The Money Formation Table Approach to Forecasting: An Evaluation of the Institute Money Supply Forecasts
Author
Abstract
Suggested Citation
DOI: 10.1111/j.1467-8462.1983.tb00525.x
Download full text from publisher
References listed on IDEAS
- repec:bla:ecorec:v:59:y:1983:i:167:p:321-31 is not listed on IDEAS
- I. J. Macfarlane & J. R. Hawkins, 1983.
"Economic Forecasts and Their Assessment,"
The Economic Record, The Economic Society of Australia, vol. 59(4), pages 321-331, December.
- I.J. Macfarlane & J.R. Hawkins, 1983. "Economic Forecasts and Their Assessment," RBA Research Discussion Papers rdp8302, Reserve Bank of Australia.
- Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018.
"Bayesian Vector Autoregressions,"
The Warwick Economics Research Paper Series (TWERPS)
1159, University of Warwick, Department of Economics.
- Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," LSE Research Online Documents on Economics 87393, London School of Economics and Political Science, LSE Library.
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Sciences Po Economics Publications (main) hal-03458277, HAL.
- Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Working Papers hal-03458277, HAL.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Bank of England working papers 756, Bank of England.
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Documents de Travail de l'OFCE 2018-18, Observatoire Francais des Conjonctures Economiques (OFCE).
- Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian Vector Autoregressions," Discussion Papers 1808, Centre for Macroeconomics (CFM).
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2022.
"How is machine learning useful for macroeconomic forecasting?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 920-964, August.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2019. "How is Machine Learning Useful for Macroeconomic Forecasting?," CIRANO Working Papers 2019s-22, CIRANO.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers 20-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Aug 2020.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Papers 2008.12477, arXiv.org.
- Ray C. Fair & Robert J. Shiller, 1987.
"Econometric Modeling as Information Aggregation,"
NBER Working Papers
2233, National Bureau of Economic Research, Inc.
- Ray C. Fair & Robert J. Shiller, 1987. "Econometric Modeling as Information Aggregation," Cowles Foundation Discussion Papers 833R, Cowles Foundation for Research in Economics, Yale University, revised Jan 1988.
- Jean-Pierre Allegret & Alain Sand-Zantman, 2009. "Does a Monetary Union protect again shocks? An assessment of Latin American integration," Post-Print halshs-00371069, HAL.
- Gediminas Adomavicius & Jesse Bockstedt & Alok Gupta, 2012. "Modeling Supply-Side Dynamics of IT Components, Products, and Infrastructure: An Empirical Analysis Using Vector Autoregression," Information Systems Research, INFORMS, vol. 23(2), pages 397-417, June.
- Fuentes-Albero, Cristina & Melosi, Leonardo, 2013.
"Methods for computing marginal data densities from the Gibbs output,"
Journal of Econometrics, Elsevier, vol. 175(2), pages 132-141.
- Cristina Fuentes-Albero & Leonardo Melosi, 2011. "Methods for Computing Marginal Data Densities from the Gibbs Output," Departmental Working Papers 201131, Rutgers University, Department of Economics.
- Starck, Christian, 1991. "Specifying a Bayesian vector autoregression for short-run macroeconomic forecasting with an application to Finland," Research Discussion Papers 4/1991, Bank of Finland.
- Ciccarelli, Matteo & Kuik, Friderike & Martínez Hernández, Catalina, 2023. "The asymmetric effects of weather shocks on euro area inflation," Working Paper Series 2798, European Central Bank.
- Espinosa Acuña, Óscar A. & Vaca González, Paola A. & Avila Forero, Raúl A., 2013. "Elasticidades de demanda por electricidad e impactos macroecon_omicos del precio de la energía eléctrica en Colombia || Elasticity of Electricity Demand and Macroeconomics Impacts of Electricity Price," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 16(1), pages 216-249, December.
- Ricco, Giovanni & Callegari, Giovanni & Cimadomo, Jacopo, 2014. "Signals from the Government: Policy Uncertainty and the Transmission of Fiscal Shocks," MPRA Paper 56136, University Library of Munich, Germany.
- Jean-Pierre Allegret & Alain Sand-Zantman, 2008.
"Monetary Integration Issues in Latin America: A Multivariate Assessment,"
Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 55(3), pages 279-308, September.
- Jean-Pierre Allegret & Alain Sand-Zantman, 2008. "Monetary Integration Issues in Latin America: a multivariate assessment," Post-Print halshs-00353356, HAL.
- Fair, Ray C & Shiller, Robert J, 1989.
"The Informational Context of Ex Ante Forecasts,"
The Review of Economics and Statistics, MIT Press, vol. 71(2), pages 325-331, May.
- Ray C. Fair & Robert J. Shiller, 1988. "The Informational Content of Ex Ante Forecasts," Cowles Foundation Discussion Papers 857, Cowles Foundation for Research in Economics, Yale University.
- Ray C. Fair & Robert J. Shiller, 1988. "The Informational Content of Ex Ante Forecasts," NBER Working Papers 2503, National Bureau of Economic Research, Inc.
- Ford, Stephen A., 1986. "An Application Of Bayesian Vector Autoregression To The U.S. Turkey Market," Staff Papers 13982, University of Minnesota, Department of Applied Economics.
- Moratis, George, 2021. "Quantifying the spillover effect in the cryptocurrency market," Finance Research Letters, Elsevier, vol. 38(C).
- Ho, Paul, 2023.
"Global robust Bayesian analysis in large models,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 608-642.
- Paul Ho, 2019. "Global Robust Bayesian Analysis in Large Models," 2019 Meeting Papers 390, Society for Economic Dynamics.
- Paul Ho, 2020. "Global Robust Bayesian Analysis in Large Models," Working Paper 20-07, Federal Reserve Bank of Richmond.
- Ciccarelli, Matteo & Kuik, Friderike & Martínez Hernández, Catalina, 2024. "The asymmetric effects of temperature shocks on inflation in the largest euro area countries," European Economic Review, Elsevier, vol. 168(C).
- Tadashi Yamada, 1985. "The Crime Rate and the Condition of the Labor Market: A Vector Autoregressive Model," NBER Working Papers 1782, National Bureau of Economic Research, Inc.
- Preston J. Miller & Thomas M. Supel & Thomas H. Turner, 1980. "Estimating the effects of the oil-price shock," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 4(Win).
- Scheffel, Eric Michael, 2012. "Political uncertainty in a data-rich environment," MPRA Paper 37318, University Library of Munich, Germany.
- Lenza, Michele, 2023. "Inflation and wage growth since the pandemic: A comment," European Economic Review, Elsevier, vol. 158(C).
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:ausecr:v:16:y:1983:i:4:p:69-77. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/mimelau.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/bla/ausecr/v16y1983i4p69-77.html