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Volumn , Issue , 2006, Pages 108-134

Forecasting macroeconomic variables for the new member states

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EID: 84928303186     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511493515.005     Document Type: Chapter
Times cited : (6)

References (21)
  • 3
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    • Artis, M. and Marcellino, M. 2001. ‘Fiscal Forecasting: The Track Record of IMF, OECD and EC’. Econometrics Journal, vol. 4, pp. 20–36.
    • (2001) Econometrics Journal , vol.4 , pp. 20-36
    • Artis, M.1    Marcellino, M.2
  • 6
    • 0038182831 scopus 로고    scopus 로고
    • Monetary policy in a data-rich environment
    • Bernanke, B. and Boivin, J. 2003. ‘Monetary Policy in a data-Rich Environment’. Journal of Monetary Economics, vol. 50, pp. 525–46.
    • (2003) Journal of Monetary Economics , vol.50 , pp. 525-546
    • Bernanke, B.1    Boivin, J.2
  • 9
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    • A one-factor multivariate time series model of metropolitan wage rates
    • Engle, R. and Watson, M. 1981. ‘A One-Factor Multivariate Time Series Model of Metropolitan Wage Rates’. Journal of the American Statistical Association, vol. 76, pp. 774–81.
    • (1981) Journal of the American Statistical Association , vol.76 , pp. 774-781
    • Engle, R.1    Watson, M.2
  • 10
    • 12144284568 scopus 로고    scopus 로고
    • An area-wide model (Awm) for the euro area
    • Fagan, G., Henry, J. and Mestre, R. 2005. ‘An area-wide model (AWM) for the Euro Area’. Economic Modelling, vol. 22, pp. 39–59.
    • (2005) Economic Modelling , vol.22 , pp. 39-59
    • Fagan, G.1    Henry, J.2    Mestre, R.3
  • 11
    • 0002931014 scopus 로고
    • The dynamic factor analysis of economic time series
    • Aigner, D. and Goldberger, A. (eds.), Amsterdam: North Holland
    • Geweke, J. 1977. ‘The Dynamic Factor Analysis of Economic Time Series’. In Aigner, D. and Goldberger, A. (eds.), Latent Variables in Socio-Economic Models. Amsterdam: North Holland.
    • (1977) Latent Variables in Socio-Economic Models
    • Geweke, J.1
  • 14
    • 0037307624 scopus 로고    scopus 로고
    • Macroeconomic forecasting in the euro area: Country specific versus euro wide information
    • Marcellino, M., Stock, J. and Watson, M. 2003. ‘Macroeconomic Forecasting in the Euro Area: Country Specific Versus Euro Wide Information’. European Economic Review, vol. 47, pp. 1–18.
    • (2003) European Economic Review , vol.47 , pp. 1-18
    • Marcellino, M.1    Stock, J.2    Watson, M.3
  • 15
    • 0003331699 scopus 로고
    • Business cycle modelling without pretending to have too much a-priori economic theory
    • Sims, C. (ed.), Minneapolis: Federal Reserve Bank of Minneapolis
    • Sargent, T. and Sims, C. 1977. ‘Business Cycle Modelling Without Pretending to Have Too Much A-Priori Economic Theory’. In Sims, C. (ed.), New Methods in Business Cycle Research. Minneapolis: Federal Reserve Bank of Minneapolis.
    • (1977) New Methods in Business Cycle Research
    • Sargent, T.1    Sims, C.2
  • 16
    • 0003153605 scopus 로고
    • A probability model of the coincident economic indicators
    • Lahiri, K. and Moore, G. (eds.), New York: Cambridge University Press
    • Stock, J. and Watson, M. 1991. ‘A Probability Model of the Coincident Economic Indicators’. In Lahiri, K. and Moore, G. (eds.), Leading Economic Indicators: New Approaches and Forecasting Records. New York: Cambridge University Press.
    • (1991) Leading Economic Indicators: New Approaches and Forecasting Records
    • Stock, J.1    Watson, M.2
  • 19
    • 0036970448 scopus 로고    scopus 로고
    • Forecasting using principal components from a large number of predictors
    • Stock, J. and Watson, M. 2002a. ‘Forecasting Using Principal Components from a Large Number of Predictors’. Journal of the American Statistical Association, vol. 97, pp. 1167–79.
    • (2002) Journal of the American Statistical Association , vol.97 , pp. 1167-1179
    • Stock, J.1    Watson, M.2
  • 20
  • 21
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    • Asymptotic inference about predictive ability
    • West, K. 1996. ‘Asymptotic Inference About Predictive Ability’. Econometrica, vol. 64, pp. 1067–84.
    • (1996) Econometrica , vol.64 , pp. 1067-1084
    • West, K.1


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