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Conditional forecasts in dynamic multivariate models
Waggoner, Daniel F., (1999)
Macroeconomic forecasting using many predictors
Watson, Mark W., (2003)
A vector error-correction forecasting model of the US economy
Anderson, Richard G., (2002)
Defining and improving the accuracy of macroeconomic forecasts : contributions from a VAR model
Lupoletti, William M., (1984)
Two approaches to macroeconomic forecasting
Webb, Roy H., (1999)
Forecasts of inflation from VAR models
Webb, Roy H., (1994)