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Volumn 280, Issue 3, 2000, Pages 497-504

Random matrix theory and the failure of macro-economic forecasts

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; ECONOMICS; EIGENVALUES AND EIGENFUNCTIONS; MATRIX ALGEBRA; RANDOM PROCESSES; TIME SERIES ANALYSIS;

EID: 0033751817     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(00)00075-3     Document Type: Article
Times cited : (26)

References (15)
  • 5
    • 0011421441 scopus 로고
    • The use of econometric models as a guide to the policy process
    • Klein L.R. The use of econometric models as a guide to the policy process. Econometrica. 15:1947;111-152.
    • (1947) Econometrica , vol.15 , pp. 111-152
    • Klein, L.R.1
  • 6
    • 31444445176 scopus 로고    scopus 로고
    • George Washington University, Center for Economic Research Discussion Paper No. 99-04
    • H. Stekler, R. Fildes, The state of macroeconomic forecasting, George Washington University, Center for Economic Research Discussion Paper No. 99-04, 1999.
    • (1999) The State of Macroeconomic Forecasting
    • Stekler, H.1    Fildes, R.2
  • 7
    • 0342861032 scopus 로고
    • Twenty-two years of the NBER-ASA Quarterly Outlook Surveys: Aspects and comparisons of forecasting performance
    • V. Zarnowitz, P. Braun, Twenty-two years of the NBER-ASA Quarterly Outlook Surveys: aspects and comparisons of forecasting performance, NBER Working Paper 3965, 1992.
    • (1992) NBER Working Paper 3965
    • Zarnowitz, V.1    Braun, P.2
  • 8
    • 0043049752 scopus 로고    scopus 로고
    • The Treasury forecasting record: Some new results
    • Mellis C., Whittaker R. The Treasury forecasting record: some new results. Natl. Inst. Eco. Rev. (164):1998;65-79.
    • (1998) Natl. Inst. Eco. Rev. , vol.164 , pp. 65-79
    • Mellis, C.1    Whittaker, R.2
  • 11
    • 0342426385 scopus 로고
    • A dynamical systems approach to time series analysis
    • T. Mullin. Oxford: Oxford Scientific Publications
    • Mullin T. A dynamical systems approach to time series analysis. Mullin T. The Nature of Chaos. 1993;Oxford Scientific Publications, Oxford.
    • (1993) The Nature of Chaos
    • Mullin, T.1
  • 13
    • 0001534728 scopus 로고
    • Output dynamics in real business cycle models
    • Cogley T., Nason J.M. Output dynamics in real business cycle models. Am. Econ. Rev. 85(3):1995;492-511.
    • (1995) Am. Econ. Rev. , vol.85 , Issue.3 , pp. 492-511
    • Cogley, T.1    Nason, J.M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.