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Financial asset pricing theory : a review of recent developments

Tallman, Ellis W. - In: Economic review 74 (1989) 6, pp. 26-41

Persistent link: https://www.econbiz.de/10001087194

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

Human capital investment and economic growth : new routes in theory address old questions

Tallman, Ellis W. - In: Economic review 77 (1992) 5, pp. 1-12

Persistent link: https://www.econbiz.de/10001132939

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

Prior parameter uncertainty : some implications for forecasting and policy analysis with VAR models

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

Persistent link: https://www.econbiz.de/10001413013

Permanent income and transitory variation in investment and output

Fisher, Lance A.; Huh, Hyeon-seung; Tallman, Ellis W. - In: Journal of macroeconomics 25 (2003) 2, pp. 149-168

Persistent link: https://www.econbiz.de/10001761594

Forecasting using relative entropy

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

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

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