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A vector error correction forecasting model of the US economy

Anderson, Richard G.; Hoffman, Dennis L.; Rasche, Robert H. - 1998

Persistent link: https://www.econbiz.de/10000996973

STLS US-VECM6.1: a vector error-correction forecasting model of the US economy

Hoffman, Dennis L.; Rasche, Robert H. - 1997

Persistent link: https://www.econbiz.de/10000990476

A vector error-correction forecasting model of the US economy

Anderson, Richard G.; Hoffman, Dennis L.; Rasche, Robert H. - In: Journal of macroeconomics 24 (2002) 4, pp. 569-598

Persistent link: https://www.econbiz.de/10001729047

Comments on: "A vector error-correction forecasting model of the US economy"

Swanson, Norman R. - In: Journal of macroeconomics 24 (2002) 4, pp. 599-606

Persistent link: https://www.econbiz.de/10001729049

Comments on: "A vector error-correction forecasting model of the US economy"

Lastrapes, William Dean - In: Journal of macroeconomics 24 (2002) 4, pp. 607-611

Persistent link: https://www.econbiz.de/10001729050

Reply to the comments on: "A vector error-correction forecasting model of the US economy"

Anderson, Richard G.; Hoffman, Dennis L.; Rasche, Robert H. - In: Journal of macroeconomics 24 (2002) 4, pp. 599-606

Persistent link: https://www.econbiz.de/10001729052

Discrete policy changes and empirical models of the federal funds rate

Dueker, Michael; Rasche, Robert H. - In: Review / Federal Reserve Bank of St. Louis 86 (2004) 6, pp. 61-72

Persistent link: https://www.econbiz.de/10002543552

P* Type Models : Evaluation and Forecasts

Pecchenino, R.A. - 1990

This paper critically evaluates the Federal Reserve's p* model of inflation, and develops a model of national income determination implicit in the p* formulation. We use this model to forecast the future paths of key macroeconomic variables and investigate its behavior under a variety of...

Persistent link: https://www.econbiz.de/10012475625