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Forecasting with econometric methods: a comment

  • Preston J. Miller
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    File URL: http://www.minneapolisfed.org/research/common/pub_detail.cfm?pb_autonum_id=528
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    File URL: http://www.minneapolisfed.org/research/WP/WP104.pdf
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    Paper provided by Federal Reserve Bank of Minneapolis in its series Working Papers with number 104.

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    Date of creation: 1978
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    Handle: RePEc:fip:fedmwp:104
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    1. Sims, Christopher A, 1972. "Money, Income, and Causality," American Economic Review, American Economic Association, vol. 62(4), pages 540-52, September.
    2. 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.
    3. Thomas J. Sargent, 1976. "Testing for neutrality and rationality," Working Papers 54, Federal Reserve Bank of Minneapolis.
    4. Gary R. Skoog, 1976. "Causality characterizations: bivariate, trivariate, and multivariate propositions," Staff Report 14, Federal Reserve Bank of Minneapolis.
    5. Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January.
    6. Thomas J. Sargent & Christopher A. Sims, 1977. "Business cycle modeling without pretending to have too much a priori economic theory," Working Papers 55, Federal Reserve Bank of Minneapolis.
    7. 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.
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