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Assessing the Forecasting Performance of a Macroeconomic Model

  • Hukkinen, Juhana
  • Viren, Matti
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    File URL: http://www.sciencedirect.com/science/article/B6V82-3XYG5WC-5/2/16e5cf0ad284adc0c63f7be6fa96e07a
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    Article provided by Elsevier in its journal Journal of Policy Modeling.

    Volume (Year): 21 (1999)
    Issue (Month): 6 (November)
    Pages: 753-768

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    Handle: RePEc:eee:jpolmo:v:21:y:1999:i:6:p:753-768
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505735

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    1. Ray C. Fair & John B. Taylor, 1980. "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear RationalExpectations Models," NBER Technical Working Papers 0005, National Bureau of Economic Research, Inc.
    2. Rudger Dornbusch & Ilan Goldfajn & Rodrigo O. Vald├ęs, 1995. "Currency Crises and Collapses," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 26(2), pages 219-294.
    3. Preston J. Miller & Daniel M. Chin, 1996. "Using monthly data to improve quarterly model forecasts," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr, pages 16-33.
    4. Pagan, Adrian, 1989. "On the role of simulation in the statistical evaluation of econometric models," Journal of Econometrics, Elsevier, vol. 40(1), pages 125-139, January.
    5. Brayton, Flint & Levin, Andrew & Lyon, Ralph & Williams, John C., 1997. "The evolution of macro models at the Federal Reserve Board," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 43-81, December.
    6. Ray C. Fair, 1989. "Does Monetary Policy Matter? Narrative Versus Structural Approaches," NBER Working Papers 3045, National Bureau of Economic Research, Inc.
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