Tests for Structural Change and Prediction Intervals for the reduced Forms of Two Structural Models of the U.S.: The FRB-MIT and Michigan Quarterly Models
In: Annals of Economic and Social Measurement, Volume 3, number 3
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References listed on IDEAS
- Frank De Leeuw & Edward M. Gramlich, 1968. "The Federal Reserve-MIT economic model," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jan, pages 11-40.
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- Fair Ray C, 2003.
"Bootstrapping Macroeconometric Models,"
Studies in Nonlinear Dynamics & Econometrics,
De Gruyter, vol. 7(4), pages 1-26, December.
- Ray C. Fair, 2001. "Bootstrapping Macroeconometric Models," Cowles Foundation Discussion Papers 1345, Cowles Foundation for Research in Economics, Yale University, revised Jun 2003.
- Ray Fair, 2002. "Bootstrapping Macroeconometric Models," Yale School of Management Working Papers ysm254, Yale School of Management, revised 01 Aug 2007.
- Thomas J. Sargent, 1977. "Is Keynesian economics a dead end?," Working Papers 101, Federal Reserve Bank of Minneapolis.
- Preston J. Miller & Arthur J. Rolnick, 1979. "The CBO's policy analysis: an unquestionable misuse of a questionable theory," Staff Report 49, Federal Reserve Bank of Minneapolis.
- Fair, Ray C., 1986. "Evaluating the predictive accuracy of models," Handbook of Econometrics,in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 3, chapter 33, pages 1979-1995 Elsevier.
- Preston J. Miller, 1978. "Forecasting with econometric methods: a comment," Working Papers 104, Federal Reserve Bank of Minneapolis.
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