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Tests for Structural Change and Prediction Intervals for the Reduced Forms of Two Structural Models of the US: The FRB-MIT and Michigan Quarterly Models

In: Annals of Economic and Social Measurement, Volume 3, number 3

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  • T. Muench
  • A. Rolnick
  • N. Wallace
  • W. Weiler

Abstract

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Suggested Citation

  • T. Muench & A. Rolnick & N. Wallace & W. Weiler, 1974. "Tests for Structural Change and Prediction Intervals for the Reduced Forms of Two Structural Models of the US: The FRB-MIT and Michigan Quarterly Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 3, pages 491-519, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:10174
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    References listed on IDEAS

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    1. Frank De Leeuw & Edward M. Gramlich, 1968. "The Federal Reserve-MIT economic model," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jan, pages 11-40.
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    Cited by:

    1. Fair Ray C, 2003. "Bootstrapping Macroeconometric Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(4), pages 1-26, December.
    2. Aurélien Goutsmedt, 2017. "Stagflation and the crossroad in macroeconomics: the struggle between structural and New Classical macroeconometrics," Documents de travail du Centre d'Economie de la Sorbonne 17043, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    3. Thomas J. Sargent, 1977. "Is Keynesian economics a dead end?," Working Papers 101, Federal Reserve Bank of Minneapolis.
    4. Preston J. Miller & Arthur J. Rolnick, 1979. "The CBO's policy analysis: an unquestionable misuse of a questionable theory," Staff Report 49, Federal Reserve Bank of Minneapolis.
    5. Ray Fair, 2002. "Bootstrapping Macroeconometric Models," Yale School of Management Working Papers ysm254, Yale School of Management, revised 01 Aug 2007.
    6. Goutsmedt, Aurélien, 2019. "Macroeconomics at the Crossroads: Stagflation and the Struggle between "Keynesian" and New Classical Macroeconometric Programs," OSF Preprints y364t, Center for Open Science.
    7. 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.
    8. Robert E. Lucas & Thomas J. Sargent, 1979. "After Keynesian macroeconomics," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 3(Spr).
    9. Preston J. Miller, 1978. "Forecasting with econometric methods: a comment," Working Papers 104, Federal Reserve Bank of Minneapolis.

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