Forecasting with econometric methods: a comment
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|Date of creation:||1978|
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- Gary R. Skoog, 1976. "Causality characterizations: bivariate, trivariate, and multivariate propositions," Staff Report 14, Federal Reserve Bank of Minneapolis.
- T. Muench & A. Rolnick & N. Wallace, 1974. "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," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 3, pages 491-519 National Bureau of Economic Research, Inc.
- Haitovsky, Yoel & Treyz, George I, 1972. "Forecasts with Qtrly Macroeconometric Models: Equation Adjustments, and Benchmark Predictions: The U.S. Experience," The Review of Economics and Statistics, MIT Press, vol. 54(3), pages 317-25, August.
- Thomas J. Sargent & Christopher A. Sims, 1977.
"Business cycle modeling without pretending to have too much a priori economic theory,"
55, Federal Reserve Bank of Minneapolis.
- Tom Doan, . "RATS program to estimate observable index model from Sargent-Sims(1977)," Statistical Software Components RTZ00126, Boston College Department of Economics.
- Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January.
- Thomas J. Sargent, 1976. "Testing for neutrality and rationality," Working Papers 54, Federal Reserve Bank of Minneapolis.
- Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-52, September.
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