New Directions in Latin American Macroeconometrics
An overview of modeling and forecasting methodologies for price trends and other macroeconomic variables in Latin America is provided. Five approaches are reviewed within the time series and econometric traditions from which they are selected. Each method is reviewed within the context of data constraints commonly encountered throughout the region.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- David E. Runkle, 1987. "Vector autoregressions and reality," Staff Report 107, Federal Reserve Bank of Minneapolis.
- Runkle, David E, 1987. "Vector Autoregressions and Reality," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 437-42, October.
- Thomas M. Fullerton, 1993.
"Un modelo macroeconométrico para pronosticar la economía colombiana,"
ENSAYOS SOBRE POLÍTICA ECONÓMICA,
BANCO DE LA REPÚBLICA - ESPE, December.
- Thomas M. Fullerton, Jr., 1993. "Un modelo macroeconométrico para pronosticar la economía colombiana," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 12(24), pages 101-136, Diciembre.
- Davidson, James E H, et al, 1978. "Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom," Economic Journal, Royal Economic Society, vol. 88(352), pages 661-92, December.
- Thomas M Fullerton Jr, 2004. "A Composite Approach to Forecasting State Government Revenues," Public Economics 0408006, EconWPA.
- Edwards, Sebastian, 1993. "Openness, Trade Liberalization, and Growth in Developing Countries," Journal of Economic Literature, American Economic Association, vol. 31(3), pages 1358-93, September.
- Thomas M Fullerton Jr, 2004. "Short-Run Price Movements in Ecuador," Macroeconomics 0407028, EconWPA.
- Thomas M Fullerton Jr, 2004. "Confessions of an International Forecaster," Econometrics 0409006, EconWPA.
- Ize, Alain & Salas, Javier, 1985. "Prices and output in the Mexican economy Emperical testing of alternative hypotheses," Journal of Development Economics, Elsevier, vol. 17(3), pages 175-199, April.
- Carl F. Christ, 1993. "Assessing applied econometric results," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 71-94.
- Wallis, Kenneth F & Whitley, John D, 1991. " Large-Scale Econometric Models of National Economies," Scandinavian Journal of Economics, Wiley Blackwell, vol. 93(2), pages 283-314.
- Kamas, Linda, 1995. "Monetary policy and inflation under the crawling peg: Some evidence from VARs for Colombia," Journal of Development Economics, Elsevier, vol. 46(1), pages 145-161, February.
- Tomas M Fullerton & Ajay Kapur, 1991. "Predicción de multiplicadores monetarios en Colombia, Ecuador y Venezuela," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 35, pages 53-86.
- Zellner, A., 1992. ""Time Series Analysis, Forecasting and Econometric Modeling : The Structural Econometric Modeling , Time Series Analysis (SEMTSA) Approach"," Papers 90-92-22, California Irvine - School of Social Sciences.
- Thomas M Fullerton Jr, 2004. "Currency Movements and International Border Crossings," Urban/Regional 0407008, EconWPA.
- Nadeem U. Haque & Kajal Lahiri & Peter J. Montiel, 1990. "A Macroeconometric Model for Developing Countries," IMF Staff Papers, Palgrave Macmillan, vol. 37(3), pages 537-559, September.
- Clemen, Robert T., 1989. "Combining forecasts: A review and annotated bibliography," International Journal of Forecasting, Elsevier, vol. 5(4), pages 559-583.
- Runkle, David E, 1987. "Vector Autoregressions and Reality: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 454, October.
- Fullerton, Thomas Jr., 1993. "Inflationary trends in Colombia," Journal of Policy Modeling, Elsevier, vol. 15(4), pages 463-468, August.
- Palma, Pedro A. & Fontiveros, Domingo, 1988. "A comparative sensitivity analysis of the MODVEN VII macroeconomic model for Venezuela," Economic Modelling, Elsevier, vol. 5(4), pages 286-346, October.
- Lutkepohl, Helmut, 1990. "Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models," The Review of Economics and Statistics, MIT Press, vol. 72(1), pages 116-25, February.
- Leiderman, Leonardo, 1984. "On the monetary-macro dynamics of Colombia and Mexico," Journal of Development Economics, Elsevier, vol. 14(1), pages 183-201.
When requesting a correction, please mention this item's handle: RePEc:wpa:wuwpdc:0408002. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (EconWPA)
If references are entirely missing, you can add them using this form.