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Some time series methods of forecasting the Texas economy

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  • James G. Hoehn
  • William C. Gruben
  • Thomas B. Fomby

Abstract

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Suggested Citation

  • James G. Hoehn & William C. Gruben & Thomas B. Fomby, 1984. "Some time series methods of forecasting the Texas economy," Working Papers 8402, Federal Reserve Bank of Dallas.
  • Handle: RePEc:fip:feddwp:84-02
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    File URL: http://dallasfed.org/assets/documents/research/papers/1984/wp8402.pdf
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    References listed on IDEAS

    as
    1. Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
    2. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    3. Robert J. Gordon & Stephen R. King, 1982. "The Output Cost of Disinflation in Traditional and Vector Autoregressive Models," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 13(1), pages 205-244.
    4. Stanley Fischer, 1981. "Relative Shocks, Relative Price Variability, and Inflation," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 12(2), pages 381-442.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Robert B. Litterman, 1984. "Above-average national growth in 1985 and 1986," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall.
    2. Hossain Amirizadeh & Richard M. Todd, 1984. "More growth ahead for Ninth District states," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall.
    3. Richard M. Todd, 1984. "Improving economic forecasting with Bayesian vector autoregression," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall.

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