Similar Search Results

Central bank forecasting : an international comparison

Robertson, John C. - In: Economic review 85 (2000) 2, pp. 21-32

Persistent link: https://www.econbiz.de/10001500740

[Rezension von: Clements, Michael P., ...,, Forecasting economic time series]

Robertson, John C. - In: The economic journal : the journal of the Royal … 110 (2000), pp. 187-188

Persistent link: https://www.econbiz.de/10001475743

Using federal funds futures to predict Federal Reserve actions

Robertson, John C. - In: Review / Federal Reserve Bank of St. Louis 79 (1997) 6, pp. 45-53

Persistent link: https://www.econbiz.de/10001241107

Improving forecasts of the federal funds rate in a policy model

Robertson, John C.; Tallman, Ellis W. - 1999

Persistent link: https://www.econbiz.de/10001372295

Improving federal-funds rate forecasts in VAR models used for policy analysis

Robertson, John C.; Tallman, Ellis W. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 324-330

Persistent link: https://www.econbiz.de/10001603253

Vector autoregressions : forecasting and reality

Robertson, John C.; Tallman, Ellis W. - In: Economic review 84 (1999) 1, pp. 4-18

Persistent link: https://www.econbiz.de/10001411398

Forecasting using relative entropy

Robertson, John C.; Tallman, Ellis W.; Whiteman, Charles H. - 2002

Persistent link: https://www.econbiz.de/10001718049

Forecasting for policy

Pagan, Adrian R.; Robertson, John C. - In: A companion to economic forecasting, (pp. 152-178). 2002

Persistent link: https://www.econbiz.de/10001893057

Forecasting using relative entropy

Robertson, John C.; Tallman, Ellis W.; Whiteman, Charles H. - In: Journal of money, credit and banking : JMCB 37 (2005) 3, pp. 383-401

Persistent link: https://www.econbiz.de/10003012629

Forecasting Using Relative Entropy

Robertson, John C.; Tallman, Ellis W.; Whiteman, Charles H. - 2014

The paper describes a relative entropy procedure for imposing moment restrictions on simulated forecast distributions from a variety of models. Starting from an empirical forecast distribution for some variables of interest, the technique generates a new empirical distribution that satisfies a...

Persistent link: https://www.econbiz.de/10014048873