On Evaluating the Importance of Non-Linearity in Large Macroeconometric Models
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- Fisher, Paul & Salmon, Mark, 1986. "On Evaluating the Importance of Nonlinearity in Large Macroeconometric Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 27(3), pages 625-646, October.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jaime R. Marquez & Neil R. Ericsson, 1990. "Evaluating the predictive performance of trade-account models," International Finance Discussion Papers 377, Board of Governors of the Federal Reserve System (U.S.).
- Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Forecast variance in simultaneous equation models: analytic and Monte Carlo methods," MPRA Paper 24541, University Library of Munich, Germany.
- Calzolari, Giorgio & Panattoni, Lorenzo, 1988.
"Il problema della coerenza delle previsioni nei modelli econometrici non lineari
[The coherency problem when forecasting with nonlinear econometric models]," MPRA Paper 23904, University Library of Munich, Germany.
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"Mode predictors in nonlinear systems with identities,"
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"La varianza delle previsioni nei modelli econometrici
[Forecast variance in econometric models]," MPRA Paper 23866, University Library of Munich, Germany.
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- Mariano, Roberto S, 1985. "Finite-Sample Properties in Stochastic Predictors in Nonlinear Systems : Some Initial Results," The Warwick Economics Research Paper Series (TWERPS) 266, University of Warwick, Department of Economics.
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KeywordsLarge Macro-Econometric Models; Non-Linearity; Stochastic Simulation;
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