometric Analysis of Government Tenure Histories: The Italian Case," Working Papers 91-28, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    3. Eric J. Brunner & Stephen L. Ross & Ebonya L. Washington, 2008. "Economics and Ideology: Causal Evidence of the Impact of Economic Conditions on Support for Redistribution and Other Ballot Proposals," NBER Working Papers 14091, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Luisa Lambertini, 2003. "Are Budget Deficits Used Strategically?," Boston College Working Papers in Economics 578, Boston College Department of Economics. [Downloadable!]
    5. Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," IZA Discussion Papers 1996, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    6. Jennifer Merolla & Michael Munger & Michael Tofias, 2005. "In Play: A Commentary on Strategies in the 2004 U.S. Presidential Election," Public Choice, Springer, vol. 123(1), pages 19-37, April. [Downloadable!] (restricted)
    7. David Mitchell & Keith Willett, 2006. "Local Economic Performance and Election Outcomes," Atlantic Economic Journal, International Atlantic Economic Society, vol. 34(2), pages 219-232, June. [Downloadable!] (restricted)
    8. Rodrigo Cerda & Rodrigo Vergara, 2007. "Business cycle and political election outcomes: Evidence from the Chilean democracy," Public Choice, Springer, vol. 132(1), pages 125-136, July. [Downloadable!] (restricted)
    9. Souren Soumbatiants & Henry Chappell & Eric Johnson, 2006. "Using state polls to forecast U.S. Presidential election outcomes," Public Choice, Springer, vol. 127(1), pages 207-223, April. [Downloadable!] (restricted)
    10. Hibbs, Douglas A., 2007. "The Economy, the War in Iraq and the 2004 Presidential Election," MPRA Paper 15910, University Library of Munich, Germany. [Downloadable!]
    11. Wolfers, Justin, 2002. "Are Voters Rational? Evidence from Gubernatorial Elections," Research Papers 1730, Stanford University, Graduate School of Business. [Downloadable!]
    12. Elinder, Mikael & Jordahl, Henrik & Poutvaara, Panu, 2008. "Selfish and Prospective: Theory and Evidence of Pocketbook Voting," Working Paper Series 770, Research Institute of Industrial Economics. [Downloadable!]
      Other versions:
    13. Burton Abrams & Plamen Iossifov, 2006. "Does the Fed Contribute to a Political Business Cycle?," Public Choice, Springer, vol. 129(3), pages 249-262, December. [Downloadable!] (restricted)
    14. Ali Akarca & Aysit Tansel, 2006. "Economic Performance and Political Outcomes: An Analysis of the Turkish Parliamentary and Local Election Results Between 1950 and 2004," Public Choice, Springer, vol. 129(1), pages 77-105, October. [Downloadable!] (restricted)
    15. Jürgen Huber & Michael Kirchler, 2008. "Corporate Campaign Contributions as a Predictor for Abnormal Stock Returns after Presidential Elections," Working Papers 2008-18, Faculty of Economics and Statistics, University of Innsbruck. [Downloadable!]
    16. Graefe, Andreas & Armstrong, J. Scott, 2008. "Forecasting Elections from Voters’ Perceptions of Candidates’ Ability to Handle Issues," MPRA Paper 9829, University Library of Munich, Germany, revised 27 Jan 2009. [Downloadable!]
    17. Juan Carlos Berganza, 2000. "Politicians, voters and electoral processes: an overview," Investigaciones Economicas, Fundación SEPI, vol. 24(3), pages 501-543, September. [Downloadable!]
    18. Jordahl, Henrik, 2001. "An Economic Analysis of Voting in Sweden," Working Paper Series 2001:18, Uppsala University, Department of Economics. [Downloadable!]
      Other versions:
    19. Armstrong, J. Scott & Graefe, Andreas, 2009. "Predicting Elections from Biographical Information about Candidates," MPRA Paper 16461, University Library of Munich, Germany, revised 07 Oct 2009. [Downloadable!]
    20. R. Kraeussl & A. Lucas & D. Rijsbergen & P.J. van der Sluis & E. Vrugt, 2008. "Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle," Tinbergen Institute Discussion Papers 08-101/2, Tinbergen Institute. [Downloadable!]
    21. Stephen Haynes & Joe Stone, 2004. "'Guns and butter' in U.S. presidential elections," Economics Bulletin, Economics Bulletin, vol. 1(5), pages 1-8. [Downloadable!]
      Other versions:
    22. Adi Brender & Allan Drazen, 2005. "How Do Budget Deficits and Economic Growth Affect Reelection Prospects? Evidence from a Large Cross-Section of Countries," NBER Working Papers 11862, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    23. Ray C. Fair, 2007. "Presidential and Congressional Vote-share Equations," Cowles Foundation Discussion Papers 1602, Cowles Foundation, Yale University. [Downloadable!]
    24. Rodrigo Cerda & Rodrigo Vergara, 2005. "Business Cycle and Political Election Outcomes: New Evidence from The Chilean Democracy," Documentos de Trabajo 295, Instituto de Economía. Pontificia Universidad Católica de Chile.. [Downloadable!]
    25. Ali T. Akarca & Aysit Tansel, 2007. "Social and Economic Determinants of Turkish Voter Choice in the 1995 Parliamentary Election," IZA Discussion Papers 2881, Institute for the Study of Labor (IZA). [Downloadable!]
    26. Ari Aisen, 2004. "Money-Based Versus Exchange-Rate-Based Stabilization: Is There Space for Political Opportunism?," IMF Working Papers 04/94, International Monetary Fund. [Downloadable!]
    27. Gikas Hardouvelis & Dimitrios Thomakos, 2007. "Consumer Confidence and Elections," Working Papers 0003, University of Peloponnese, Department of Economics. [Downloadable!]
      Other versions:
    28. Niklas J. Westelius & Frederic S. Mishkin, 2006. "Inflation Band Targeting and Optimal Inflation Contracts," Hunter College Department of Economics Working Papers 416, Hunter College: Department of Economics. [Downloadable!]
      Other versions:
    29. Conconi, Paola & Sahuguet, Nicolas, 2005. "Re-election Incentives and the Sustainability of International Cooperation," CEPR Discussion Papers 5401, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    30. Brender, Adi & Drazen, Allan, 2003. "Where Does the Political Budget Cycle Really Come From?," CEPR Discussion Papers 4049, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    31. Ali T. Akarca & Aysit Tansel, 2004. "Economic Performance and Political Outcomes: An Analysis of the 1995 Turkish Parliamentary Election Results," ERC Working Papers 0401, ERC - Economic Research Center, Middle East Technical University, revised Jan 2004. [Downloadable!]
    32. Rafael Di Tella & Raymond Fisman, 2002. "Are Politicians Really Paid Like Bureaucrats?," NBER Working Papers 9165, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    33. Robert J. Shiller, 1996. "Why Do People Dislike Inflation?," Cowles Foundation Discussion Papers 1115, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    34. Uwasu, Michinori & Nelson, Erik & Polasky, Stephen, 2005. "Voting on Open Space: An Analysis of the Decision to Hold a Referendum and of Referendum Results," Staff Papers 13837, University of Minnesota, Department of Applied Economics. [Downloadable!]
    35. Jon Faust & John Irons, 1996. "Money, politics and the post-war business cycle," International Finance Discussion Papers 572, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    36. Muhammad Shahid Akram & Toseef Azid, 2006. "Economics of Regaining Office: The Case of Pakistan (1947-2005)," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(4), pages 913-923. [Downloadable!]
    37. Paola Assael & Felipe Larraín, 1995. "Cincuenta Años de Ciclo Político-Económico en Chile," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 32(96), pages 129-150. [Downloadable!]
    38. Blendon, Robert J, et al, 1997. "Bridging the Gap between the Public's and Economists' Views of the Economy," Journal of Economic Perspectives, American Economic Association, vol. 11(3), pages 105-18, Summer. [Downloadable!] (restricted)
    39. Alpanda, Sami & Honig, Adam, 2007. "Political Monetary Cycles and a New de facto Ranking of Central Bank Independence," MPRA Paper 5898, University Library of Munich, Germany. [Downloadable!]
    40. Paola Assael & Felipe Larraín, 1994. "El Ciclo Político-económico: Teoría, Evidencia y Extensión para una Economía Abierta," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 31(92), pages 87-114. [Downloadable!]
    41. Douglas Hibbs, 2000. "Bread and Peace Voting in U.S. Presidential Elections," Public Choice, Springer, vol. 104(1), pages 149-180, July. [Downloadable!] (restricted)
      Other versions:
    42. Stephen Haynes & Joe Stone, 2008. "A disaggregate approach to economic models of voting in U.S. presidential elections: forecasts of the 2008 election," Economics Bulletin, Economics Bulletin, vol. 4(28), pages 1-11. [Downloadable!]
    43. Daniel J. Benjamin & Jesse M. Shapiro, 2006. "Thin-Slice Forecasts of Gubernatorial Elections," NBER Working Papers 12660, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    44. Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006. "Stock market volatiltity around national elections," MPRA Paper 302, University Library of Munich, Germany, revised Nov 2006. [Downloadable!]
      Other versions:
    45. Valentino Larcinese & Riccardo Puglisi & James M. Snyder, Jr., 2007. "Partisan Bias in Economic News: Evidence on the Agenda-Setting Behavior of U.S. Newspapers," NBER Working Papers 13378, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    46. Ali Alichi, 2008. "A Model of Sovereign Debt in Democracies," IMF Working Papers 08/152, International Monetary Fund. [Downloadable!]
    47. Jeffrey S. DeSimone & Courtney LaFountain, 2007. "Still the Economy, Stupid: Economic Voting in the 2004 Presidential Election," NBER Working Papers 13549, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    48. Fidrmuc, J., 1998. "Political support for reforms : economics of voting in transition countries," Discussion Paper 98, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    49. Hibbs Jr., Douglas A., 2004. "Voting and the Macroeconomy," Working Papers in Economics 144, Göteborg University, Department of Economics, revised 05 Oct 2004. [Downloadable!]
    50. Adi Brender & Allan Drazen, 2004. "Political Budget Cycles in New versus Established Democracies," NBER Working Papers 10539, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    51. Steven Block & Burkhard N. Schrage & Paul M. Vaaler, 2003. "Democratization’s Risk Premium: Partisan and Opportunistic Political Business Cycle Effects on Sovereign Ratings in Developing Countries," William Davidson Institute Working Papers Series 546, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    52. Alberto Alesina & Sule Ozler & Nouriel Roubini & Phillip Swagel, 1992. "Political Instability and Economic Growth," NBER Working Papers 4173, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    53. Wilko Letterie & Otto H. Swank, 1997. "Electoral and partisan cycles between US economic performance and presidential popularity: a comment on Stephen E. Haynes," Applied Economics, Taylor and Francis Journals, vol. 29(12), pages 1585-1592, December. [Downloadable!] (restricted)
      Other versions:
    54. William D. Nordhaus, 1989. "Alternative Approaches to the Political Business Cycle," Cowles Foundation Discussion Papers 927, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    55. Sinha, Pankaj & Bansal, Ashok, 2008. "Hierarchical Bayes prediction for the 2008 US Presidential election," MPRA Paper 10470, University Library of Munich, Germany. [Downloadable!]
      Other versions:

  52. Ray C. Fair, 1975. "On Controlling the Economy to Win Elections," Cowles Foundation Discussion Papers 397, Cowles Foundation, Yale University. [Downloadable!]

    Cited by:

    1. Franco Modigliani, 1977. "The monetarist controversy; or, should we forsake stabilization policies?," Economic Review, Federal Reserve Bank of San Francisco, issue Spr suppl, pages 27-46. [Downloadable!]
      Other versions:

  53. Ray C. Fair, 1973. "A Comparison of FIML and Robust Estimates of a Nonlinear Macroeconomic Model," NBER Working Papers 0015, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. David A. Belsley & Kent D. Wall, 1976. "Estimation of Econometric Model Using Nonlinear Full Information MaximumLikelihood: Preliminary Computer Results," NBER Working Papers 0142, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

Articles

  1. Fair, Ray C, 2005. "Estimates of the Effectiveness of Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(4), pages 645-60, August.
    Other versions:

    See citations under working paper version above.

  2. Fair, Ray C., 2003. "Shock effects on stocks, bonds, and exchange rates," Journal of International Money and Finance, Elsevier, vol. 22(3), pages 307-341, June. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  3. Ray Fair, 2003. "Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations," Computational Economics, Springer, vol. 21(3), pages 245-256, June. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  4. Ray C. Fair, 2002. "Events That Shook the Market," Journal of Business, University of Chicago Press, vol. 75(4), pages 713-732, October. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  5. Ray C. Fair, 2001. "Actual Federal Reserve policy behavior and interest rate rules," Economic Policy Review, Federal Reserve Bank of New York, issue Mar, pages 61-72. [Downloadable!]

    Cited by:

    1. Joseph E. Gagnon & Jane Ihrig, 2004. "Monetary policy and exchange rate pass-through

      This article is a U.S. Government work and is in the public domain in the U.S.A.

      ," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(4), pages 315-338. [Downloadable!]
    2. Luís, Pacheco, 2004. "Asset Prices and Monetary Policy in the Euro Area: a tentative model," MPRA Paper 6579, University Library of Munich, Germany. [Downloadable!]
    3. Ling Hu & Peter C.B. Phillips, 2002. "Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach," Cowles Foundation Discussion Papers 1365, Cowles Foundation, Yale University. [Downloadable!]
    4. Alfred A. Haug & Syed A. Basher, 2004. "Unit Roots, Nonlinear Cointegration and Purchasing Power Parity," Econometrics 0401006, EconWPA, revised 16 Nov 2005. [Downloadable!]
      Other versions:
    5. Alan Ahearne & Joseph Gagnon & Jane Haltmaier & Steve Kamin ... [et al.]., 2002. "Preventing deflation: lessons from Japan's experience in the 1990s," International Finance Discussion Papers 729, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    6. Joseph E. Gagnon & Jane Ihrig, 2001. "Monetary policy and exchange rate pass-through," International Finance Discussion Papers 704, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    7. Athanasios Orphanides, 2001. "Monetary policy rules, macroeconomic stability and inflation: a view from the trenches," Finance and Economics Discussion Series 2001-62, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    8. Katrin Wesche, 2003. "Monetary Policy in Europe: Evidence from Time-Varying Taylor Rules," Bonn Econ Discussion Papers bgse21_2003, University of Bonn, Germany. [Downloadable!]
    9. Douglas Curtis, 2005. "Monetary Policy and Economic Activity in Canada in the 1990s," Canadian Public Policy, University of Toronto Press, vol. 31(1), pages 59-78, March. [Downloadable!] (restricted)
    10. Adrienne A. Kearney, 2003. "The Changing Probability of a Monetary Policy Response to Inflation and Employment Announcements," Eastern Economic Journal, Eastern Economic Association, vol. 29(4), pages 565-574, Fall. [Downloadable!]

  6. Ray C. Fair, 2000. "Testing the NAIRU Model for the United States," The Review of Economics and Statistics, MIT Press, vol. 82(1), pages 64-71, February. [Downloadable!] (restricted)

    Cited by:

    1. Lundborg, Per & Sacklén, Hans, 2003. "Low-Inflation Targeting and Unemployment Persistence," Working Paper Series 188, Trade Union Institute for Economic Research. [Downloadable!]
    2. Gang Gong & Jian Gao, 2006. "The Independent Monetary Policy under the Fixed Exchange Regime," Computing in Economics and Finance 2006 517, Society for Computational Economics. [Downloadable!]
    3. Pu Chen & Peter Flaschel, 2005. "Keynesian Dynamics and the Wage–Price Spiral: Identifying Downward Rigidities," Computational Economics, Springer, vol. 25(1), pages 115-142, February. [Downloadable!] (restricted)
    4. Ray C. Fair, 1999. "Does the NAIRU Have the Right Dynamics?," American Economic Review, American Economic Association, vol. 89(2), pages 58-62, May. [Downloadable!] (restricted)
    5. Marika Karanassou & Hector Sala & Dennis J. Snower, 2006. "Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective," IZA Discussion Papers 2265, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    6. Ray C. Fair, 2006. "Evaluating Inflation Targeting Using a Macroeconometric Model," Levine's Bibliography 321307000000000303, UCLA Department of Economics. [Downloadable!]
      Other versions:
    7. Jorge E. Restrepo, 2006. "Estimaciones de NAIRU para Chile," Working Papers Central Bank of Chile 361, Central Bank of Chile. [Downloadable!]
    8. William F. Mitchell & Warren B. Mosler, 2001. "Fiscal Policy and the Job Guarantee," CEPR Discussion Papers 441, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]
    9. Ray C. Fair, 2006. "A Comparison of Five Federal Reserve Chairmen: Was Greenspan the Best?," Cowles Foundation Discussion Papers 1577, Cowles Foundation, Yale University, revised Mar 2007. [Downloadable!]
      Other versions:
    10. Ekkehard Ernst & Peter Flaschel & Christian Proano & Willi Semmler, 2006. "Disequilibrium Macroeconomic Dynamics, Income Distribution and Wage-Price Phillips Curves," IMK Working Paper 04-2006, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute. [Downloadable!]
    11. R.C.M.H. Douven, 2002. "Equilibrium Rates and Wage Flexibility in Europe," Economics Working Papers 010, European Network of Economic Policy Research Institutes. [Downloadable!]
    12. Katos, A. & Pallis, D. & Katsouli, E., 2004. "System Estimates of Cyclical Unemployment and Cyclical Output in the 15 European Union Member-States, 1961-1999," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(4), pages 5-26. [Downloadable!]
    13. Gang Gong & Jian Gao, 2008. "Monetary policy under fixed exchange regime: A study on the future monetary policy in China," Psychometrika, Springer, vol. 3(2), pages 169-208, June. [Downloadable!] (restricted)
    14. Alfonso Palacio Vera, 2002. "The "Modern" View of Macroeconomics: Somo Critical Reflections," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 02-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
    15. Andrea Vaona & Dennis Snower, 2006. "Increasing Returns to Scale and the Long-Run Phillips Curve," Kiel Working Papers 1277, Kiel Institute for the World Economy. [Downloadable!]
      Other versions:
    16. Alejandro Rodríguez Arana, 2004. "Dinámica macroeconómica y la curva de Philips bajo diversos supuestos sobre el mecanismo de ajuste salarial," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 19(2), pages 181-210. [Downloadable!]
    17. Carl Chiarella & Peter Flaschel, 2003. "Towards Applied Disequilibrium Growth Theory: V Housing Investment Cycles, Private Debt Accumulation and Deflation," Working Paper Series 97, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
    18. Douglas Staiger & James H. Stock & Mark W. Watson, 2001. "Prices, Wages and the U.S. NAIRU in the 1990s," NBER Working Papers 8320, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    19. Tommaso PROIETTI & Alberto MUSSO & Thomas WESTERMANN, 2002. "Estimating Potential Output and the Output Gap for the Euro Area: a Model-Based Production Function Approach," Economics Working Papers ECO2002/09, European University Institute. [Downloadable!]
      Other versions:
    20. Ray C. Fair, 2001. "On Modeling the Effects of Inflation Shocks," Cowles Foundation Discussion Papers 1300, Cowles Foundation, Yale University, revised Mar 2002. [Downloadable!]
      Other versions:
    21. Lundborg, Per & Sacklén, Hans, 2001. "Is There a Long Run Unemployment-Inflation Trade-off in Sweden?," Working Paper Series 173, Trade Union Institute for Economic Research. [Downloadable!]
    22. Thomas B. King & James Morley, 2005. "In search of the natural rate of unemployment," Supervisory Policy Analysis Working Papers 2005-05, Federal Reserve Bank of St. Louis. [Downloadable!]
    23. Peter Flaschel, Reiner Franke, 2000. "An Old-Keynesian Note on Destabilizing Price Flexibility," Review of Political Economy, Taylor and Francis Journals, vol. 12(3), pages 273-283, July. [Downloadable!] (restricted)
    24. Gang Gong & Justin Yifu Lin, 2005. "Deflationary Expansion: an Overshooting Perspective to the Recent Business Cycle in China," Macroeconomics Working Papers 658, East Asian Bureau of Economic Research. [Downloadable!]
      Other versions:
    25. Christian Proaño Acosta, 2007. "Inflation Differentials and Business Cycle Fluctuations in the European Monetary Union," IMK Working Paper 05-2007, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute. [Downloadable!]
    26. Robert Tetlow & Peter von zur Muehlen, 2004. "Avoiding Nash Inflation: Bayesian and Robus Responses to Model Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(4), pages 869-899, October. [Downloadable!] (restricted)
      Other versions:
    27. Carl Chiarella & Peter Flaschel, 1999. "Applying Disequilibrium Growth Theory: Debt Effects and Debt Deflation," Computing in Economics and Finance 1999 714, Society for Computational Economics. [Downloadable!]
    28. Janet L. Yellen, 2004. "Stabilization policy: a reconsideration," Speech, Federal Reserve Bank of San Francisco, issue Jul 1. [Downloadable!]
    29. Peter Flaschel & Hans-Martin Krolzig, 2003. "Wage and Price Phillips Curves An empirical analysis of destabilizing wage-price spirals," Economics Papers 2003-W16, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

  7. Ray C. Fair, 1999. "Does the NAIRU Have the Right Dynamics?," American Economic Review, American Economic Association, vol. 89(2), pages 58-62, May. [Downloadable!] (restricted)

    Cited by:

    1. Rudy Fichtenbaum, 2003. "Is there a natural level of capacity utilization?," Forum for Social Economics, Springer, vol. 33(1), pages 45-62, September. [Downloadable!] (restricted)
    2. Franz, Wolfgang, 2000. "Neues von der NAIRU?," ZEW Discussion Papers 00-41, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    3. Timothy J. Bartik, 2000. "Group Wage Curves," Staff Working Papers 00-63, W.E. Upjohn Institute for Employment Research. [Downloadable!] (restricted)
    4. Gómez García, F. & Rebollo Sanz, Y. & Usabiaga Ibáñez, C., 2002. "Nuevas estimaciones de la NAIRU de la economía española: métodos directos," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 20, pages 509-530, Diciembre. [Downloadable!] (restricted)
    5. Paul F. Gentle & Krishna P. Paudel & Kamal P. Upadhyaya, 2005. "Real wages, real interest rates, and the Phillips curve," Applied Economics, Taylor and Francis Journals, vol. 37(4), pages 397-402, March. [Downloadable!] (restricted)

  8. Fair, Ray C, 1996. "Econometrics and Presidential Elections," Journal of Economic Perspectives, American Economic Association, vol. 10(3), pages 89-102, Summer. [Downloadable!] (restricted)

    Cited by:

    1. Leo Kahane, 2009. "It’s the economy, and then some: modeling the presidential vote with state panel data," Public Choice, Springer, vol. 139(3), pages 343-356, June. [Downloadable!] (restricted)
    2. Filip Palda & Kristian Palda, 1998. "The impact of campaign expenditures on political competition in the French legislative elections of 1993," Public Choice, Springer, vol. 94(1), pages 157-174, January. [Downloadable!] (restricted)
    3. Souren Soumbatiants & Henry Chappell & Eric Johnson, 2006. "Using state polls to forecast U.S. Presidential election outcomes," Public Choice, Springer, vol. 127(1), pages 207-223, April. [Downloadable!] (restricted)
    4. Irem Batool & Gernot Sieg, 2009. "Bread and the attrition of power: Economic events and German election results," Public Choice, Springer, vol. 141(1), pages 151-165, October. [Downloadable!] (restricted)
    5. Hibbs, Douglas A., 2007. "The Economy, the War in Iraq and the 2004 Presidential Election," MPRA Paper 15910, University Library of Munich, Germany. [Downloadable!]
    6. Burton Abrams & Plamen Iossifov, 2006. "Does the Fed Contribute to a Political Business Cycle?," Public Choice, Springer, vol. 129(3), pages 249-262, December. [Downloadable!] (restricted)
    7. S. Brock Blomberg & Gregory Hess, 2001. "Is the Political Business Cycle for Real?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    8. Rodrigo Cerda & Rodrigo Vergara, 2005. "Business Cycle and Political Election Outcomes: New Evidence from The Chilean Democracy," Documentos de Trabajo 295, Instituto de Economía. Pontificia Universidad Católica de Chile.. [Downloadable!]
    9. Jörg Döpke & Christian Pierdzioch, 2004. "Politics and the Stock Market — Evidence from Germany," Kiel Working Papers 1203, Kiel Institute for the World Economy. [Downloadable!]
    10. R. Paap & E. van Nierop & H.J. van Heerde & M. Wedel, 2000. "Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice," Econometric Institute Report 209, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
      Other versions:
    11. Blendon, Robert J, et al, 1997. "Bridging the Gap between the Public's and Economists' Views of the Economy," Journal of Economic Perspectives, American Economic Association, vol. 11(3), pages 105-18, Summer. [Downloadable!] (restricted)
    12. Douglas Hibbs, 2000. "Bread and Peace Voting in U.S. Presidential Elections," Public Choice, Springer, vol. 104(1), pages 149-180, July. [Downloadable!] (restricted)
      Other versions:
    13. Eugenio Diaz Bonilla & Hector E. Schamis, 1999. "The Political Economy of Exchange Rate Policies in Argentina," RES Working Papers 3078, Inter-American Development Bank, Research Department. [Downloadable!]
    14. Daniel J. Benjamin & Jesse M. Shapiro, 2006. "Thin-Slice Forecasts of Gubernatorial Elections," NBER Working Papers 12660, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    15. Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006. "Stock market volatiltity around national elections," MPRA Paper 302, University Library of Munich, Germany, revised Nov 2006. [Downloadable!]
      Other versions:
    16. John F. Chizmar & Mark S. Walbert, 1999. "Web-Based Learning Environments Guided by Principles of Good Teaching Practice," Journal of Economic Education, Helen Dwight Reid Foundation, vol. 30(3), pages 248-264. [Downloadable!]
    17. Eugenio Diaz Bonilla & Hector E. Schamis, 1999. "La economía política de las políticas de cambio en Argentina," RES Working Papers 3079, Inter-American Development Bank, Research Department. [Downloadable!]
    18. Fidrmuc, J., 1998. "Political support for reforms : economics of voting in transition countries," Discussion Paper 98, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    19. Leonardo Martinez, 2008. "A theory of political cycles," Working Paper 05-04, Federal Reserve Bank of Richmond. [Downloadable!]

  9. Fair, Ray C. & Howrey, E. Philip, 1996. "Evaluating alternative monetary policy rules," Journal of Monetary Economics, Elsevier, vol. 38(2), pages 173-193, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  10. Fair, Ray C, 1996. "Computing Median Unbiased Estimates in Macroeconometric Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(4), pages 431-35, July-Aug.. [Downloadable!]

    Cited by:

    1. Y.Chen & K. Rogoff, 2003. "Commodity Currencies and Empirical Exchange Rate Puzzles," DNB Staff Reports (discontinued) 76, Netherlands Central Bank. [Downloadable!]
    2. Dag Kolsrud, 2008. "Stochastic Ceteris Paribus Simulations," Computational Economics, Springer, vol. 31(1), pages 21-43, February. [Downloadable!] (restricted)

  11. Fair, Ray C, 1994. "How Fast Do Old Men Slow Down?," The Review of Economics and Statistics, MIT Press, vol. 76(1), pages 103-18, February. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  12. Fair, Ray C, 1993. "Testing the Rational Expectations Hypothesis in Macroeconometric Models," Oxford Economic Papers, Oxford University Press, vol. 45(2), pages 169-90, April. [Downloadable!] (restricted)

    Cited by:

    1. Hugo Benítez-Silva & Debra S. Dwyer, 2003. "What to Expect when you are Expecting Rationality: Testing Rational Expectations using Micro Data," Working Papers wp037, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
    2. Diana N. Weymark, 2000. "Using Taylor Rules as Efficiency Benchmarks," Working Papers 0043, Department of Economics, Vanderbilt University, revised Sep 2001. [Downloadable!]
    3. Hugo Benítez-Silva & Debra S. Dwyer & Wayne-Roy Gayle & Thomas J. Muench, 2003. "Expectations in Micro Data: Rationality Revisited," Working Papers wp059, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
    4. Glenn D. Rudebusch, 2000. "Assessing nominal income rules for monetary policy with model and data uncertainty," Working Papers in Applied Economic Theory 2000-03, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    5. Ray C. Fair & John B. Taylor, 1991. "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations," NBER Technical Working Papers 0078, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    6. SOOREEA, Rajeev, 2007. "Are Taylor-Based Monetary Policy Rules Forward-Looking?. An Investigation Using Superexogeneity Tests," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 7(2), pages 87-94. [Downloadable!] (restricted)
    7. Heinemann, Friedrich & Ullrich, Katrin, 2004. "The Impact of EMU on Inflation Expectations," ZEW Discussion Papers 04-01, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
      Other versions:
    8. Ray C. Fair, 1989. "Inflationary Expectations and Price Setting Behavior," NBER Working Papers 3102, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    9. Ray C. Fair, 2001. "On Modeling the Effects of Inflation Shocks," Cowles Foundation Discussion Papers 1300, Cowles Foundation, Yale University, revised Mar 2002. [Downloadable!]
      Other versions:
    10. Diana N. Weymark, 2003. "Economic Structure, Policy Objectives, and Optimal Interest Rate Policy at Low Inflation Rates," Working Papers 0310, Department of Economics, Vanderbilt University. [Downloadable!]
      Other versions:
    11. Fernando Alexandre & John Drifill & Fabio Spagniolo, 2001. "Inflation Targeting and Exchange Rate Co-ordination," NIPE Working Papers 9/2001, NIPE - Universidade do Minho. [Downloadable!]
    12. W A Razzak, 2002. "Monetary policy and forecasting inflation with and without the output gap," Reserve Bank of New Zealand Discussion Paper Series DP2002/03, Reserve Bank of New Zealand. [Downloadable!]
    13. Ray C. Fair, 2001. "Bootstrapping Macroeconometric Models," Cowles Foundation Discussion Papers 1345, Cowles Foundation, Yale University, revised Jun 2003. [Downloadable!]
      Other versions:

  13. Fair, Ray C, 1993. "Inflationary Expectations and Price Setting Behavior," The Review of Economics and Statistics, MIT Press, vol. 75(1), pages 8-18, February. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  14. Fair, Ray C, 1993. "Testing Macroeconomic Models," American Economic Review, American Economic Association, vol. 83(2), pages 287-93, May. [Downloadable!] (restricted)

    Cited by:

    1. William D. Nordhaus, 1994. "Marching to Different Drummers: Coordination and Independence in Monetary and Fiscal Policies," Cowles Foundation Discussion Papers 1067, Cowles Foundation, Yale University. [Downloadable!]

  15. Ray C. Fair & Arnold Zellner (ary), 1992. "The Cowles Commission approach, real business cycles theories, and New- Keynesian economics," Proceedings, Federal Reserve Bank of St. Louis, pages 133-157.
    Other versions:

    See citations under working paper version above.

  16. Andrews, Donald W. K. & Fair, Ray C., 1992. "Estimation of polynomial distributed lags and leads with end point constraints," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 123-139. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  17. Fair, Ray C & Dominguez, Kathryn M, 1991. "Effects of the Changing U.S. Age Distribution on Macroeconomic Equations," American Economic Review, American Economic Association, vol. 81(5), pages 1276-94, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  18. Fair, Ray C & Taylor, John B, 1990. "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(4), pages 381-92, Oct.-Dec.. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  19. Fair, Ray C & Shiller, Robert J, 1990. "Comparing Information in Forecasts from Econometric Models," American Economic Review, American Economic Association, vol. 80(3), pages 375-89, June. [Downloadable!] (restricted)

    Cited by:

    1. Paul Hubert, 2009. "Informational Advantage and Influence of Communicating Central Banks," Documents de Travail de l'OFCE 2009-04, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]
    2. Lanne, Markku, 2007. "The Properties of Market-Based and Survey Forecasts for Different Data Releases," MPRA Paper 3877, University Library of Munich, Germany. [Downloadable!]
    3. Kirstin Hubrich & David F. Hendry, 2005. "Forecasting Aggregates by Disaggregates," Computing in Economics and Finance 2005 270, Society for Computational Economics. [Downloadable!]
    4. Luis Fernando Melo Velandia & Héctor M. Núñez Amortegui, 2004. "Combinación de pronósticos de la inflación en presencia de cambios estructurales," BORRADORES DE ECONOMIA 002153, BANCO DE LA REPÚBLICA. [Downloadable!]
      Other versions:
    5. Evan F. Koenig & Sheila Dolmas & Jeremy Piger, 2000. "The use and abuse of "real-time" data in economic forecasting," International Finance Discussion Papers 684, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    6. Hamid Baghestani, 2008. "Predicting capacity utilization: Federal Reserve vs time-series models," Journal of Economics and Finance, Springer, vol. 32(1), pages 47-57, January. [Downloadable!] (restricted)
    7. Jane Binner & Rakesh Bissoondeeal & Thomas Elger & Alicia Gazely & Andrew Mullineux, 2004. "Vector autoregressive models versus neural networks in forecasting: an application to Euro-inflation and divisia money," Money Macro and Finance (MMF) Research Group Conference 2003 5, Money Macro and Finance Research Group. [Downloadable!]
    8. Peter C.B. Phillips, 1992. "Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy," Cowles Foundation Discussion Papers 1025, Cowles Foundation, Yale University. [Downloadable!]
    9. David F. Hendry & Kirstin Hubrich, 2006. "Forecasting economic aggregates by disaggregates," Working Paper Series 589, European Central Bank. [Downloadable!]
      Other versions:
    10. DE LA CROIX, David & LINDH, Thomas & MALMBERG, Bo, 2006. "Growth and longevity from the industrial revolution to the future of an aging society," CORE Discussion Papers 2006064, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
      Other versions:
    11. Martha Misas A. & Enrique López E. & Carlos A. Arango A. & Juan Nicolás Hernández A., 2003. "La Demanda de Efectivo en Colombia: Una Caja Nagra a la Luz de las Redes Neuronales," BORRADORES DE ECONOMIA 002963, BANCO DE LA REPÚBLICA. [Downloadable!]
      Other versions:
    12. Elkin Castaño V. & Luis Fernando Melo Velandia, 1998. "Métodos De Combinación De Pronósticos:Una Aplicación A La Inflación Colombiana," BORRADORES DE ECONOMIA 003212, BANCO DE LA REPÚBLICA. [Downloadable!]
      Other versions:
    13. Massimiliano Marcellino, . "Further Results on MSFE Encompassing," Working Papers 143, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
    14. Gürkaynak, Refet S. & Wolfers, Justin, 2006. "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk," CEPR Discussion Papers 5466, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    15. Francis X. Diebold & Roberto S. Mariano, 1991. "Comparing predictive accuracy I: an asymptotic test," Discussion Paper / Institute for Empirical Macroeconomics 52, Federal Reserve Bank of Minneapolis. [Downloadable!]
    16. David E. Bloom & David Canning & Günther Fink & Jocelyn E. Finlay, 2007. "Does Age Structure Forecast Economic Growth?," NBER Working Papers 13221, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    17. Ester Ruiz & Fernando Lorenzo, 1997. "Prediction with univariate time series models: The Iberia case," Documentos de Trabajo (working papers) 0298, Department of Economics - dECON. [Downloadable!]
    18. Carlo Altavilla & Paul De Grauwe, 2006. "Forecasting and Combining Competing Models of Exchange Rate Determination," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    19. David Rey, 2005. "Market Timing And Model Uncertainty: An Exploratory Study For The Swiss Stock Market," Financial Markets and Portfolio Management, Springer, vol. 19(3), pages 239-260, October. [Downloadable!] (restricted)
    20. Owain Ap Gwilym, Mike Buckle, 1999. "Volatility forecasting in the framework of the option expiry cycle," European Journal of Finance, Taylor and Francis Journals, vol. 5(1), pages 73-94, March. [Downloadable!] (restricted)
    21. Weder, Mark, 2003. "Some Observations on the Great Depression in Germany," CEPR Discussion Papers 3716, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    22. Carmine Pappalardo & Gianfranco Piras, 2004. "Vector-Autoregression Approach to Forecast Italian Imports," ISAE Working Papers 42, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
    23. Frank A.G. den Butter & Pieter W. Jansen, 2008. "Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts," Tinbergen Institute Discussion Papers 08-102/3, Tinbergen Institute. [Downloadable!]
    24. Ray C. Fair, 1992. "The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics," Cowles Foundation Discussion Papers 1004, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    25. John C. Robertson & Ellis W. Tallman, 1999. "Improving forecasts of the federal funds rate in a policy model," Working Paper 99-3, Federal Reserve Bank of Atlanta. [Downloadable!]
    26. David Hauner & Kornélia Krajnyák & Martin Mühleisen & Bennett Sutton & Stephan Danninger, 2005. "How Do Canadian Budget Forecasts Compare with Those of Other Industrial Countries?," IMF Working Papers 05/66, International Monetary Fund. [Downloadable!]
    27. Peter Christoffersen & Eric Ghysels & Norman Swanson, 2000. "Let's Get "Real" About Using Economic Data," Econometric Society World Congress 2000 Contributed Papers 1004, Econometric Society. [Downloadable!]
      Other versions:
    28. Golinelli, Roberto & Parigi, Giuseppe, 2005. "Short-Run Italian GDP Forecasting and Real-Time Data," CEPR Discussion Papers 5302, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    29. Jonas Dovern & Christina Ziegler, 2008. "Predicting Growth Rates and Recessions. Assessing U.S. Leading Indicators Under Real-Time Conditions," Kiel Working Papers 1397, Kiel Institute for the World Economy. [Downloadable!]
      Other versions:
    30. Glen Donaldson & Mark Kamstra, 2004. "Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off," Working Paper 2004-6, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    31. Massimiliano Marcellino & James H. Stock & Mark W. Watson, . "Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information," Working Papers 201, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
      Other versions:
    32. Dean Croushore & Tom Stark, 2000. "A real-time data set for macroeconomists: does data vintage matter for forecasting?," Working Papers 00-6, Federal Reserve Bank of Philadelphia. [Downloadable!]
    33. Andrea Brischetto & Graham Voss, 2000. "Forecasting Australian Economic Activity Using Leading Indicators," RBA Research Discussion Papers rdp2000-02, Reserve Bank of Australia. [Downloadable!]
    34. Janine Aron & John Muellbauer, 2008. "New methods for forecasting inflation and its sub-components: application to the USA," Economics Series Working Papers 406, University of Oxford, Department of Economics. [Downloadable!]
    35. Hamid Baghestani, 2005. "On the rationality of professional forecasts of corporate bond yield spreads," Applied Economics Letters, Taylor and Francis Journals, vol. 12(4), pages 213-216, March. [Downloadable!] (restricted)
    36. NUÑEZ AMORTEGUI, Héctor Mauricio, 2005. "Una evaluación de los pronósticos de inflación en Colombia bajo el esquema de inflación objetivo," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
    37. Francis X. Diebold & Robert S. Mariano, 1994. "Comparing Predictive Accuracy," NBER Technical Working Papers 0169, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    38. Kenneth D. West & Michael W. McCracken, 1998. "Regression-Based Tests of Predictive Ability," NBER Technical Working Papers 0226, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    39. Christopher J. Neely, 2004. "Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter?," Working Papers 2002-017, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    40. Gita Persand & Chris Brooks, 2003. "Volatility forecasting for risk management," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(1), pages 1-22. [Downloadable!]
    41. Giorgio Bodo & Roberto Golinelli & Giuseppe Parigi, 2000. "Forecasting Industrial Production in the Euro Area," Temi di discussione (Economic working papers) 370, Bank of Italy, Economic Research Department. [Downloadable!]
      Other versions:
    42. John C. Robertson & Ellis W. Tallman, 1998. "Data vintages and measuring forecast model performance," Economic Review, Federal Reserve Bank of Atlanta, issue Q 4, pages 4-20. [Downloadable!]
    43. Benjamin Miranda Tabak & Sandro Canesso de Andrade & Eui Jung Chang, 2004. "Tracking Brazilian Exchange Rate Volatility," Econometric Society 2004 Far Eastern Meetings 487, Econometric Society. [Downloadable!]
    44. Wdowinski, Piotr, 2004. "Determinants of Country Beta Risk in Poland," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    45. Peter C.B. Phillips, 1995. "Automated Forecasts of Asia-Pacific Economic Activity," Cowles Foundation Discussion Papers 1103, Cowles Foundation, Yale University. [Downloadable!]
    46. Cheny Chen & Ming-Hua Liu & Hoa Nguyen, 2007. "The Information Content of Implied Volatility in the Hong Kong and Singapore Covered Warrants Markets," Accounting, Finance, Financial Planning and Insurance Series 2007_16, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
    47. Clements, Michael P & Harvey, David I, 2006. "Forecast Encompassing Tests and Probability Forecasts," The Warwick Economics Research Paper Series (TWERPS) 774, University of Warwick, Department of Economics. [Downloadable!]
    48. Francis X. Diebold & Jose A. Lopez, 1996. "Forecast Evaluation and Combination," NBER Technical Working Papers 0192, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    49. Paul Hubert, 2009. "An Empirical Review of Federal Reserve’s Informational Advantage," Documents de Travail de l'OFCE 2009-03, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]
    50. Jane M. Binner & Rakesh K. Bissoondeeal & Thomas Elger & Alicia M. Gazely & Andrew W. Mullineux, 2005. "A comparison of linear forecasting models and neural networks: an application to Euro inflation and Euro Divisia," Applied Economics, Taylor and Francis Journals, vol. 37(6), pages 665-680, April. [Downloadable!] (restricted)
    51. Victor Zarnowitz, 1991. "Has Macro-Forecasting Failed?," NBER Working Papers 3867, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    52. Norman R. Swanson & Halbert White, 1995. "A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks," Macroeconomics 9503004, EconWPA. [Downloadable!]
      Other versions:
    53. Michael J. Dueker & Martin Sola & Fabio Spagnolo, 2006. "Contemporaneous threshold autoregressive models: estimation, testing and forecasting," Working Papers 2003-024, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    54. Bedri Tas, 2004. "Private information of the Fed, predictability of stock returns and expected monetary policy," Money Macro and Finance (MMF) Research Group Conference 2003 100, Money Macro and Finance Research Group. [Downloadable!]
    55. Myles Callan & Eric Ghysels & Norman R. Swanson, 1998. "Monetary Policy Rules with Model and Data Uncertainty," CIRANO Working Papers 98s-40, CIRANO. [Downloadable!]
      Other versions:
    56. Pesaran, M.H. & Weale, M., 2005. "Survey Expectations," Cambridge Working Papers in Economics 0536, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:
    57. Kenneth D. West, 2000. "Encompassing Tests When No Model Is Encompassing," NBER Technical Working Papers 0256, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    58. Elisa Keller, 2007. "Classical and Bayesian Methods for the VAR Analysis: International Comparisons," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 149-202, November-. [Downloadable!]
    59. Ray C. Fair, 1997. "Evaluating the Information Content and Money Making Ability of Forecasts from Exchange Rate Equations," Cowles Foundation Discussion Papers 1168, Cowles Foundation, Yale University. [Downloadable!]
    60. Benjamin M. Friedman, 1997. "Does Monetary Policy Affect Real Economic Activity?: Why Do We Still Ask This Question?," NBER Working Papers 5212, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    61. Nikolay Robinzonov & Klaus Wohlrabe, 2008. "Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models," Ifo Working Paper Series Ifo Working Paper No. 57, Ifo Institute for Economic Research at the University of Munich. [Downloadable!]
    62. Weder, Mark, 2001. "The Great Demand Depression," CEPR Discussion Papers 3067, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    63. Charlotte S. Hansen & Bjorn E. Tuypens, 2004. "Proxying for Expected Returns with Price Earnings Ratios," Finance 0410019, EconWPA. [Downloadable!]

  20. Fair, Ray C & Shiller, Robert J, 1989. "The Informational Context of Ex Ante Forecasts," The Review of Economics and Statistics, MIT Press, vol. 71(2), pages 325-31, May. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  21. Fair, Ray C., 1989. "The production-smoothing model is alive and well," Journal of Monetary Economics, Elsevier, vol. 24(3), pages 353-370, November. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  22. Dominguez, Kathryn M & Fair, Ray C & Shapiro, Matthew D, 1988. "Forecasting the Depression: Harvard versus Yale," American Economic Review, American Economic Association, vol. 78(4), pages 595-612, September. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  23. Fair, Ray C, 1988. "Sources of Economic Fluctuations in the United States," The Quarterly Journal of Economics, MIT Press, vol. 103(2), pages 313-32, May. [Downloadable!] (restricted)

    Cited by:

    1. Jaime Marquez & Neil R. Ericsson, 1990. "Evaluating the predictive performance of trade-account models," International Finance Discussion Papers 377, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    2. Dag Kolsrud, 2008. "Stochastic Ceteris Paribus Simulations," Computational Economics, Springer, vol. 31(1), pages 21-43, February. [Downloadable!] (restricted)
    3. Rizwan Tahir, 1994. "Estimating the Quantitative Importance of Various Sources of Macroeconomic Variability," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 33(4), pages 1073-1087. [Downloadable!]
    4. Victor Zarnowitz, 1997. "Business Cycles Observed and Assessed: Why and How They Matter," NBER Working Papers 6230, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    5. Einar Bowitz and Stein Inge Hove, 1996. "Business cycles and fiscal policy: Norway 1973-93," Discussion Papers 178, Research Department of Statistics Norway. [Downloadable!]

  24. Fair, Ray C., 1988. "Optimal choice of monetary policy instruments in a macroeconometric model," Journal of Monetary Economics, Elsevier, vol. 22(2), pages 301-315, September. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  25. Andrews, Donald W K & Fair, Ray C, 1988. "Inference in Nonlinear Econometric Models with Structural Change," Review of Economic Studies, Blackwell Publishing, vol. 55(4), pages 615-39, October. [Downloadable!] (restricted)

    Cited by:

    1. Anthony W. Lynch & Jessica A. Wachter, 2008. "Using Samples of Unequal Length in Generalized Method of Moments Estimation," NBER Working Papers 14411, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Antonio Moreno, 2004. "Reaching Inflation Stability," Econometric Society 2004 North American Summer Meetings 269, Econometric Society. [Downloadable!]
      Other versions:
    3. Piggoit, N.E. & Wright, V.E., 1992. "From Consumer Choice Process To Aggregate Analysis: Marketing Insights For Models Of Meat Demand," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 36(03), December. [Downloadable!]
    4. Peter Ireland & Niki Papadopoulou, 2004. "Sticky Prices vs Limited Participation: What do we Learn from the Data?," Working Papers 2004_4, Department of Economics, University of Glasgow. [Downloadable!]
      Other versions:
    5. Thomas A. Lubik & Paolo Surico, 2006. "The Lucas critique and the stability of empirical models," Working Paper 06-05, Federal Reserve Bank of Richmond. [Downloadable!]
    6. Hildegart A. Ahumada & Maria Lorena Garegnani, 2004. "An estimation of deep parameters describing Argentine consumer behaviour," Applied Economics Letters, Taylor and Francis Journals, vol. 11(11), pages 719-723, September. [Downloadable!] (restricted)
    7. Matthew D. Shapiro, 1988. "The Stabilization of the U.S. Economy: Evidence from the Stock Market," Cowles Foundation Discussion Papers 876, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    8. Tommaso Mancini Griffoli, 2006. "Explaining the Euro's Effect on Trade? Interest Rates in an Augmented Gravity Equation," HEI Working Papers 10-2006, Economics Section, The Graduate Institute of International Studies. [Downloadable!]
    9. Ray C. Fair, 1990. "The Production Smoothing Model is Alive and Well," NBER Working Papers 2877, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    10. Ray C. Fair, 2002. "Testing for a New Economy in the 1990s," Cowles Foundation Discussion Papers 1388, Cowles Foundation, Yale University, revised Mar 2003. [Downloadable!]
      Other versions:
    11. Jim Malley & Apostolis Philippopoulos & Ulrich Woitek, 2005. "Electoral Uncertainty, Fiscal Policy and Macroeconomic Fluctuations," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    12. Peter N. Ireland, 1999. "A Method for Taking Models to the Data," Boston College Working Papers in Economics 421, Boston College Department of Economics. [Downloadable!]
      Other versions:
    13. SOOREEA, Rajeev, 2007. "Are Taylor-Based Monetary Policy Rules Forward-Looking?. An Investigation Using Superexogeneity Tests," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 7(2), pages 87-94. [Downloadable!] (restricted)
    14. Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006. "Is There a Euro Effect on Trade? An Application of End-of-Sample Structural Break Tests for Panel Data," HEI Working Papers 04-2006, Economics Section, The Graduate Institute of International Studies, revised Apr 2006. [Downloadable!]
    15. María José Gutiérrez & Jesús Vázquez, . "The Changing Behavior of the Term Structure of Post-War U.S. Interest Rates and Changes in the Federal Reserve Chairman. Is There a Link?," Working Papers on International Economics and Finance 01-03, FEDEA. [Downloadable!]
    16. Peter N. Ireland, 2002. "Endogenous Money or Sticky Prices?," NBER Working Papers 9390, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    17. Lu Ji & Tong Li, 2008. "Multi-round procurement auctions with secret reserve prices: theory and evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(7), pages 897-923. [Downloadable!]
    18. Peter N. Ireland, 2000. "Sticky-Price Models of the Business Cycle: Specification and Stability," NBER Working Papers 7511, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    19. Alka Chadha, 2005. "Trips and Patenting Activity: Evidence from the Indian Pharmaceutical Industry," Departmental Working Papers wp0512, National University of Singapore, Department of Economics. [Downloadable!]
    20. Arturo Estrella & Jeffrey C. Fuhrer, 1999. "Are "deep" parameters stable? the Lucas critique as an empirical hypothesis," Working Papers 99-4, Federal Reserve Bank of Boston. [Downloadable!]
      Other versions:
    21. Marcelo Sánchez, 2008. "Oil shocks and endogenous markups - results from an estimated euro area DSGE model," Working Paper Series 860, European Central Bank. [Downloadable!]
    22. Luis A. Gil-Alana & Antonio Moreno, 2009. "Fractional Integration and Structural Breaks in U.S. Macro Dynamics," Faculty Working Papers 02/09, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    23. Lindé, Jesper, 2001. "Estimating New-Keynesian Phillips Curves: A Full Information Maximum Likelihood Approach," Working Paper Series 129, Sveriges Riksbank (Central Bank of Sweden), revised 30 Apr 2001. [Downloadable!]
      Other versions:
    24. Maher Khaznaji & Louis Phaneuf, 2008. "From the Great Inflation to the Great Moderation: Assessing the Roles of Firm-Specific Labor, Sticky Prices and Labor Supply Shocks," Cahiers de recherche 0812, CIRPEE. [Downloadable!]
    25. Ivan Paya & Agustín Duarte & Ioannis A. Venetis, 2004. "Predicting Real Growth And The Probability Of Recession In The Euro Area Using The Yield Spread," Working Papers. Serie AD 2004-31, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
      Other versions:
    26. Arturo Estrella & Anthony P. Rodrigues & Sebastian Schich, 2000. "How stable is the predictive power of the yield curve? evidence from Germany and the United States," Staff Reports 113, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    27. Joseph E. Gagnon, 1989. "A forward-looking multicountry model: MX3," International Finance Discussion Papers 359, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    28. Otilia Boldea & Alastair R. Hall, 2009. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 126, Economics, The Univeristy of Manchester. [Downloadable!]
    29. Ray C. Fair, 2000. "Estimated, Calibrated, and Optimal Interest Rate Rules," Cowles Foundation Discussion Papers 1258, Cowles Foundation, Yale University. [Downloadable!]
    30. Heikki Kauppi, 2008. "Yield-Curve Based Probit Models for Forecasting U.S. Recessions: Stability and Dynamics," Discussion Papers 31, Aboa Centre for Economics. [Downloadable!]

  26. Fair, Ray C, 1987. "International Evidence on the Demand for Money," The Review of Economics and Statistics, MIT Press, vol. 69(3), pages 473-80, August. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  27. Fair, Ray C, 1985. "Excess Labor and the Business Cycle," American Economic Review, American Economic Association, vol. 75(1), pages 239-45, March.
    Other versions:

    See citations under working paper version above.

  28. Fair, Ray C & Taylor, John B, 1983. "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models," Econometrica, Econometric Society, vol. 51(4), pages 1169-85, July. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  29. Fair, Ray C, 1982. "Estimated Output, Price, Interest Rate, and Exchange Rate Linkages among Countries," Journal of Political Economy, University of Chicago Press, vol. 90(3), pages 507-35, June. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  30. 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:

    See citations under working paper version above.

  31. Fair, Ray C. & Parke, William R., 1980. "Full-information estimates of a nonlinear macroeconometric model," Journal of Econometrics, Elsevier, vol. 13(3), pages 269-291, August. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  32. Fair, Ray C, 1980. "Estimating the Uncertainty of Policy Effects in Nonlinear Models," Econometrica, Econometric Society, vol. 48(6), pages 1381-91, September. [Downloadable!] (restricted)

    Cited by:

    1. Gajda, Jan B. & Markowski, Aleksander, 1998. "Model Evaluation Using Stochastic Simulations: The Case of the Econometric Model KOSMOS," Working Paper 61, National Institute of Economic Research. [Downloadable!]
    2. Ray C. Fair, 1987. "VAR Models as Structural Approximations," Cowles Foundation Discussion Papers 856R, Cowles Foundation, Yale University, revised Mar 1989. [Downloadable!]
      Other versions:
    3. Dag Kolsrud, 2008. "Stochastic Ceteris Paribus Simulations," Computational Economics, Springer, vol. 31(1), pages 21-43, February. [Downloadable!] (restricted)
    4. Ray C. Fair, 1992. "Estimates of the Bias of Lagged Dependent Variable Coefficient Estimates in Macroeconomic Equations," Cowles Foundation Discussion Papers 1005, Cowles Foundation, Yale University. [Downloadable!]

  33. Fair, Ray C., 1979. "A model of the balance of payments," Journal of International Economics, Elsevier, vol. 9(1), pages 25-46, February. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  34. Fair, Ray C, 1979. "An Analysis of the Accuracy of Four Macroeconometric Models," Journal of Political Economy, University of Chicago Press, vol. 87(4), pages 701-18, August. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  35. Fair, Ray C, 1979. "An Analysis of a Macro-Econometric Model with Rational Expectations in the Bond and Stock Markets," American Economic Review, American Economic Association, vol. 69(4), pages 539-52, September. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  36. Fair, Ray C, 1978. "A Theory of Extramarital Affairs," Journal of Political Economy, University of Chicago Press, vol. 86(1), pages 45-61, February. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  37. Fair, Ray C, 1978. "The Sensitivity of Fiscal Policy Effects to Assumptions about the Behavior of the Federal Reserve," Econometrica, Econometric Society, vol. 46(5), pages 1165-79, September. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  38. Fair, Ray C, 1978. "The Use of Optimal Control Techniques to Measure Economic Performance," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 289-309, June. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  39. Fair, Ray C, 1978. "The Effect of Economic Events on Votes for President," The Review of Economics and Statistics, MIT Press, vol. 60(2), pages 159-73, May. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  40. Fair, Ray C, 1977. "A Note on the Computation of the Tobit Estimator," Econometrica, Econometric Society, vol. 45(7), pages 1723-27, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  41. Fair, Ray C, 1974. "An Evaluation of a Short-Run Forecasting Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(2), pages 285-303, June. [Downloadable!] (restricted)

    Cited by:

    1. Valadkhani, Abbas, 2005. "Macroeconometric Modelling: Approaches and Experiences in Developing Countries," Economics Working Papers wp05-10, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
    2. Abbas Valadkhani, 2003. "History Of Macroeconometric Modelling: Lessons From Past Experience," School of Economics and Finance Discussion Papers and Working Papers Series 131, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
    3. Valadkhani, A., 2005. "Macroeconomic Modelling: Approaches and Experiences in Development Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 5(1). [Downloadable!]
    4. Victor Zarnowitz, 1985. "The Accuracy of Individual and Group Forecasts from Business Outlook Surveys," NBER Working Papers 1053, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    5. Victor Zarnowitz, 1982. "Expectations and Forecasts from Business Outlook Surveys," NBER Working Papers 0845, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  42. Fair, Ray C & Kelejian, Harry H, 1974. "Methods of Estimation for Markets in Disequilibrium: A Further Study," Econometrica, Econometric Society, vol. 42(1), pages 177-90, January. [Downloadable!] (restricted)

    Cited by:

    1. Matthew T. Holt & Stanley R. Johnson, 1988. "Bounded Price Variation, Rational Expectations, and Endogenous Switching in the U.S. Corn Market," Center for Agricultural and Rural Development (CARD) Publications 88-wp28, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
    2. Gary Smith & William C. Brainard, 1979. "Disequilibrium Models of Financial Institutions," Cowles Foundation Discussion Papers 535, Cowles Foundation, Yale University. [Downloadable!]
    3. Max Jerrell, 2000. "Applications Of Public Global Optimization Software To Difficult Econometric Functions," Computing in Economics and Finance 2000 161, Society for Computational Economics. [Downloadable!]

  43. Fair, Ray C, 1973. "A Comparison of Alternative Estimators of Macroeconomic Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 14(2), pages 261-77, June. [Downloadable!] (restricted)

    Cited by:

    1. Thomas F. Cooley, 1974. "Comparison of Robust and Varying Parameter Estimates of a Macroeconometric Model," NBER Working Papers 0056, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Ray C. Fair, 1974. "On the Robust Estimation of Econometric Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 117-128 National Bureau of Economic Research, Inc. [Downloadable!]

  44. Fair, Ray C, 1972. "Disequilibrium in Housing Models," Journal of Finance, American Finance Association, vol. 27(2), pages 207-21, May. [Downloadable!] (restricted)

    Cited by:

    1. Edward E. Leamer, 2007. "Housing is the business cycle," Proceedings, Federal Reserve Bank of Kansas City, pages 149-233. [Downloadable!]
      Other versions:
    2. Lopez, Carmen, 2002. "Modelos econometricos del mercado de la vivienda en las regiones españolas," Economic Development 59, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics.. [Downloadable!]
    3. Ernst Rätzer, 1987. "Mieterschutz und Wohnungsmarkt. Die Mietpreisbeschränkung im schweizerischen Missbrauchsbeschluss," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 123(I), pages 23-45, March. [Downloadable!]
    4. Jonathan McCarthy & Richard W. Peach, 2004. "Are home prices the next "bubble"?," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 1-17. [Downloadable!]
    5. Jonathan McCarthy & Richard W. Peach, 2002. "Monetary policy transmission to residential investment," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 139-158. [Downloadable!]

  45. 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. [Downloadable!] (restricted)

    Cited by:

    1. Stanislav Radchenko, 2004. "Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market," Econometrics 0408001, EconWPA. [Downloadable!]
      Other versions:
    2. Frydman, Roman & Schankerman, Mark, 1981. "An Alternative Perspective on Econometric Tests of the National Expectations Hypothesis," Working Papers 81-14, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    3. Ray C. Fair, 1978. "An Analysis of the Accuracy of Four Macroeconometric Models," Cowles Foundation Discussion Papers 492, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:

  46. Fair, Ray C & Jaffee, Dwight M, 1972. "Methods of Estimation for Markets in Disequilibrium," Econometrica, Econometric Society, vol. 40(3), pages 497-514, May. [Downloadable!] (restricted)

    Cited by:

    1. Vassilis A. Hajivassiliou, 1990. "Testing Game Theoretic Models of Price-Fixing Behaviour," Cowles Foundation Discussion Papers 935, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    2. Matthew T. Holt & Stanley R. Johnson, 1988. "Bounded Price Variation, Rational Expectations, and Endogenous Switching in the U.S. Corn Market," Center for Agricultural and Rural Development (CARD) Publications 88-wp28, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
    3. Vassilis A. Hajivassiliou, 1986. "Temporal Dependence in Limited Dependent Variable Models: Theoretical and Monte-Carlo Results," Cowles Foundation Discussion Papers 803, Cowles Foundation, Yale University. [Downloadable!]
    4. Nikolay Nenovsky & Evgeni Peev & Todor Yalamov, 2003. "Banks-Firms Nexus under the Currency Board: Empirical Evidence from Bulgaria," William Davidson Institute Working Papers Series 555, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    5. Jay B. Morrison & David H. Pyle, 1978. "Interest Rate Risk and the Regulation of Financial Institutions," NBER Working Papers 0266, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Dinghai Xu, 2009. "The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey," Working Papers 0904, University of Waterloo, Department of Economics, revised Sep 2009. [Downloadable!]
    7. Jerry R. Green & Jean-Jacques Laffont, 1981. "Disequilibrium Dynamics with Inventories and Anticipatory Price-Setting:Some Impirical Results," NBER Working Papers 0453, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    8. Raymond Y.C. Tse, C.W. Ho, S. Ganesan, 1999. "Matching housing supply and demand: an empirical study of Hong Kong's market," Construction Management & Economics, Taylor and Francis Journals, vol. 17(5), pages 625-633, September. [Downloadable!] (restricted)
    9. Max Jerrell, 2000. "Applications Of Public Global Optimization Software To Difficult Econometric Functions," Computing in Economics and Finance 2000 161, Society for Computational Economics. [Downloadable!]
    10. Sunil Kanwar, 2000. "Seasonality and Wage-responsiveness in nonclearing labour markets: Evidence from Indian agriculture," Working papers 80, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
    11. Harvey S. Rosen & Kenneth T. Rosen & Douglas Holtz-Eakin, 1984. "Housing Tenure, Uncertainty, and Taxation," NBER Working Papers 1168, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    12. Christophe Hurlin & Rafal Kierzenkowski, 2003. "Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition," William Davidson Institute Working Papers Series 2003-581, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    13. Richard Quandt & Harvey Rosen, 1977. "Estimation of Disequilibrium Aggregate Labor Market," Working Papers 476, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
    14. Chorng-Huey Wong & Øystein Pettersen, 1979. "Financial programming in the framework of optimal control," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 115(1), pages 20-37, March. [Downloadable!] (restricted)
    15. Karen Smith Conway & Jean Kimmel, 1992. "Moonlighting Behavior: Theory and Evidence," Staff Working Papers 92-09, W.E. Upjohn Institute for Employment Research. [Downloadable!] (restricted)
    16. Buscher, Herbert S. & Buslei, Hermann & Göggelmann, Klaus & Koschel, Henrike & Ramb, Fred & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 1998. "Empirical macromodels under test : a comparative simulation study of the employment effects of a revenue neutral cut in social security contributions," ZEW Discussion Papers 98-40, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
      Other versions:
    17. Mody, Ashoka & Taylor, Mark P, 2003. "International Capital Crunches: The Time-Varying Role of Informational Asymmetries," CEPR Discussion Papers 3757, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    18. H.-J. Büttler, 1976. "The Markets for Land, Housing, and Housing Services: An Empirical Study over Time," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 112(IV), pages 619-637, December. [Downloadable!]
    19. Graciela Moguillansky, 1994. "Factores Determinantes de las Exportaciones Industriales Brasileñas durante la Década de 1980," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 31(92), pages 3-26. [Downloadable!]
    20. Max E. Jerrell, . "Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models," Computing in Economics and Finance 1996 _028, Society for Computational Economics. [Downloadable!]
    21. Dilip M. Nachane & Prasad P. Ranade, 2005. "Relationship banking and the credit market in India: An empirical analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2005-10, Indira Gandhi Institute of Development Research, Mumbai, India. [Downloadable!]

  47. Fair, Ray C, 1971. "The Optimal Distribution of Income," The Quarterly Journal of Economics, MIT Press, vol. 85(4), pages 551-79, November. [Downloadable!] (restricted)

    Cited by:

    1. Joseph E. Stiglitz, 1988. "Pareto Efficient and Optimal Taxation and the New New Welfare Economics," NBER Working Papers 2189, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Eduardo Ley, 2001. "Statistical Inference as a Bargaining Game," Econometrics 0110001, EconWPA, revised 16 Nov 2001. [Downloadable!]
      Other versions:
    3. Mamoru Kaneko, 1981. "The Optimal Progressive Income Tax -- The Existence and the Limit Tax Rates," Cowles Foundation Discussion Papers 599, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    4. Michael J. Boskin & Eytan Sheshinski, 1976. "Optimal Income Redistribution When Individual Welfare Depends Upon Relative Income," NBER Working Papers 0144, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    5. Daniel S. Hamermesh, 1994. "Policy Transferability and Hysteresis: Daily and Weekly Hours in the BRD and the US," NBER Working Papers 4773, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Jerry A. Hausman, 1980. "Income and Payroll Tax Policy and Labor Supply," NBER Working Papers 0610, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. Jonathan Eaton & Harvey Rosen, 1979. "Taxation, Human Capital and Uncertainty," Working Papers 497, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
      Other versions:
    8. Robert Shelburne, 2006. "A Utilitarian Welfare Analysis of Trade Liberalization," ECE Discussion Papers Series 2006_4, UNECE. [Downloadable!]
    9. Robin Boadway, 1998. "The Mirrlees Approach to the Theory of Economic Policy," International Tax and Public Finance, Springer, vol. 5(1), pages 67-81, February. [Downloadable!] (restricted)
    10. Pierre Fortin & George A. Akerlof & William T. Dickens & George L. Perry, 2002. "Inflation and Unemployment in the U.S. and Canada: A Common Framework," Cahiers de recherche du Département des sciences économiques, UQAM 20-16, Université du Québec à Montréal, Département des sciences économiques. [Downloadable!]
    11. von Greiff, Camilo, 2007. "Effects of Redistribution Policies - Who Gains and Who Loses?," Research Papers in Economics 2007:12, Stockholm University, Department of Economics. [Downloadable!]
    12. Kevin J. Lansing, 1993. "Dynamic optimal fiscal and monetary policy in a business cycle model with income redistribution," Working Paper 9308, Federal Reserve Bank of Cleveland. [Downloadable!]

  48. Fair, Ray C & Malkiel, Burton G, 1971. "The Determination of Yield Differentials between Debt Instruments of the Same Maturity," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 3(4), pages 733-49, November. [Downloadable!] (restricted)

    Cited by:

    1. Timothy Q. Cook & Patric H. Hendershott, 1977. "The risk-free U.S. bond rate : errors in construction and use in econometric work," Working Paper 77-03, Federal Reserve Bank of Richmond. [Downloadable!]
    2. Jeffrey A. Frankel, 1986. "A Test of Portfolio Crowding-Out and Related Issues in Finance," NBER Working Papers 1205, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  49. Fair, Ray C, 1970. "The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors," Econometrica, Econometric Society, vol. 38(3), pages 507-16, May. [Downloadable!] (restricted)

    Cited by:

    1. Martin D. D. Evans and Richard K. Lyons., 1999. "Order Flow and Exchange Rate Dynamics," Research Program in Finance Working Papers RPF-288, University of California at Berkeley. [Downloadable!]
      Other versions:
    2. A. F. Darrat & A. C. Arize, 1990. "Domestic And International Sources Of Inflation In Developing Countries: Some Evidence From The Monetary Approach," International Economic Journal, Korean International Economic Association, vol. 4(4), pages 55-69, December. [Downloadable!] (restricted)
    3. Ray C. Fair, 1986. "International Evidence on the Demand for Money," Cowles Foundation Discussion Papers 813, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    4. Abebe, Kassahun & Dahl, Dale C. & Olson, Kent D., 1989. "The Demand For Hired Farm Labor," Staff Papers 13557, University of Minnesota, Department of Applied Economics. [Downloadable!]
    5. Jesper Lindé, 2001. "Fiscal policy and interest rates in a small open economy," Finnish Economic Papers, Finnish Economic Association, vol. 14(2), pages 65-83, Autumn. [Downloadable!]
    6. Juan Foxley, 1986. "Determinantes Económicos del Ahorro Nacional: Chile 1963-1983," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 23(68), pages 119-128. [Downloadable!]
    7. Benjamin M. Friedman, 1985. "The Value of Intermediate Targets in Implementing Monetary Policy," NBER Working Papers 1487, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    8. Aurelio Mattei, 1981. "Un modèle économétrique pour le Canton du Valais," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 117(IV), pages 605-616, December. [Downloadable!]
    9. Clinton Shiells, 1989. "Competition and complementarity between U.S. imports from developed and newly industrializing countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 125(1), pages 114-128, March. [Downloadable!] (restricted)
    10. Farhad Rassekh, 1993. "International trade and the relative dispersion of industrial wages and production techniques in 14 OECD countries, 1970–1985," Open Economies Review, Springer, vol. 4(3), pages 325-344, September. [Downloadable!] (restricted)
    11. Michael J. Seiler & Arjun Chatrath & James R. Webb, 2001. "Real Asset Ownership and the Risk and Return to Stockholders," Journal of Real Estate Research, American Real Estate Society, vol. 22(1/2), pages 199-212. [Downloadable!]
    12. Joachim Zietz & Bichaka Fayissa, 1992. "R & D expenditures and import competition: Some evidence for the U.S," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 128(1), pages 52-66, March. [Downloadable!] (restricted)
    13. Jack Carr & Michael R. Darby, 1981. "The Role of Money Supply Shocks in the Short-Run Demand for Money," NBER Working Papers 0524, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    14. Joseph Bisignano & Kevin D. Hoover, 1982. "Monetary and fiscal impacts on exchange rates," Economic Review, Federal Reserve Bank of San Francisco, issue Win, pages 19-36. [Downloadable!]
    15. Phoebus J. Dhrymes, 1971. "Full Information Estimation of Dynamic Simultaneous Equations Models with Autoregressive Errors," UCLA Economics Working Papers 008, UCLA Department of Economics. [Downloadable!]
    16. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 51-74. [Downloadable!]
      Other versions:
    17. Reuven Glick, 1988. "Saving-investment determinants of Japan's external balance," Economic Review, Federal Reserve Bank of San Francisco, issue Sum, pages 3-14. [Downloadable!]
    18. Filip Abraham & Ellen Brock, 2003. "Sectoral employment effects of trade and productivity in Europe," Applied Economics, Taylor and Francis Journals, vol. 35(2), pages 223-238, January. [Downloadable!] (restricted)
    19. Dean Croushore & Tom Stark, 1996. "Evaluating McCallum's rule when monetary policy matters," Working Papers 96-3, Federal Reserve Bank of Philadelphia. [Downloadable!]
      Other versions:
    20. Abebe, Kassahun & Dahl, Dale C. & Olson, Kent D., 1990. "How Good Are Input Demand Models Used In Previous Studies Now?," Staff Papers 13587, University of Minnesota, Department of Applied Economics. [Downloadable!]
    21. Donald W.K. Andrews & Ray C. Fair, 1987. "Inference in Econometric Models with Structural Change," Cowles Foundation Discussion Papers 832, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    22. Benjamin M. Friedman, 1980. "How Important is Disaggregation in Structural Models of Interest Rate Determination?," NBER Working Papers 0294, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    23. Paolo Sckokai & Claudio Soregaroli, 2008. "Impact of private label development across retail formats: Evidences from the Italian dairy market," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, vol. 87(2), pages 27-47. [Downloadable!]
    24. Richard K. Lyons, 2001. "Foreign exchange: macro puzzles, micro tools," Pacific Basin Working Paper Series 01-10, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    25. James M. Poterba & Lawrence H. Summers, 1984. "Dividend Taxes, Corporate Investment, and "Q"," NBER Working Papers 0829, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    26. Joseph Bisignano & Kevin Hoover, 1982. "Some suggested improvements to a simple portfolio balance model of exchange rate determination with special reference to the U. S. dollar/Canadian dollar rate," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 118(1), pages 19-38, March. [Downloadable!] (restricted)
    27. Carl E. Walsh, 1981. "Measurement Error and the Flow of Funds Accounts: Estimates of HouseholdAsset Demand Equations," NBER Working Papers 0732, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    28. Soriano, Ma. Cecilia G., 1990. "Classifying the Economy into Traded or Nontraded Sectors," Philippine Journal of Development, Philippine Institute for Development Studies, vol. 0(2), pages 231-248. [Downloadable!]

Chapters

  1. Fair, Ray C., 1996. "Computational methods for macroeconometric models," Handbook of Computational Economics, in: H. M. Amman & D. A. Kendrick & J. Rust (ed.), Handbook of Computational Economics, edition 1, volume 1, chapter 3, pages 143-169 Elsevier. [Downloadable!] (restricted)

    Cited by:

    1. Winter, Joachim, 1997. "Ökonometrische Analyse diskreter dynamischer Entscheidungsprozesse," Sonderforschungsbereich 504 Publications 99-27, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    2. Buda, Rodolphe, 2005. "Numerical Analysis in Econom(etr)ic Softwares: the Data-Memory Shortage Management," MPRA Paper 9145, University Library of Munich, Germany, revised 2007. [Downloadable!]

  2. Ray C. Fair, 1993. "Estimating Event Probabilities from Macroeconometric Models Using Stochastic Simulation," NBER Chapters, in: Business Cycles, Indicators and Forecasting, pages 157-178 National Bureau of Economic Research, Inc. [Downloadable!]

    Cited by:

    1. Dag Kolsrud, 2008. "Stochastic Ceteris Paribus Simulations," Computational Economics, Springer, vol. 31(1), pages 21-43, February. [Downloadable!] (restricted)
    2. Heather M. Anderson & George Athanasopoulos & Farshid Vahid, 2002. "Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries," Monash Econometrics and Business Statistics Working Papers 20/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
      Other versions:
    3. Ivan Paya & Agustín Duarte & Ioannis A. Venetis, 2004. "Predicting Real Growth And The Probability Of Recession In The Euro Area Using The Yield Spread," Working Papers. Serie AD 2004-31, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
      Other versions:
    4. Jose A. Lopez, 1995. "Evaluating the predictive accuracy of volatility models," Research Paper 9524, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:

  3. Fair, Ray C., 1986. "Evaluating the predictive accuracy of models," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 3, chapter 33, pages 1979-1995 Elsevier. [Downloadable!] (restricted)

    Cited by:

    1. William L. Helkie & Peter Hooper, 1989. "U.S. external adjustment: progress and prospects," International Finance Discussion Papers 345, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    2. Peter C.B. Phillips, 1992. "Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy," Cowles Foundation Discussion Papers 1025, Cowles Foundation, Yale University. [Downloadable!]
    3. Jaime Marquez & Neil R. Ericsson, 1990. "Evaluating the predictive performance of trade-account models," International Finance Discussion Papers 377, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    4. Jaime Marquez, 1988. "Income and price elasticities of foreign trade flows: econometric estimation and analysis of the U.S. trade deficit," International Finance Discussion Papers 324, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    5. Giampiero Gallo, 1991. "Forecast Error Decomposition in a Nonlinear Model with Provisional Data," Annales d'Economie et de Statistique, ADRES, issue 22, pages 05, Avril-Jui. [Downloadable!]
    6. Neil R. Ericsson, 1991. "Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration," International Finance Discussion Papers 412, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    7. David F. Hendry & Michael P. Clements, 1994. "Can Econometrics Improve Economic Forecasting?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 267-298, September. [Downloadable!]

Did you know? Over 80% of the top 1000 economists are registered on RePEc.

This page was last updated on 2009-11-10.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.