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Confidence intervals for linear combinations of forecasts from dynamic econometric models

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  • Campos, Julia

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  • Campos, Julia, 1992. "Confidence intervals for linear combinations of forecasts from dynamic econometric models," Journal of Policy Modeling, Elsevier, vol. 14(4), pages 535-560, August.
    • Handle: RePEc:eee:jpolmo:v:14:y:1992:i:4:p:535-560
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    Cited by:

    1. Marcellino, Massimiliano, 1999. "Some Consequences of Temporal Aggregation in Empirical Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(1), pages 129-136, January.
    2. de Brouwer, Gordon & Ericsson, Neil R, 1998. "Modeling Inflation in Australia," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 433-449, October.
    3. Neil R. Ericsson, 2000. "Predictable uncertainty in economic forecasting," International Finance Discussion Papers 695, Board of Governors of the Federal Reserve System (U.S.).
    4. Neil R. Ericsson, 2001. "Forecast uncertainty in economic modeling," International Finance Discussion Papers 697, Board of Governors of the Federal Reserve System (U.S.).

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