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Using Time-Series Models to Project Output Over the Medium Term: Technical Paper 2002-1

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  • Ufuk Demiroglu
  • Matthew Salomon

Abstract

This paper examines how multivariate time-series models might be used to project output over the medium term—that is, over a 10-year span. Fairly simple time-series models are known to yield short-term forecasts comparable in accuracy with those of large-scale macroeconometric models. Could the information embodied in projections based on time-series models be informative to the Congressional Budget Office in constructing its own medium-term projections of output?

Suggested Citation

  • Ufuk Demiroglu & Matthew Salomon, 2002. "Using Time-Series Models to Project Output Over the Medium Term: Technical Paper 2002-1," Working Papers 13983, Congressional Budget Office.
    • Handle: RePEc:cbo:wpaper:13983
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    File URL: https://www.cbo.gov/sites/default/files/107th-congress-2001-2002/workingpaper/2002-1_0.pdf
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    Cited by:

    1. Hyeon-Seung Huh & David Kim, 2014. "Do SVAR Models Justify Discarding the Technology-Shock-Driven Real Business Cycle Hypothesis?," The Economic Record, The Economic Society of Australia, vol. 90(288), pages 98-118, March.
    2. Charles Harvie & Hyeon‐Seung Huh, 2009. "A New Measure Of Us Potential Output, Inflation Forecasts, And Monetary Policy Rules," Manchester School, University of Manchester, vol. 77(5), pages 611-631, September.

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