Assessing Structural VARs [with Comments and Discussion]
In: NBER macroeconomics annual, Band 21, S. 1-105
ISSN: 1537-2642
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In: NBER macroeconomics annual, Band 21, S. 1-105
ISSN: 1537-2642
In: Econometric Society Monographs v.32
In: Essays in econometrics v.1
These essays by Clive W. J. Granger span more than four decades and cover major topics in spectral analysis, seasonality, nonlinearity, methodology, and forecasting. The introduction by Eric Gysels, Norman R. Swanson and Mark W. Watson places the essays in context and demonstrates their enduring value
In: National Bureau of Economic Research Studies in Business Cycles 28
The inability of forecasters to predict accurately the 1990-1991 recession emphasizes the need for better ways for charting the course of the economy. In this volume, leading economists examine forecasting techniques developed over the past ten years, compare their performance to traditional econometric models, and discuss new methods for forecasting and time series analysis