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An Analysis of the Accuracy of Four Macroeconometric Models

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Paper provided by Cowles Foundation for Research in Economics, Yale University in its series Cowles Foundation Discussion Papers with number 492.

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Length: 23 pages
Date of creation: 1978
Date of revision:
Publication status: Published in Journal of Political Economy (1979), 87(4): 702-718
Handle: RePEc:cwl:cwldpp:492

Note: CFP 489.
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Postal: Yale University, Box 208281, New Haven, CT 06520-8281 USA
Phone: (203) 432-3702
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Web page: http://cowles.econ.yale.edu/
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Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA

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  1. Gregory Chow & Ray C. Fair, 1973. "Maximum Likelihood Estimation of Linear Equation Systems with Auto-Regressive Residuals," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 2, number 1, pages 16-27 National Bureau of Economic Research, Inc.
  2. James M. Brundy & Dale W. Jorgenson, 1971. "Efficient estimation of simultaneous equations by instrumental variables," Working Papers in Applied Economic Theory 3, Federal Reserve Bank of San Francisco.
  3. 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.
  4. Brundy, James M & Jorgenson, Dale W, 1971. "Efficient Estimation of Simultaneous Equations by Instrumental Variables," The Review of Economics and Statistics, MIT Press, vol. 53(3), pages 207-24, August.
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Cited by:
  1. Grossman, Sanford J & Weiss, Laurence, 1982. "Heterogeneous Information and the Theory of the Business Cycle," Journal of Political Economy, University of Chicago Press, vol. 90(4), pages 699-727, August.
  2. Manfred Deistler & Klaus Neusser, 2004. "Prognose uni- und multivariater Zeitreihen," Diskussionsschriften dp0401, Universitaet Bern, Departement Volkswirtschaft.
  3. S. Rao Aiyagari, 1990. "Deflating the case for zero inflation," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum, pages 2-11.
  4. Owyang, Michael T. & Ramey, Garey, 2004. "Regime switching and monetary policy measurement," Journal of Monetary Economics, Elsevier, vol. 51(8), pages 1577-1597, November.
  5. Frederic S. Mishkin, 1981. "Does Anticipated Aggregate Demand Policy Matter? Further Econometric results," NBER Working Papers 0789, National Bureau of Economic Research, Inc.
  6. Ghosal, Vivek & Loungani, Prakash, 1996. "Evidence on Nominal Wage Rigidity from a Panel of U.S. Manufacturing Industries," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(4), pages 650-68, November.
  7. Landon, Stuart, 1995. "Testing aggregate neutrality with heterogeneous sectors," Journal of Macroeconomics, Elsevier, vol. 17(1), pages 131-148.
  8. Francisco F. R. Ramos, 1996. "VAR Priors: Success or lack of a decent macroeconomic theory?," Econometrics 9601002, EconWPA.
  9. Ali F. Darrat, 1988. "Rational Expectations and the Role of Monetary Policy: Some Tests Based on the Fisher Equation," Eastern Economic Journal, Eastern Economic Association, vol. 14(3), pages 211-219, Jul-Sep.
  10. John A. James, 1985. "Shifts in the Nineteenth-Century Phillips Curve Relationship," NBER Working Papers 1587, National Bureau of Economic Research, Inc.
  11. Ford, Stephen A., 1986. "A Beginner'S Guide To Vector Autoregression," Staff Papers 13527, University of Minnesota, Department of Applied Economics.
  12. David E. Runkle, 1987. "Vector autoregressions and reality," Staff Report 107, Federal Reserve Bank of Minneapolis.
  13. Flood, Robert P & Hodrick, Robert J, 1985. "Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle," The Quarterly Journal of Economics, MIT Press, vol. 100(5), pages 887-914, Supp..
  14. 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.
  15. Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Papers wuwp176, Vienna University of Economics, Department of Economics.
  16. Robert J. Barro, 1980. "Intertemporal Substitution and the Business Cycle," NBER Working Papers 0490, National Bureau of Economic Research, Inc.

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