A comparison of national and international aggregate supply and demand var models: The United States, Japan and the European economic community
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Volume (Year): 125 (1989)
Issue (Month): 2 (June)
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- Somanath, V. S., 1986. "Efficient exchange rate forecasts: Lagged models better than the random walk," Journal of International Money and Finance, Elsevier, vol. 5(2), pages 195-220, June.
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- Runkle, David E, 1987. "Vector Autoregressions and Reality," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 437-442, October.
- Kling, John L. & Bessler, David A., 1985. "A comparison of multivariate forecasting procedures for economic time series," International Journal of Forecasting, Elsevier, vol. 1(1), pages 5-24.
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"Forecasting with Bayesian Vector Autoregressions-Five Years of Experience,"
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- Robert B. Litterman, 1985. "Forecasting with Bayesian vector autoregressions five years of experience," Working Papers 274, Federal Reserve Bank of Minneapolis.
- Hafer, R W & Sheehan, Richard G, 1991. "Policy Inference Using VAR Models," Economic Inquiry, Western Economic Association International, vol. 29(1), pages 44-52, January.
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- Bradley, Michael D & Jansen, Dennis W, 1986. "Federal Reserve Operating Procedure in the Eighties: A Dynamic Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 18(3), pages 323-335, August.
- Boughton, James M., 1987. "Tests of the performance of reduced-form exchange rate models," Journal of International Economics, Elsevier, vol. 23(1-2), pages 41-56, August.
- Neary, Peter, 1987. " ARMOD: A Small Numberical Macroeconomic World Model with Non-clearing Markets: Comment," Scandinavian Journal of Economics, Wiley Blackwell, vol. 89(3), pages 247-250.
- Amano, Akihiro & Holtham, Gerald & Hooper, Peter & Pauly, Peter, 1986. "Comparative exchange rate simulations," European Economic Review, Elsevier, vol. 30(1), pages 131-135, February.
- David E. Runkle, 1987. "Vector autoregressions and reality," Staff Report 107, Federal Reserve Bank of Minneapolis.
- Beenstock, M. & Dicks, G. R., 1983. "An aggregate monetary model of the world economy," European Economic Review, Elsevier, vol. 21(3), pages 261-285, May.
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