Une comparaison des prévisions des experts à celles issues des modèles B VAR
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References listed on IDEAS
- Richard M. Todd, 1984. "Improving economic forecasting with Bayesian vector autoregression," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall.
- Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992.
"Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?,"
Journal of Econometrics,
Elsevier, vol. 54(1-3), pages 159-178.
- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990. "Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?," Papers 8905, Michigan State - Econometrics and Economic Theory.
- Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991. "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?," Cowles Foundation Discussion Papers 979, Cowles Foundation for Research in Economics, Yale University.
- Artis, M. J. & Zhang, W., 1990. "BVAR forecasts for the G-7," International Journal of Forecasting, Elsevier, vol. 6(3), pages 349-362, October.
- Robert B. Litterman, 1984. "Forecasting and policy analysis with Bayesian vector autoregression models," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall.
- 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, issue Spr.
- Holden, K. & Broomhead, A., 1990. "An examination of vector autoregressive forecasts for the U.K. economy," International Journal of Forecasting, Elsevier, vol. 6(1), pages 11-23.
- Hossain Amirizadeh & Richard M. Todd, 1984. "More growth ahead for Ninth District states," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall.
- Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, vol. 14(1-2), pages 3-24, February.
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- Fair, Ray C & Shiller, Robert J, 1990. "Comparing Information in Forecasts from Econometric Models," American Economic Review, American Economic Association, vol. 80(3), pages 375-389, June.
- Cumby, Robert E. & Modest, David M., 1987. "Testing for market timing ability : A framework for forecast evaluation," Journal of Financial Economics, Elsevier, vol. 19(1), pages 169-189, September.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- GRITLI, Mohamed Ilyes, 2018.
"Quel avenir du dinar tunisien face à l'euro ? Prévision avec le modèle ARIMA
[What future of the Tunisian dinar against the euro? Prediction with the ARIMA model]," MPRA Paper 83937, University Library of Munich, Germany.
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