Similar Search Results - EconBiz

Measuring Uncertainty About Long-Run Prediction

Müller, Ulrich K. - 2013

Long-run forecasts of economic variables play an important role in policy, planning, and portfolio decisions. We consider long-horizon forecasts of average growth of a scalar variable, assuming that first differences are second-order stationary. The main contribution is the construction of...

Persistent link: https://www.econbiz.de/10013085495

Measuring uncertainty about long-run prediction

Müller, Ulrich K.; Watson, Mark W. - 2013

Persistent link: https://www.econbiz.de/10009730746

Measuring uncertainty about long-run predictions

Müller, Ulrich K.; Watson, Mark W. - In: The review of economic studies 83 (2016) 4, pp. 1711-1740

Persistent link: https://www.econbiz.de/10011656576

Using econometric models to predict recessions

Watson, Mark W. - In: Economic perspectives 15 (1991) 6, pp. 14-25

Persistent link: https://www.econbiz.de/10001114768

Macroeconomic forecasting using many predictors

Watson, Mark W. - 2003

Persistent link: https://www.econbiz.de/10001771759

Forecasting inflation

Stock, James H.; Watson, Mark W. - In: Journal of monetary economics 44 (1999) 2, pp. 293-335

Persistent link: https://www.econbiz.de/10001447742

A dynamic factor model framework for forecast combination

Chan, Yeung Lewis; Stock, James H.; Watson, Mark W. - In: Spanish economic review : SER 1 (1999) 2, pp. 91-121

Persistent link: https://www.econbiz.de/10001463538

Interpreting the evidence on money-income causality

Stock, James H.; Watson, Mark W. - 1987

Persistent link: https://www.econbiz.de/10000715858

A comparison of linear and nonlinear univariate models for forcasting macroeconomic time series

Stock, James H.; Watson, Mark W. - 1998

Persistent link: https://www.econbiz.de/10000671211

Diffusion indexes

Stock, James H.; Watson, Mark W. - 1998

Persistent link: https://www.econbiz.de/10000674170

A service of the