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Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts

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  • Robert B. Litterman
  • Thomas M. Supel

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  • Robert B. Litterman & Thomas M. Supel, 1983. "Using vector autoregressions to measure the uncertainty in Minnesota's revenue forecasts," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 7(Spr).
    • Handle: RePEc:fip:fedmqr:y:1983:i:spr:n:v.7no.2:x:1
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    File URL: https://www.minneapolisfed.org/research/qr/qr722.pdf
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    References listed on IDEAS

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    1. Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
    2. Thomas J. Sargent, 1979. "Estimating vector autoregressions using methods not based on explicit economic theories," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 3(Sum).
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    Cited by:

    1. Feenberg, Daniel R, 1989. "Testing the Rationality of State Revenue Forecasts," The Review of Economics and Statistics, MIT Press, vol. 71(2), pages 300-308, May.
    2. Teresa Leal & Javier J. Pérez & Mika Tujula & Jean-Pierre Vidal, 2008. "Fiscal Forecasting: Lessons from the Literature and Challenges," Fiscal Studies, Institute for Fiscal Studies, vol. 29(3), pages 347-386, September.
    3. M. Mokliak, P. Chernov, A. Vdovychenko, A. Zubritskyi, 2015. "Spatial approach in forecasting tax revenues," Economy and Forecasting, Valeriy Heyets, issue 2, pages 7-20.
    4. Ford, Stephen A., 1986. "A Beginner'S Guide To Vector Autoregression," Staff Papers 13527, University of Minnesota, Department of Applied Economics.
    5. Chimilila, Cyril, 2017. "Forecasting Tax Revenue and its Volatility in Tanzania," African Journal of Economic Review, African Journal of Economic Review, vol. 5(01), January.
    6. Pablo Calafiore & Gökçe Soydemir & Rahul Verma, 2010. "The Impact of Business and Consumer Sentiment on Stock Market Returns: Evidence from Brazil," Chapters, in: Brian Bruce (ed.), Handbook of Behavioral Finance, chapter 18, Edward Elgar Publishing.
    7. Sandrine Lardic & Auguste Mpacko Priso, 1999. "Une comparaison des prévisions des experts à celles issues des modèles B VAR," Économie et Prévision, Programme National Persée, vol. 140(4), pages 161-180.
    8. Richard M. Todd, 1984. "Improving economic forecasting with Bayesian vector autoregression," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 8(Fall).
    9. Sayim, Mustafa & Rahman, Hamid, 2015. "An examination of U.S. institutional and individual investor sentiment effect on the Turkish stock market," Global Finance Journal, Elsevier, vol. 26(C), pages 1-17.

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