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A Beginner'S Guide To Vector Autoregression

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  • Ford, Stephen A.

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  • Ford, Stephen A., 1986. "A Beginner'S Guide To Vector Autoregression," Staff Papers 13527, University of Minnesota, Department of Applied Economics.
  • Handle: RePEc:ags:umaesp:13527
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    File URL: http://purl.umn.edu/13527
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    References listed on IDEAS

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    1. Richard M. Todd, 1984. "Improving economic forecasting with Bayesian vector autoregression," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall.
    2. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    3. Christopher A. Sims, 1986. "Are forecasting models usable for policy analysis?," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Win, pages 2-16.
    4. Paul A. Anderson, 1979. "Help for the regional economic forecaster: vector autoregression," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum.
    5. Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1983. "Forecasting and Conditional Projection Using Realistic Prior Distributions," NBER Working Papers 1202, National Bureau of Economic Research, Inc.
    6. David A. Bessler, 1984. "Relative Prices and Money: A Vector Autoregression on Brazilian Data," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 66(1), pages 25-30.
    7. David A. Bessler & John L. Kling, 1986. "Forecasting Vector Autoregressions with Bayesian Priors," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 68(1), pages 144-151.
    8. Litterman, Robert B, 1986. "A Statistical Approach to Economic Forecasting," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 1-4, January.
    9. Fair, Ray C, 1979. "An Analysis of the Accuracy of Four Macroeconometric Models," Journal of Political Economy, University of Chicago Press, vol. 87(4), pages 701-718, August.
    10. David A. Bessler, 1984. "An Analysis of Dynamic Economic Relationships: An Application to the U.S. Hog Market," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 32(1), pages 109-124, March.
    11. Sims, Christopher A, 1980. "Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered," American Economic Review, American Economic Association, vol. 70(2), pages 250-257, May.
    12. 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.
    13. Robert B. Litterman, 1984. "Above-average national growth in 1985 and 1986," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall.
    14. Robert B. Litterman, 1984. "Specifying vector autoregressions for macroeconomic forecasting," Staff Report 92, Federal Reserve Bank of Minneapolis.
    15. Thomas J. Sargent, 1979. "Estimating vector autoregressions using methods not based on explicit economic theories," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum.
    16. Nerlove, Marc & Grether, David M. & Carvalho, José L., 1979. "Analysis of Economic Time Series," Elsevier Monographs, Elsevier, edition 1, number 9780125157506 edited by Shell, Karl.
    17. Robert B. Litterman, 1984. "Forecasting and policy analysis with Bayesian vector autoregression models," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall.
    18. Sargent, Thomas J, 1984. "Autoregressions, Expectations, and Advice," American Economic Review, American Economic Association, vol. 74(2), pages 408-415, May.
    19. Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
    20. 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.
    21. Orden, David, 1982. "Preliminary Empirical Evidence Concerning An Asset Theory Model Of Markets For Storable Agricultural Commodities," Staff Papers 14087, University of Minnesota, Department of Applied Economics.
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    Cited by:

    1. Ran, Guanghe & In, Francis & Dillon, John L., 1995. "Effects of agricultural production fluctuations on the Chinese macro economy," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 12(1), April.
    2. Ford, Stephen A., 1986. "An Application Of Bayesian Vector Autoregression To The U.S. Turkey Market," Staff Papers 13982, University of Minnesota, Department of Applied Economics.
    3. Ran, Guanghe & In, Francis & Dillon, John L., 1995. "Effects of agricultural production fluctuations on the Chinese macroeconomy," Agricultural Economics, Blackwell, vol. 12(1), pages 69-78, April.
    4. Sospeter N. Onchoke & Francis In, 1998. "An evaluation of export revenues as determinants of economic growth in the South Pacific island nations," Journal of International Development, John Wiley & Sons, Ltd., vol. 10(7), pages 857-869.

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