Forecasting New Zealand’s real GDP

New Zealand Economic Papers

Volumn 34, Issue 2, 2000, Pages 159-181

  Schiff, Aaron F ^a   Phillips, Peter C B ^b  

^a UNIVERSITY OF AUCKLAND   (New Zealand)

^b YALE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85011194430     PISSN: 00779954     EISSN: 19434863     Source Type: Journal    
DOI: 10.1080/00779950009544321     Document Type: Article

References (16)

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2. Davidson, R. and J. G. MacKinnon (1993). Estimation and Inference in Econometrics. Oxford University Press: New York, Oxford.
3. Diebold, F. X. and R. S. Mariano (1995). Comparing predictive accuracy. Journal of Business and Economic Statistics, 13 (3): 253 - 263.
4. Harvey, D., S. Leybourne, and P. Newbold (1997). Testing the equality of prediction mean squared errors. International Journal of Forecasting, 13: 281-291.
5. Nelson, C. R. and C. Plosser (1982). Trends and random walks in macroeconomic time series: Some evidence and implications. Journal of Monetary Economics, 10: 139-162.
6. Phillips, P. C. B. (1994). Bayes models and forecasts of Australian macroeconomic time series. In C. P. Hargreaves (Ed.), Nonstationary Time Series Analysis and Cointegration. Oxford University Press: New York, Oxford.
7. Phillips, P. C. B. (1995a). Bayesian model selection and prediction with empirical applications. Journal of Econometrics, 69: 289-331.
8. Phillips, P. C. B. (1995b). Bayesian prediction: A response. Journal of Econometrics, 69: 351-365.
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10. Phillips, P. C. B. (1996). Econometric model determination. Econometrica, 64, 4: 763-812.
11. Phillips, P. C. B. & W. Ploberger (1994). Posterior odds testing for a unit root with data-based model selection. Econometric Theory, 10: 774-808.
12. Phillips, P. C. B. and W. Ploberger (1996). An asymptotic theory of Bayesian inference for time series. Econometrica, 64, 2: 381-413.
13. Ploberger, W. and P. C. B. Phillips (1999). Empirical limits for time series econometric models. Cowles Foundation Discussion Paper #1220, Yale University.
14. Schwarz, G. (1978). Estimating the dimension of a model. Annals of Statistics, 6: 461-464.
15. Wong, J. and P. Jolly (1993). Forecasting inflation and real GDP: Bayesian VAR models of the New Zealand economy. Economics Department, RBNZ, Discussion Paper G93/3.
16. Wong, J. and P. Jolly (1994). A Bayesian vector autoregression model of inflation. New Zealand Economic Papers, 28: 117- 131.