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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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  • Ehsan Ahmed
  • J. Rosser
  • Richard Sheehan

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  • Ehsan Ahmed & J. Rosser & Richard Sheehan, 1989. "A comparison of national and international aggregate supply and demand var models: The United States, Japan and the European economic community," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 125(2), pages 252-272, June.
  • Handle: RePEc:spr:weltar:v:125:y:1989:i:2:p:252-272
    DOI: 10.1007/BF02707559
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    References listed on IDEAS

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    1. Runkle, David E, 1987. "Vector Autoregressions and Reality," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 437-442, October.
    2. 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.
    3. Ahmed, Ehsan & Rosser, J. Jr. & Sheehan, Richard G., 1988. "A global model of OECD aggregate supply and demand using vector autoregressive techniques," European Economic Review, Elsevier, vol. 32(9), pages 1711-1729, November.
    4. Amano, Akihiro & Holtham, Gerald & Hooper, Peter & Pauly, Peter, 1986. "Comparative exchange rate simulations," European Economic Review, Elsevier, vol. 30(1), pages 131-135, February.
    5. 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.
    6. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    7. 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.
    8. Nelson, Charles R & Kang, Heejoon, 1984. "Pitfalls in the Use of Time as an Explanatory Variable in Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(1), pages 73-82, January.
    9. Hodrick, Robert J., 1989. "U.S. International capital flows: Perspectives from rational maximizing models," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 30(1), pages 231-288, January.
    10. Runkle, David E, 1987. "Vector Autoregressions and Reality: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 454-454, October.
    11. David E. Runkle, 1987. "Vector autoregressions and reality," Staff Report 107, Federal Reserve Bank of Minneapolis.
    12. 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.
    13. Litterman, Robert B, 1986. "Forecasting with Bayesian Vector Autoregressions-Five Years of Experience," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 25-38, January.
    14. 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.
    15. 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.
    16. Burbidge, John & Harrison, Alan, 1984. "Testing for the Effects of Oil-Price Rises Using Vector Autoregressions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(2), pages 459-484, June.
    17. 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.
    18. Steigum, Erling S, Jr, 1987. " ARMOD: A Small Numerical Macroeconomic World Model with," Scandinavian Journal of Economics, Wiley Blackwell, vol. 89(3), pages 227-246.
    19. 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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    Cited by:

    1. Rosser, J. Jr. & Sheehan, Richard G., 1995. "A vector autoregressive model of the Saudi Arabian economy," Journal of Economics and Business, Elsevier, vol. 47(1), pages 79-90, February.
    2. Ahmed, Ehsan & Barkley Rosser, J. Jr. & Uppal, Jamshed Y., 1999. "Evidence of nonlinear speculative bubbles in pacific-rim stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(1), pages 21-36.

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