-
1
-
-
84986401410
-
Large shocks, small shocks, and economic fluctuations: Outliers in macroeconomic time series
-
Balke NS, Fomby TB. 1994. Large shocks, small shocks, and economic fluctuations: outliers in macroeconomic time series. Journal of Applied Econometrics 9: 181-200.
-
(1994)
Journal of Applied Econometrics
, vol.9
, pp. 181-200
-
-
Balke, N.S.1
Fomby, T.B.2
-
2
-
-
0000579440
-
What do economists know? An empirical study of experts' expectations
-
Brown BN, Maital S. 1981. What do economists know? An empirical study of experts' expectations. Econometrica 49: 491-504.
-
(1981)
Econometrica
, vol.49
, pp. 491-504
-
-
Brown, B.N.1
Maital, S.2
-
3
-
-
0012202509
-
Rationality and the role of judgement in macroeconomic forecasting
-
Clements MP. 1995. Rationality and the role of judgement in macroeconomic forecasting. Economic Journal 105: 410-420.
-
(1995)
Economic Journal
, vol.105
, pp. 410-420
-
-
Clements, M.P.1
-
4
-
-
0000127172
-
Evaluating the rationality of fixed-event forecasts
-
Clements MP. 1997. Evaluating the rationality of fixed-event forecasts. Journal of Forecasting 16: 225-239.
-
(1997)
Journal of Forecasting
, vol.16
, pp. 225-239
-
-
Clements, M.P.1
-
8
-
-
0000155749
-
Stochastic implications of the life cycle-permanent income hypothesis: Evidence
-
Hall RE. 1978. Stochastic implications of the life cycle-permanent income hypothesis: evidence. Journal of Political Economy 86: 971-987.
-
(1978)
Journal of Political Economy
, vol.86
, pp. 971-987
-
-
Hall, R.E.1
-
9
-
-
0000714094
-
Forward exchange rates as optimal predictors of future spot rates: An econometric analysis
-
Hansen LP, Hodrick RJ. 1980. Forward exchange rates as optimal predictors of future spot rates: an econometric analysis. Journal of Political Economy 88: 829-853.
-
(1980)
Journal of Political Economy
, vol.88
, pp. 829-853
-
-
Hansen, L.P.1
Hodrick, R.J.2
-
10
-
-
84981433573
-
On testing for unbiasedness and efficiency of forecasts
-
Holden K, Peel DA. 1990. On testing for unbiasedness and efficiency of forecasts. Manchester School 58: 120-127.
-
(1990)
Manchester School
, vol.58
, pp. 120-127
-
-
Holden, K.1
Peel, D.A.2
-
11
-
-
84979361362
-
Testing weak rationality of forecasts with different time horizons
-
Kirchgassner G. 1993. Testing weak rationality of forecasts with different time horizons. Journal of Forecasting 12: 541-558.
-
(1993)
Journal of Forecasting
, vol.12
, pp. 541-558
-
-
Kirchgassner, G.1
-
14
-
-
0001065197
-
Influence functionals for time series
-
Martin R, Yohai V. 1986. Influence functionals for time series. Annals of Statistics 14: 781-818.
-
(1986)
Annals of Statistics
, vol.14
, pp. 781-818
-
-
Martin, R.1
Yohai, V.2
-
15
-
-
0002254780
-
The evaluation of economic forecasts
-
Mineer J (ed.). National Bureau of Economic Research: New York
-
Mincer J, Zarnowitz V. 1969. The evaluation of economic forecasts. In Economic Forecasts and Expectations, Mineer J (ed.). National Bureau of Economic Research: New York.
-
(1969)
Economic Forecasts and Expectations
-
-
Mincer, J.1
Zarnowitz, V.2
-
16
-
-
0001346765
-
Forecasting efficiency: Concepts and applications
-
Nordhaus WD. 1987. Forecasting efficiency: concepts and applications. Review of Economics and Statistics 69: 667-674.
-
(1987)
Review of Economics and Statistics
, vol.69
, pp. 667-674
-
-
Nordhaus, W.D.1
-
17
-
-
0002677397
-
A proof that properly anticipated prices fluctuate randomly
-
Samuelson PA. 1965. A proof that properly anticipated prices fluctuate randomly. Industrial Management Review 6: 41-49.
-
(1965)
Industrial Management Review
, vol.6
, pp. 41-49
-
-
Samuelson, P.A.1
-
18
-
-
84974252548
-
On modelling heteroskedasticity: The Student's t and elliptical linear regression models
-
Spanos A. 1994. On modelling heteroskedasticity: the Student's t and elliptical linear regression models. Econometric Theory 10: 286-315.
-
(1994)
Econometric Theory
, vol.10
, pp. 286-315
-
-
Spanos, A.1
-
20
-
-
84944452417
-
Outliers, level shifts, and variance changes in time series
-
Tsay RS. 1988. Outliers, level shifts, and variance changes in time series. Journal of Forecasting 7: 1-20.
-
(1988)
Journal of Forecasting
, vol.7
, pp. 1-20
-
-
Tsay, R.S.1
-
21
-
-
0012827471
-
Large-scale macroeconomic modelling
-
Pesaran H, Wickens M (eds). Basil Blackwell: London
-
Wallis KF. 1995. Large-scale macroeconomic modelling. In Handbook of Applied Econometrics: Macroeconomics, Pesaran H, Wickens M (eds). Basil Blackwell: London.
-
(1995)
Handbook of Applied Econometrics: Macroeconomics
-
-
Wallis, K.F.1
-
23
-
-
38249043432
-
Biased predictors, rationality and the evaluation of forecasts
-
Zellner A. 1986. Biased predictors, rationality and the evaluation of forecasts. Economic Letters 21: 45-48.
-
(1986)
Economic Letters
, vol.21
, pp. 45-48
-
-
Zellner, A.1
|