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New Directions in Latin American Macroeconometrics

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  • Thomas M Fullerton Jr

    (University of Texas at El Paso)

  • Eiichi Araki

    (St. Andrews Univesity at Osaka)

Abstract

An overview of modeling and forecasting methodologies for price trends and other macroeconomic variables in Latin America is provided. Five approaches are reviewed within the time series and econometric traditions from which they are selected. Each method is reviewed within the context of data constraints commonly encountered throughout the region.

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File URL: http://128.118.178.162/eps/dev/papers/0408/0408002.doc.gz
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Bibliographic Info

Paper provided by EconWPA in its series Development and Comp Systems with number 0408002.

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Length: 14 pages
Date of creation: 03 Aug 2004
Date of revision:
Handle: RePEc:wpa:wuwpdc:0408002

Note: Type of Document - doc; pages: 14
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Web page: http://128.118.178.162

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Keywords: Latin America; Macroeconometrics; Time Series;

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References

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  1. Runkle, David E, 1987. "Vector Autoregressions and Reality," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 437-42, October.
  2. Carl F. Christ, 1993. "Assessing applied econometric results," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 71-94.
  3. Runkle, David E, 1987. "Vector Autoregressions and Reality: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 454, October.
  4. Fullerton, Thomas Jr., 1993. "Inflationary trends in Colombia," Journal of Policy Modeling, Elsevier, vol. 15(4), pages 463-468, August.
  5. Tomas M Fullerton & Ajay Kapur, 1991. "Predicción de multiplicadores monetarios en Colombia, Ecuador y Venezuela," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 35, pages 53-86.
  6. Thomas M Fullerton Jr, 2004. "Short-Run Price Movements in Ecuador," Macroeconomics 0407028, EconWPA.
  7. Zellner, A., 1992. ""Time Series Analysis, Forecasting and Econometric Modeling : The Structural Econometric Modeling , Time Series Analysis (SEMTSA) Approach"," Papers 90-92-22, California Irvine - School of Social Sciences.
  8. Davidson, James E H, et al, 1978. "Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom," Economic Journal, Royal Economic Society, vol. 88(352), pages 661-92, December.
  9. Ize, Alain & Salas, Javier, 1985. "Prices and output in the Mexican economy Emperical testing of alternative hypotheses," Journal of Development Economics, Elsevier, vol. 17(3), pages 175-199, April.
  10. Thomas M Fullerton Jr, 2004. "Currency Movements and International Border Crossings," Urban/Regional 0407008, EconWPA.
  11. Leiderman, Leonardo, 1984. "On the monetary-macro dynamics of Colombia and Mexico," Journal of Development Economics, Elsevier, vol. 14(1), pages 183-201.
  12. Kamas, Linda, 1995. "Monetary policy and inflation under the crawling peg: Some evidence from VARs for Colombia," Journal of Development Economics, Elsevier, vol. 46(1), pages 145-161, February.
  13. Palma, Pedro A. & Fontiveros, Domingo, 1988. "A comparative sensitivity analysis of the MODVEN VII macroeconomic model for Venezuela," Economic Modelling, Elsevier, vol. 5(4), pages 286-346, October.
  14. Nadeem U. Haque & Kajal Lahiri & Peter J. Montiel, 1990. "A Macroeconometric Model for Developing Countries," IMF Staff Papers, Palgrave Macmillan, vol. 37(3), pages 537-559, September.
  15. Thomas M. Fullerton, 1993. "Un modelo macroeconométrico para pronosticar la economía colombiana," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE.
  16. Thomas M Fullerton Jr, 2004. "Confessions of an International Forecaster," Econometrics 0409006, EconWPA.
  17. Edwards, Sebastian, 1993. "Openness, Trade Liberalization, and Growth in Developing Countries," Journal of Economic Literature, American Economic Association, vol. 31(3), pages 1358-93, September.
  18. Thomas M Fullerton Jr, 2004. "A Composite Approach to Forecasting State Government Revenues," Public Economics 0408006, EconWPA.
  19. David E. Runkle, 1987. "Vector autoregressions and reality," Staff Report 107, Federal Reserve Bank of Minneapolis.
  20. Wallis, Kenneth F & Whitley, John D, 1991. " Large-Scale Econometric Models of National Economies," Scandinavian Journal of Economics, Wiley Blackwell, vol. 93(2), pages 283-314.
  21. Clemen, Robert T., 1989. "Combining forecasts: A review and annotated bibliography," International Journal of Forecasting, Elsevier, vol. 5(4), pages 559-583.
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Citations

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Cited by:
  1. Thomas M Fullerton Jr & Eiichi Araki, 2004. "A Theoretical Model of Industrial Economy Inflationary Dynamics," Macroeconomics 0408007, EconWPA.
  2. Thomas M Fullerton Jr & Cuauhtemoc Calderon, 2004. "Inflationary Pressure Determinants in Mexico," Macroeconomics 0407030, EconWPA.
  3. Alejandro D. Jacobo, 2002. "Taking the business cycle´s pulse to some Latin American economies: Is there a rhythmical beat?," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 17(2), pages 219-245.
  4. Thomas M Fullerton Jr & Roberto Tinajero, 2004. "Short-Run Price Dynamics in Mexico," Macroeconomics 0407027, EconWPA.
  5. Thomas M Fullerton Jr, 2004. "Cross Border Business Cycle (Impacts on Commercial Electricity Demand," Urban/Regional 0407010, EconWPA.
  6. Thomas Fullerton & Miwa Hattori & Cuauhtémoc Calderón, 2001. "Error correction exchange rate modeling: Evidence for Mexico," Journal of Economics and Finance, Springer, vol. 25(3), pages 358-368, September.
  7. Thomas M. Fullerton JR., 2001. "Specification of a Borderplex Econometric Forecasting Model," International Regional Science Review, , vol. 24(2), pages 245-260, April.

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