Forecasting turning points in international output growth rates using Bayesian exponentially weighted autoregression, time-varying parameter, and pooling techniques

Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting: Comments.

Zellner, Arnold, (1992)

Forecasting international growth rates using Bayesian shrinkage and other procedures

Zellner, Arnold, (1989)

Bayesian methods for forecasting turning points in economic time series : sensitivity of forecasts to asymmetry of loss structures

Zellner, Arnold, (1988)