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Economic forecasting and policy : the international dimension

Llewellyn, Graeme Ernest John - 1985

Persistent link: https://www.econbiz.de/10000043761

Comparing Greenbook and reduced form forecasts using a large realtime dataset

Faust, Jon; Wright, Jonathan H. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 468-479

Persistent link: https://www.econbiz.de/10003913387

Comparing Greenbook and reduced form forecasts using a large realtime dataset

Faust, Jon; Wright, Jonathan H. - 2007

Persistent link: https://www.econbiz.de/10003544931

The HERMES-13 macroeconomic model of the Irish economy

Bergin, Adele; Conefrey, Thomas; FitzGerald, John D.; … - 2013

scenario analysis of the Irish economy. Most recently the model has been used to generate the scenarios underpinning the 2013 … economy has undergone substantial change and new approaches to modelling important economic relationships have been developed … key mechanisms and the modelling innovations which have been introduced to deal with major changes in the economy. As the …

Persistent link: https://www.econbiz.de/10009773402

Macroeconomic Forecasting and Structural Analysis Through Regularized Reduced-Rank Regression

Bernardini, Emmanuela - 2014

This paper proposes a strategy to detect and impose reduced-rank restrictions in medium vector autoregressive models. In this framework, it is known that Canonical Correlation Analysis (CCA) does not perform well because inversions of large covariance matrices are required. We propose a method...

Persistent link: https://www.econbiz.de/10013062672