A Comparison of the Michigan and Fair Models
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Fair, Ray C, 1980.
"Estimating the Expected Predictive Accuracy of Econometric Models,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(2), pages 355-378, June.
- Ray C. Fair, 1978. "Estimating the Expected Predictive Accuracy of Econometric Models," Cowles Foundation Discussion Papers 480, Cowles Foundation for Research in Economics, Yale University.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- West, Kenneth D., 2006. "Forecast Evaluation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 3, pages 99-134, Elsevier.
- Ray C. Fair, 1986.
"Interest Rate and Exchange Rate Determination,"
Cowles Foundation Discussion Papers
810, Cowles Foundation for Research in Economics, Yale University.
- Ray C. Fair, 1986. "Interest Rate and Exchange Rate Determination," NBER Working Papers 2105, National Bureau of Economic Research, Inc.
- David L. Reifschneider & Peter Tulip, 2017.
"Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors : The Federal Reserve's Approach,"
Finance and Economics Discussion Series
2017-020, Board of Governors of the Federal Reserve System (U.S.).
- David Reifschneider & Peter Tulip, 2017. "Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach," RBA Research Discussion Papers rdp2017-01, Reserve Bank of Australia.
- Calzolari, Giorgio, 1979. "Stochastic simulation experiments on Model 5 of Bonn University," MPRA Paper 24456, University Library of Munich, Germany.
- Garratt A. & Lee K. & Pesaran M.H. & Shin Y., 2003.
"Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy,"
Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 829-838, January.
- Athony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001. "Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy," Edinburgh School of Economics Discussion Paper Series 64, Edinburgh School of Economics, University of Edinburgh.
- Allen, P. Geoffrey & Morzuch, Bernard J., 1995. "Comparing probability forecasts derived from theoretical distributions," International Journal of Forecasting, Elsevier, vol. 11(1), pages 147-157, March.
- Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y., 2000.
"Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy,"
Cambridge Working Papers in Economics
0004, Faculty of Economics, University of Cambridge.
- Garratt, Anthony & Kevin Lee & M Hashem Pesaran & Yongcheol Shin, 2002. "Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy," Royal Economic Society Annual Conference 2002 82, Royal Economic Society.
- M. Hashem Pesaran, 2000. "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," CESifo Working Paper Series 345, CESifo.
- Phillips, Robert F., 1996. "Forecasting in the presence of large shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1581-1608.
- Calzolari, Giorgio & Panattoni, Lorenzo, 1990.
"Mode predictors in nonlinear systems with identities,"
International Journal of Forecasting, Elsevier, vol. 6(3), pages 317-326, October.
- Calzolari, Giorgio & Panattoni, Lorenzo, 1988. "Coherent Forecast with Nonlinear Econometric Models," MPRA Paper 28802, University Library of Munich, Germany.
- Calzolari, Giorgio & Panattoni, Lorenzo, 1988. "Il problema della coerenza delle previsioni nei modelli econometrici non lineari [The coherency problem when forecasting with nonlinear econometric models]," MPRA Paper 23904, University Library of Munich, Germany.
- Calzolari, Giorgio & Panattoni, Lorenzo, 1988. "Mode predictors in nonlinear systems with identities," MPRA Paper 28845, University Library of Munich, Germany.
- Bianchi, Carlo & Calzolari, Giorgio, 1982. "Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods," MPRA Paper 22559, University Library of Munich, Germany.
- Calzolari, Giorgio & Panattoni, Lorenzo, 1984. "Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix," MPRA Paper 28806, University Library of Munich, Germany.
- Bianchi, Carlo & Calzolari, Giorgio & Weihs, Claus, 1986. "Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models," MPRA Paper 29120, University Library of Munich, Germany.
- Ray C. Fair, 1991. "Estimating Event Probabilities from Macroeconomic Models Using Stochastic Simulation," NBER Technical Working Papers 0111, National Bureau of Economic Research, Inc.
- Ray C. Fair, 1984.
"Estimated tradeoffs between unemployment and inflation,"
Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 57-96.
- Ray C. Fair, 1984. "Estimated Trade-Offs Between Unemployment and Inflation," NBER Working Papers 1377, National Bureau of Economic Research, Inc.
- Ray C. Fair, 1984. "Estimated Trade-Offs Between Unemployment and Inflation," Cowles Foundation Discussion Papers 707, Cowles Foundation for Research in Economics, Yale University.
- Calzolari, Giorgio & Bianchi, Carlo & Corsi, Paolo & Panattoni, Lorenzo, 1982. "Uncertainty of policy recommendations for nonlinear econometric models: some empirical results," MPRA Paper 28846, University Library of Munich, Germany.
- Wu, Yih-Jiuan, 1998. "Exchange rate forecasting: an application of radial basis function neural networks," ISU General Staff Papers 1998010108000013540, Iowa State University, Department of Economics.
- Bianchi, Carlo & Calzolari, Giorgio & Brillet, Jean-Louis, 1987.
"Measuring forecast uncertainty : A review with evaluation based on a macro model of the French economy,"
International Journal of Forecasting, Elsevier, vol. 3(2), pages 211-227.
- Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Forecast variance in simultaneous equation models: analytic and Monte Carlo methods," MPRA Paper 24541, University Library of Munich, Germany.
- Fair Ray C, 2003.
"Bootstrapping Macroeconometric Models,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(4), pages 1-26, December.
- Ray C. Fair, 2001. "Bootstrapping Macroeconometric Models," Cowles Foundation Discussion Papers 1345, Cowles Foundation for Research in Economics, Yale University, revised Jun 2003.
- Ray Fair, 2002. "Bootstrapping Macroeconometric Models," Yale School of Management Working Papers ysm254, Yale School of Management, revised 01 Aug 2007.
- repec:lan:wpaper:413 is not listed on IDEAS
- Fildes, Robert & Stekler, Herman, 2002. "The state of macroeconomic forecasting," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 435-468, December.
- Mariano, Roberto S, 1985.
"Finite-Sample Properties in Stochastic Predictors in Nonlinear Systems : Some Initial Results,"
The Warwick Economics Research Paper Series (TWERPS)
266, University of Warwick, Department of Economics.
- Mariano, Roberto S., 1985. "Finite-Sample Properties Of Stochastic Predictors In Nonlinear Systems: Some Initial Results," Economic Research Papers 269232, University of Warwick - Department of Economics.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cwl:cwldpp:703. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Brittany Ladd (email available below). General contact details of provider: https://edirc.repec.org/data/cowleus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.