VAR Forecasting Models of the Australian Economy: A Preliminary Analysis
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Other versions of this item:
- Robert G. Trevor & Susan J. Thorp, 1988. "VAR Forecasting Models of the Australian Economy: A Preliminary Analysis," RBA Research Discussion Papers rdp8802, Reserve Bank of Australia.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ellis W. Tallman & Naveen Chandra, 1996.
"The Information Content of Financial Aggregates in Australia,"
RBA Research Discussion Papers
rdp9606, Reserve Bank of Australia.
- Ellis W. Tallman & Naveen Chandra, 1996. "The information content of financial aggregates in Australia," FRB Atlanta Working Paper 96-14, Federal Reserve Bank of Atlanta.
- Meredith Beechey & Pär Österholm, 2008. "A Bayesian Vector Autoregressive Model with Informative Steady-state Priors for the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 84(267), pages 449-465, December.
- Kim, Jae H., 1999. "Asymptotic and bootstrap prediction regions for vector autoregression," International Journal of Forecasting, Elsevier, vol. 15(4), pages 393-403, October.
- Peter C.B. Phillips, 1995. "Automated Forecasts of Asia-Pacific Economic Activity," Cowles Foundation Discussion Papers 1103, Cowles Foundation for Research in Economics, Yale University.
- Dungey, Mardi & Pagan, Adrian, 2000. "A Structural VAR Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 76(235), pages 321-342, December.
- Peter M. Summers, 1999. "Macroeconomic Forecasting at the Melbourne Institute," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 32(2), pages 197-205.
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