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New Directions in Latin American Macroeconometrics

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Author Info
Thomas M Fullerton Jr (University of Texas at El Paso)
Eiichi Araki (St. Andrews Univesity at Osaka)

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

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 14 pages
Date of creation: 03 Aug 2004
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Handle: RePEc:wpa:wuwpdc:0408002

Note: Type of Document - doc; pages: 14
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Web page: http://129.3.20.41

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Related research
Keywords: Latin America; Macroeconometrics; Time Series;

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Find related papers by JEL classification:
O11 - Economic Development, Technological Change, and Growth - - Economic Development - - - Macroeconomic Analyses of Economic Development

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References listed on IDEAS
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.:
  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. Runkle, David E, 1987. "Vector Autoregressions and Reality: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 454, October.
  3. Wallis, Kenneth F & Whitley, John D, 1991. " Large-Scale Econometric Models of National Economies," Scandinavian Journal of Economics, Blackwell Publishing, vol. 93(2), pages 283-314.
  4. 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. [Downloadable!] (restricted)
  5. Thomas M Fullerton Jr, 2004. "A Composite Approach to Forecasting State Government Revenues," Public Economics 0408006, EconWPA. [Downloadable!]
  6. Thomas M Fullerton Jr, 2004. "Short-Run Price Movements in Ecuador," Macroeconomics 0407028, EconWPA. [Downloadable!]
  7. 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. [Downloadable!] (restricted)
  8. Fullerton, Thomas Jr., 1993. "Inflationary trends in Colombia," Journal of Policy Modeling, Elsevier, vol. 15(4), pages 463-468, August. [Downloadable!] (restricted)
  9. 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.
  10. Carl F. Christ, 1993. "Assessing applied econometric results," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 71-94. [Downloadable!]
  11. H. Lütkepohl, . "Vector Autoregressions," Sonderforschungsbereich 373 1999-4, Humboldt Universitaet Berlin.
  12. David E. Runkle, 1987. "Vector autoregressions and reality," Staff Report 107, Federal Reserve Bank of Minneapolis. [Downloadable!]
  13. Thomas M Fullerton Jr, 2004. "Confessions of an International Forecaster," Econometrics 0409006, EconWPA. [Downloadable!]
  14. 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. [Downloadable!] (restricted)
  15. Thomas M Fullerton Jr, 2004. "Currency Movements and International Border Crossings," Urban/Regional 0407008, EconWPA. [Downloadable!]
  16. Clemen, Robert T., 1989. "Combining forecasts: A review and annotated bibliography," International Journal of Forecasting, Elsevier, vol. 5(4), pages 559-583. [Downloadable!] (restricted)
  17. 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. [Downloadable!] (restricted)
Full references

Cited by:
(explanations, 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.)

  1. Thomas M Fullerton Jr & Eiichi Araki, 2004. "A Theoretical Model of Industrial Economy Inflationary Dynamics," Macroeconomics 0408007, EconWPA. [Downloadable!]
  2. Thomas M Fullerton Jr & Roberto Tinajero, 2004. "Short-Run Price Dynamics in Mexico," Macroeconomics 0407027, EconWPA. [Downloadable!]
  3. Thomas M Fullerton Jr & Miwa Hattori & Cuauhtemoc Calderon, 2004. "Error Correction Exchange Rate Modeling Evidence for Mexico," International Finance 0406001, EconWPA. [Downloadable!]
  4. 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. [Downloadable!]
  5. Thomas M Fullerton Jr & Cuauhtemoc Calderon, 2004. "Inflationary Pressure Determinants in Mexico," Macroeconomics 0407030, EconWPA. [Downloadable!]
    Other versions:
  6. Thomas M Fullerton Jr, 2004. "Cross Border Business Cycle (Impacts on Commercial Electricity Demand," Urban/Regional 0407010, EconWPA. [Downloadable!]
  7. Thomas M Fullerton Jr, 2004. "Specification of a Borderplex Econometric Forecasting Model," Urban/Regional 0405006, EconWPA. [Downloadable!]
Statistics
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