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Citations for "The past, present, and future of macroeconomic forecasting"

by Francis X. Diebold

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  1. Heilemann, Ullrich & Stekler, Herman, 2007. "Introduction to "The future of macroeconomic forecasting"," International Journal of Forecasting, Elsevier, Elsevier, vol. 23(2), pages 159-165.
  2. V. Pandit, 2001. "Structural Modelling Under Challenge," Working papers, Centre for Development Economics, Delhi School of Economics 98, Centre for Development Economics, Delhi School of Economics.
  3. BRATU SIMIONESCU, Mihaela, 2012. "Two Quantitative Forecasting Methods For Macroeconomic Indicators In Czech Republic," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, Universitatea Spiru Haret, vol. 3(1), pages 71-87.
  4. 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.
  5. Ullrich Heilemann & Herman O. Stekler, 2010. "Has the Accuracy of German Macroeconomic Forecasts Improved?," Working Papers, The George Washington University, Department of Economics, Research Program on Forecasting 2010-001, The George Washington University, Department of Economics, Research Program on Forecasting, revised Feb 2012.
  6. 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.
  7. Fildes, Robert & Stekler, Herman, 2002. "The state of macroeconomic forecasting," Journal of Macroeconomics, Elsevier, Elsevier, vol. 24(4), pages 435-468, December.
  8. V. Pandit, 2009. "Macroeconometric Policy Modeling for India: A Review of Some Analytical Issues," Working Papers id:1955, eSocialSciences.
  9. 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.
  10. V. Pandit, 2000. "Macroeconometric Policy Modeling for India: A Review of Some Analytical Issues," Working papers, Centre for Development Economics, Delhi School of Economics 74, Centre for Development Economics, Delhi School of Economics.
  11. 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), ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 15(1), pages 17-45.
  12. David Hendry & Michael P. Clements, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Series Working Papers, University of Oxford, Department of Economics 78, University of Oxford, Department of Economics.
  13. 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.
  14. repec:lan:wpaper:539557 is not listed on IDEAS
  15. Gnidchenko, Andrey, 2011. "Моделирование Технологических И Институциональных Эффектов В Макроэкономическом Прогнозировании
    [Technologica
    ," MPRA Paper 35484, University Library of Munich, Germany, revised May 2011.
  16. repec:lan:wpaper:470 is not listed on IDEAS
  17. Franses, Ph.H.B.F., 2003. "Do we make better forecasts these days? A survey amongst academics," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute EI 2003-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  18. Dufrénot, Gilles & Jawadi, Fredj, 2013. "Computational tools in econometric modeling for macroeconomics and finance," Economic Modelling, Elsevier, Elsevier, vol. 34(C), pages 1-4.
  19. 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.
  20. Stefano Siviero & Daniele Terlizzese, 2007. "Macroeconomic Forecasting: Debunking a Few Old Wives' Tales," Journal of Business Cycle Measurement and Analysis, OECD Publishing,CIRET, OECD Publishing,CIRET, vol. 2007(3), pages 287-316.
  21. Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1995. "Dynamic Equilibrium Economies: A Framework for Comparing Models and Data," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0174, National Bureau of Economic Research, Inc.
  22. 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.
  23. 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.
  24. Valadkhani, Abbas, 2006. "Macroeconometric Modelling in an Oil-Exporting Country: The case of Iran," MPRA Paper 50389, University Library of Munich, Germany.
  25. V. Pandit, 2008. "Structural Modeling under Challenge," Working Papers id:1622, eSocialSciences.
  26. 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.
  27. Diebold, Francis X., 2001. "Econometrics: Retrospect and prospect," Journal of Econometrics, Elsevier, Elsevier, vol. 100(1), pages 73-75, January.
  28. 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.
  29. Gonzalo Fernandez-de-Córdoba & José L. Torres, 2009. "Forecasting the Spanish economy with an Augmented VAR-DSGE model," Working Papers, Universidad de Málaga, Department of Economic Theory, Málaga Economic Theory Research Center 2009-1, Universidad de Málaga, Department of Economic Theory, Málaga Economic Theory Research Center.
  30. repec:lan:wpaper:425 is not listed on IDEAS
  31. 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.
  32. Jonathan Benchimol & André Fourçans, 2012. "The role of money and monetary policy in crisis periods: the Euro area case," Post-Print, HAL hal-00672806, HAL.
  33. 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.
  34. Hendry, David F. & Mizon, Grayham E., 2001. "Reformulating empirical macro-econometric modelling," Discussion Paper Series In Economics And Econometrics, Economics Division, School of Social Sciences, University of Southampton 0104, Economics Division, School of Social Sciences, University of Southampton.
  35. Marco Del Negro & Frank Schorfheide, 2004. "Priors from General Equilibrium Models for VARS," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(2), pages 643-673, 05.
  36. 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).
  37. Christoffel, Kai & Warne, Anders & Coenen, Günter, 2010. "Forecasting with DSGE models," Working Paper Series, European Central Bank 1185, European Central Bank.
  38. 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.
  39. 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.
  40. Fang, Yue, 2003. "Forecasting combination and encompassing tests," International Journal of Forecasting, Elsevier, Elsevier, vol. 19(1), pages 87-94.
  41. 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, ToKnowPress, vol. 1(2), pages 45-59.
  42. 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.
  43. repec:lan:wpaper:413 is not listed on IDEAS