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Defining and Improving the Accuracy of Macroeconomic Forecasts: Contributions from a VAR Model

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  • Lupoletti, William M
  • Webb, Roy H

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  • Lupoletti, William M & Webb, Roy H, 1986. "Defining and Improving the Accuracy of Macroeconomic Forecasts: Contributions from a VAR Model," The Journal of Business, University of Chicago Press, vol. 59(2), pages 263-285, April.
  • Handle: RePEc:ucp:jnlbus:v:59:y:1986:i:2:p:263-85
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    Citations

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    Cited by:

    1. Fildes, Robert & Stekler, Herman, 2002. "The state of macroeconomic forecasting," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 435-468, December.
    2. repec:lan:wpaper:539557 is not listed on IDEAS
    3. Gerit Vogt, 2009. "Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 36, November.
    4. Victor Zarnowitz, 1991. "Has Macro-Forecasting Failed?," NBER Working Papers 3867, National Bureau of Economic Research, Inc.
    5. Pablo Calafiore & Gökçe Soydemir & Rahul Verma, 2010. "The Impact of Business and Consumer Sentiment on Stock Market Returns: Evidence from Brazil," Chapters,in: Handbook of Behavioral Finance, chapter 18 Edward Elgar Publishing.
    6. repec:lan:wpaper:413 is not listed on IDEAS
    7. Darrat, Ali F. & Mukherjee, Tarun K., 1995. "Inter-industry differences and the impact of operating and financial leverages on equity risk," Review of Financial Economics, Elsevier, vol. 4(2), pages 141-155.
    8. Roy H. Webb, 1999. "Two approaches to macroeconomic forecasting," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 23-40.
    9. Roberto Tinajero & Thomas M. Fullerton & Lawrence Waldman, 2005. "Regional econometric income forecast accuracy," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(5), pages 325-333.
    10. Poshakwale, Sunil S. & Aquino, Katty Pérez, 2008. "The dynamics of volatility transmission and information flow between ADRs and their underlying stocks," Global Finance Journal, Elsevier, vol. 19(2), pages 187-201.
    11. Peter Ireland & Christopher Otrok, 1992. "Forecasting the effects of reduced defense spending," Economic Review, Federal Reserve Bank of Richmond, issue Nov, pages 3-11.
    12. Victor Zarnowitz, 1986. "The Record and Improvability of Economic Forecasting," NBER Working Papers 2099, National Bureau of Economic Research, Inc.
    13. repec:lan:wpaper:470 is not listed on IDEAS
    14. Ahmad Zubaidi Baharumshah & Liew Khim Sen, 2003. "The Predictability of ASEAN-5 Exchange Rates," International Finance 0307004, EconWPA.
    15. repec:lan:wpaper:425 is not listed on IDEAS
    16. A. F. Darrat & D. A. Yousef, 2004. "Fertility, human capital, and macroeconomic performance: long-term interactions and short-run dynamics," Applied Financial Economics, Taylor & Francis Journals, vol. 14(8), pages 537-554.

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