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Forecasting Turning Points in Countries' Output Growth Rates: A Response to Milton Friedman

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  • Zellner, Arnold
  • Min, Chung-ki

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  • Zellner, Arnold & Min, Chung-ki, 1998. "Forecasting Turning Points in Countries' Output Growth Rates: A Response to Milton Friedman," CUDARE Working Papers 198676, University of California, Berkeley, Department of Agricultural and Resource Economics.
    • Handle: RePEc:ags:ucbecw:198676
    DOI: 10.22004/ag.econ.198676
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    File URL: https://ageconsearch.umn.edu/record/198676/files/agecon-cal-868.pdf
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    References listed on IDEAS

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    1. Arnold Zellner, 1997. "Bayesian Analysis in Econometrics and Statistics," Books, Edward Elgar Publishing, number 825.
    2. Zellner, Arnold & Hong, Chansik, 1989. "Forecasting international growth rates using Bayesian shrinkage and other procedures," Journal of Econometrics, Elsevier, vol. 40(1), pages 183-202, January.
    3. Zellner, Arnold & Hong, Chansik & Min, Chung-ki, 1991. "Forecasting turning points in international output growth rates using Bayesian exponentially weighted autoregression, time-varying parameter, and pooling techniques," Journal of Econometrics, Elsevier, vol. 49(1-2), pages 275-304.
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    Cited by:

    1. Issler, Joao Victor & Vahid, Farshid, 2006. "The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity," Journal of Econometrics, Elsevier, vol. 132(1), pages 281-303, May.
    2. Corradi, Valentina & Swanson, Norman R. & Olivetti, Claudia, 2001. "Predictive ability with cointegrated variables," Journal of Econometrics, Elsevier, vol. 104(2), pages 315-358, September.
    3. Zellner, Arnold, 1999. "Keep It Sophisticatedly Simple," CUDARE Working Papers 198673, University of California, Berkeley, Department of Agricultural and Resource Economics.
    4. Pena, Daniel & Poncela, Pilar, 2004. "Forecasting with nonstationary dynamic factor models," Journal of Econometrics, Elsevier, vol. 119(2), pages 291-321, April.
    5. Gustavo A. Marrero, 2007. "Traditional versus unobserved components methods to forecast quarterly national account aggregates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(2), pages 129-153.
    6. W A Razzak, 2001. "Money in the era of inflation targeting," Reserve Bank of New Zealand Discussion Paper Series DP2001/02, Reserve Bank of New Zealand.

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