Forecasting Contemporaneously Aggregated Variables Using Granger-Causal Variables
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- Krol, Robert, 1991. "Money and the U.S. business cycle : An analysis using disaggregated industrial production," Economics Letters, Elsevier, vol. 37(1), pages 19-24, September.
- Hylleberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988.
"Seasonal, Integration And Cointegration,"
6-88-2, Pennsylvania State - Department of Economics.
- Kang, Heejoon, 1986. "Univariate ARIMA Forecasts of Defined Variables," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 81-86, January.
- Lutkepohl, Helmut, 1984. "Forecasting Contemporaneously Aggregated Vector ARMA Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(3), pages 201-214, July.
- Friedman, Benjamin M & Kuttner, Kenneth N, 1992. "Money, Income, Prices, and Interest Rates," American Economic Review, American Economic Association, vol. 82(3), pages 472-492, June.
- Granger, C.W.J. & Thomson, P. J., 1987. "Predictive Consequences of Using Conditioning or Causal Variables," Econometric Theory, Cambridge University Press, vol. 3(01), pages 150-152, February.
- Clive W. J. Granger, 1988. "Aggregation of time series variables-a survey," Discussion Paper / Institute for Empirical Macroeconomics 1, Federal Reserve Bank of Minneapolis.
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