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Citations for "The Past, Present, and Future of Macroeconomic Forecasting"

by Francis X. Diebold

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  1. Jonathan Benchimol & André Fourçans, 2012. "The role of money and monetary policy in crisis periods: the Euro area case," Post-Print hal-00672806, HAL.
  2. Diebold, Francis X., 2001. "Econometrics: Retrospect and prospect," Journal of Econometrics, Elsevier, Elsevier, vol. 100(1), pages 73-75, January.
  3. Valadkhani, Abbas, 2005. "Macroeconometric Modelling: Approaches and Experiences in Developing Countries," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia wp05-10, School of Economics, University of Wollongong, NSW, Australia.
  4. Viviana Fernández, 2006. "Forecasting crude oil and natural gas spot prices by classification methods," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile 229, Centro de Economía Aplicada, Universidad de Chile.
  5. Gerit Vogt, 2009. "Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene," ifo Beiträge zur Wirtschaftsforschung, Ifo Institute for Economic Research at the University of Munich, Ifo Institute for Economic Research at the University of Munich, number 36, 8.
  6. Hendry, David F. & Mizon, Grayham E., 2001. "Reformulating empirical macro-econometric modelling," Discussion Paper Series In Economics And Econometrics 0104, Economics Division, School of Social Sciences, University of Southampton.
  7. Stefano Siviero & Daniele Terlizzese, 2001. "Macroeconomic forecasting: Debunking a few old wives' tales," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 395, Bank of Italy, Economic Research and International Relations Area.
  8. Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, Elsevier, vol. 20(2), pages 301-329, March.
  9. Julio J. Rotemberg, 1999. "A Heuristic Method for Extracting Smooth Trends from Economic Time Series," NBER Working Papers 7439, National Bureau of Economic Research, Inc.
  10. Karamé, Frédéric & Patureau, Lise & Sopraseuth, Thepthida, 2008. "Limited participation and exchange rate dynamics: Does theory meet the data?," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 32(4), pages 1041-1087, April.
  11. Diebold, Francis X & Ohanian, Lee E & Berkowitz, Jeremy, 1998. "Dynamic Equilibrium Economies: A Framework for Comparing Models and Data," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 65(3), pages 433-51, July.
  12. Allen, P. Geoffrey & Morzuch, Bernard J., 2006. "Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. What about the next 25 years?," International Journal of Forecasting, Elsevier, Elsevier, vol. 22(3), pages 475-492.
  13. Christoffel, Kai & Warne, Anders & Coenen, Günter, 2010. "Forecasting with DSGE models," Working Paper Series, European Central Bank 1185, European Central Bank.
  14. Fang, Yue, 2003. "Forecasting combination and encompassing tests," International Journal of Forecasting, Elsevier, Elsevier, vol. 19(1), pages 87-94.
  15. Marco Del Negro & Frank Schorfheide, 2002. "Priors from general equilibrium models for VARs," Working Paper, Federal Reserve Bank of Atlanta 2002-14, Federal Reserve Bank of Atlanta.
  16. Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2002. "Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach," Computing in Economics and Finance 2002, Society for Computational Economics 233, Society for Computational Economics.
  17. Valadkhani, Abbas, 2007. "Macroeconometric Modelling In An Oil Exporting Country: The Case Of Iran," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia wp07-14, School of Economics, University of Wollongong, NSW, Australia.
  18. Fabio Bacchini & Cristina Brandimarte & Piero Crivelli & Roberta De Santis & Marco Fioramanti & Alessandro Girardi & Roberto Golinelli & Cecilia Jona-Lasinio & Massimo Mancini & Carmine Pappalardo & D, 2013. "Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 15(1), pages 17-45.
  19. Gnidchenko, Andrey, 2011. "Моделирование Технологических И Институциональных Эффектов В Макроэкономическом Прогнозировании
    [Technologica
    ," MPRA Paper 35484, University Library of Munich, Germany, revised May 2011.
  20. Abbas Valadkhani, 2003. "History Of Macroeconometric Modelling: Lessons From Past Experience," School of Economics and Finance Discussion Papers and Working Papers Series, School of Economics and Finance, Queensland University of Technology 131, School of Economics and Finance, Queensland University of Technology.
  21. V. Pandit, 2009. "Macroeconometric Policy Modeling for India: A Review of Some Analytical Issues," Working Papers id:1955, eSocialSciences.
  22. repec:lan:wpaper:425 is not listed on IDEAS
  23. V. Pandit, 2001. "Structural Modelling Under Challenge," Working papers 98, Centre for Development Economics, Delhi School of Economics.
  24. V. Pandit, 2008. "Structural Modeling under Challenge," Working Papers id:1622, eSocialSciences.
  25. repec:lan:wpaper:539557 is not listed on IDEAS
  26. Heilemann, Ullrich & Stekler, H. O., 2003. "Has the accuracy of German macroeconomic forecasts improved?," Technical Reports 2003,31, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  27. Stekler, H.O., 2007. "The future of macroeconomic forecasting: Understanding the forecasting process," International Journal of Forecasting, Elsevier, Elsevier, vol. 23(2), pages 237-248.
  28. Mihaela Bratu, 2012. "A Strategy to Improve the Survey of Professional Forecasters (SPF) Predictions Using Bias-Corrected-Accelerated (BCA) Bootstrap Forecast Intervals," International Journal of Synergy and Research, ToKnowPress, vol. 1(2), pages 45-59.
  29. repec:lan:wpaper:413 is not listed on IDEAS
  30. Fildes, Robert & Stekler, Herman, 2002. "The state of macroeconomic forecasting," Journal of Macroeconomics, Elsevier, Elsevier, vol. 24(4), pages 435-468, December.
  31. Franses, Ph.H.B.F., 2003. "Do we make better forecasts these days? A survey amongst academics," Econometric Institute Research Papers EI 2003-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  32. Piotr Białowolski & Tomasz Kuszewski & Bartosz Witkowski, 2012. "Macroeconomic Forecasts in Models with Bayesian Averaging of Classical Estimates," Contemporary Economics, University of Finance and Management in Warsaw, University of Finance and Management in Warsaw, vol. 6(1), March.
  33. Heilemann, Ullrich & Stekler, Herman, 2007. "Introduction to "The future of macroeconomic forecasting"," International Journal of Forecasting, Elsevier, Elsevier, vol. 23(2), pages 159-165.
  34. Daniel F. Waggoner & Tao Zha, 1998. "Conditional forecasts in dynamic multivariate models," Working Paper, Federal Reserve Bank of Atlanta 98-22, Federal Reserve Bank of Atlanta.
  35. Gonzalo Fernández-de-Córdoba & José Torres, 2011. "Forecasting the Spanish economy with an augmented VAR–DSGE model," SERIEs, Spanish Economic Association, vol. 2(3), pages 379-399, September.
  36. Francis X. Diebold & Glenn D. Rudebusch, 2001. "Five questions about business cycles," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, pages 1-15.
  37. repec:lan:wpaper:470 is not listed on IDEAS
  38. Fernandez, Viviana, 2007. "Wavelet- and SVM-based forecasts: An analysis of the U.S. metal and materials manufacturing industry," Resources Policy, Elsevier, Elsevier, vol. 32(1-2), pages 80-89.
  39. Valadkhani, A., 2005. "Macroeconomic Modelling: Approaches and Experiences in Development Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, Euro-American Association of Economic Development, vol. 5(1).
  40. V. Pandit, 2000. "Macroeconometric Policy Modeling for India: A Review of Some Analytical Issues," Working papers 74, Centre for Development Economics, Delhi School of Economics.
  41. Tao Zha, 1998. "A dynamic multivariate model for use in formulating policy," Economic Review, Federal Reserve Bank of Atlanta, Federal Reserve Bank of Atlanta, issue Q 1, pages 16-29.
  42. Dufrénot, Gilles & Jawadi, Fredj, 2013. "Computational tools in econometric modeling for macroeconomics and finance," Economic Modelling, Elsevier, Elsevier, vol. 34(C), pages 1-4.
  43. BRATU SIMIONESCU, Mihaela, 2012. "Two Quantitative Forecasting Methods For Macroeconomic Indicators In Czech Republic," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, vol. 3(1), pages 71-87.