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An Application of Vector Time Series Techniques to Macroeconomic Forecasting

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  • Fackler, James S
  • Krieger, Sandra C

Abstract

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Suggested Citation

  • Fackler, James S & Krieger, Sandra C, 1986. "An Application of Vector Time Series Techniques to Macroeconomic Forecasting," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 71-80, January.
    • Handle: RePEc:bes:jnlbes:v:4:y:1986:i:1:p:71-80
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    Cited by:

    1. Park, Timothy A., 1990. "Forecast Evaluation For Multivariate Time-Series Models: The U.S. Cattle Market," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 15(1), pages 1-11, July.
    2. Elitzak, Howard & Blisard, W. Noel, 1989. "Quarterly Forecasting of Meat Retail Prices: A Vector Autoregression Approach," Staff Reports 278232, United States Department of Agriculture, Economic Research Service.
    3. Xu Xiaojie, 2018. "Using Local Information to Improve Short-Run Corn Price Forecasts," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 16(1), pages 1-15, January.
    4. Hafer, R. W. & Sheehan, Richard G., 1989. "The sensitivity of VAR forecasts to alternative lag structures," International Journal of Forecasting, Elsevier, vol. 5(3), pages 399-408.
    5. Albis, Manuel Leonard F. & Mapa, Dennis S., 2014. "Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models," MPRA Paper 55902, University Library of Munich, Germany.
    6. Kim, Jae H., 1999. "Asymptotic and bootstrap prediction regions for vector autoregression," International Journal of Forecasting, Elsevier, vol. 15(4), pages 393-403, October.
    7. Jim Lee, 1997. "Money, Income and Dynamic Lag Patterns," Southern Economic Journal, John Wiley & Sons, vol. 64(1), pages 97-104, July.

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