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A regional economic forecasting procedure applied to Texas

Author

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  • James G. Hoehn

Abstract

The presentation of a method for building a time series regional forecasting model for Texas that requires only ordinary least squares regressions to forecast the variables.

Suggested Citation

  • James G. Hoehn, 1984. "A regional economic forecasting procedure applied to Texas," Working Papers (Old Series) 8402, Federal Reserve Bank of Cleveland.
    • Handle: RePEc:fip:fedcwp:8402
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    Citations

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    Cited by:

    1. Rangan Gupta & Stephen Miller, 2012. "“Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 48(3), pages 763-782, June.
    2. John E. Connaughton & Ronald A. Madsen, 1990. "A Comparison of Regional Forecasting Techniques," The Review of Regional Studies, Southern Regional Science Association, vol. 20(3), pages 4-11, Fall.
    3. Gary L. Shoesmith, 1990. "The Forecasting Accuracy of Regional Bayesian VAR Models with Alternative National Variable Choices," International Regional Science Review, , vol. 13(3), pages 257-269, December.
    4. Linda Debenedictis, 1997. "A vector autoregressive model of the British Columbia regional economy," Applied Economics, Taylor & Francis Journals, vol. 29(7), pages 877-888.

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