Vector autoregressions as a tool for forecast evaluations
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References listed on IDEAS
- Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
- Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
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- Arnold Cote, K. Nicole & Smith, Wm. Doyle & Fullerton, Thomas M., Jr., 2010. "Municipal Non-Residential Real Property Valuation Forecast Accuracy," MPRA Paper 32116, University Library of Munich, Germany, revised 11 Feb 2011.
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- William M. Lupoletti & Roy H. Webb, 1984. "Defining and improving the accuracy of macroeconomic forecasts : contributions from a VAR model," Working Paper 84-06, Federal Reserve Bank of Richmond.
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