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Evaluating the predictive accuracy of models. (1986). Fair, Ray C..
In: Handbook of Econometrics.
RePEc:eee:ecochp:3-33.

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  1. A Model to Evaluate the Effect of Urban Road Pricing on Traffic Speed and Congestion in Madrid City Center and Its Surrounding. (2021). de Blas, Clara Simon ; Garcia, Ana Elizabeth ; Muoz, Juan Pedro ; Rodriguez, Francisca Anguita .
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:15:p:8415-:d:603099.

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  2. Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach. (2021). Alam, Masud.
    In: Papers.
    RePEc:arx:papers:2106.10844.

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  3. Prequential forecasting in the presence of structure breaks in natural gas spot markets. (2020). Duangnate, Kannika ; Mjelde, James W.
    In: Empirical Economics.
    RePEc:spr:empeco:v:59:y:2020:i:5:d:10.1007_s00181-019-01706-4.

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  4. Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals. (2017). Duangnate, Kannika ; Mjelde, James W.
    In: Energy Economics.
    RePEc:eee:eneeco:v:65:y:2017:i:c:p:411-423.

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  5. Econometric notes. (2012). Calzolari, Giorgio.
    In: MPRA Paper.
    RePEc:pra:mprapa:71440.

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  6. Econometric notes. (2012). Calzolari, Giorgio.
    In: MPRA Paper.
    RePEc:pra:mprapa:36765.

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  7. Potential output and the output gap in Luxembourg: some alternative methods. (2002). Guarda, Paolo.
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp004.

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  8. Stochastic simulations of a macroeconomic disequilibrium model for West Germany. (1994). Winker, Peter ; Schellhorn, Martin.
    In: Discussion Papers, Series II.
    RePEc:zbw:kondp2:235.

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  9. Can Econometrics Improve Economic Forecasting?. (1994). Hendry, David ; Clements, Michael.
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:1994-iii-2.

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  10. Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy. (1992). Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1025.

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  11. Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration. (1991). Ericsson, Neil.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:412.

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  12. The Role of Futures in Daily Forward Pricing. (1991). Bessler, David ; Covey, Ted .
    In: 1991 Annual Meeting, August 4-7, Manhattan, Kansas.
    RePEc:ags:aaea91:271282.

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  13. Evaluating the predictive performance of trade-account models. (1990). Ericsson, Neil ; Marquez, Jaime.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:377.

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  14. U.S. external adjustment: progress and prospects. (1989). Hooper, Peter ; Helkie, William L..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:345.

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  15. Income and price elasticities of foreign trade flows: econometric estimation and analysis of the U.S. trade deficit. (1988). Marquez, Jaime.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:324.

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  16. Macroeconometric Model Evaluation, with Special Reference to the NIF88 Model.. (1988). Simes, Richard M.
    In: Australian Economic Papers.
    RePEc:bla:ausecp:v:27:y:1988:i:0:p:29-56.

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  17. Forecasting Monthly Cotton Price: Structural and Time Series Approaches. (1988). Bessler, David ; Chen, Dean T.
    In: Staff Reports.
    RePEc:ags:tamfsr:257920.

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References

References cited by this document

  1. Bianchi, C., G. Calzolari and P. Corsi (1976) Divergences in the Results of Stochastic and Deterministic Simulation of an Italian Non Linear Econometric Model in: L. Dekker, ed., Simulation of Systems. Amsterdam: North-Holland Publishing Co.

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  6. Evans, M. K., L. R. Klein and M. Saito (1972) Short-Run Prediction and Long-Run Simulation of the Wharton Model in: B. G. Hickman. ed., Econometric Models of Cvclical Behavior. New York: Columbia University Press, 139-185.

  7. Evans, Michael K., Yoel Haitovsky and George I. Treyz, assisted by Vincent Su (1972) An Analysis of the Forecasting Properties of U.S. Econometric Models in: B. G. Hickman, ed., Econometric Models of Cyclical Behavior. New York: Columbia University Press, 949-1139.
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  8. Fair, Ray C. (1971) A Short-Run Forecastrng Model of the United States Economy. Lexington: D. C. Heath & Co.
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  9. Fair, Ray C. (1974) An Evaluation of a Short-Run Forecasting Model International Economic Review, 15, 285-303.

  10. Fair, Ray C. (1976) A Model of Macroeconomic Activity. Volume II: The Empirical Model. Cambridge: Ballinger Publishing Co.
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  11. Fair, Ray C. (1979) An Analysis of the Accuracy of Four Macroeconometric Models Journal of Political Economy, 87, 701-718.

  12. Fair, Ray C. (1980) Estimating the Expected Predictive Accuracy of Econometric Models, International Economic Review, 21, 355-378.

  13. Fair, Ray C. (1982) The Effects of Misspecification on Predictive Accuracy, in: G. C. Chow and P. Corsi, eds., Evaluating the Reliability of Macro-economic Models. New York: John Wiley & Sons, 193-213.
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  14. Fromm, Gary and Lawrence R. Klein (1976) The NBER/NSF Model Comparison Seminar: An Analysis of Results Annals of Economic and Social Measurement, Winter, 5, i-28.

  15. Fromm, Gary. L. R. Klein and G. R. Schink (1972) Short-and Long-Term Simulations with the Brookings Model in: B. G. Hickman, ed., Econometric Models of Cyclical Behavior. New York: Columbia University Press, 201-292.

  16. Garbade, K. D. (1975) Discretionary Control of Aggregate Economic Activity. Lexington: D. C. Heath & co.
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  20. Haitovsky, Yoel and George Treyz (1972) Forecasts with Quarterly Macroeconometric Models: Equation Adjustments, and Benchmark Predictions: The U.S. Experience The Review of Economics und Statistics, 54, 317-325.

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  25. Litterman, Robert B. (1979) Techniques of Forecasting Using Vector Autoregression Working Paper No. 115, Federal Reserve Bank of Minneapolis, November.

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  27. McCarthy, Michael D. (1972) Some Notes on the Generation of Pseudo-Structural Errors for Use in Stochastic Simulation Studies in: B. G. Hickman, ed., Econometric Models of Cyclical Behavior. New York: Columbia University Press, 185-191.
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  32. Muench, T., A. Rolnick, N. Wallace and W. Weiler (1974) Tests for Structural Change and Prediction Intervals for the Reduced Forms of the Two Structural Models of the U.S.: The FRB-MIT and Michigan Quarterly Models Annals of Economic and Social Measurement, 3, 491-519.

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  34. Nelson, Charles R. (1972) The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy The American Economic Review, 62, 902-917.
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  35. Sargent, Thomas J. (1976) A Classical Macroeconometric Model for the United States Journal of Political Economy, 84, 207-237.

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  38. Sims, Christopher A. (1980) Macroeconomics and Reality. Econometrica, 48, l-48.

  39. Sowey, E. R. (1973) Stochastic Simulation for Macroeconomic Models: Methodology and Interpretation in: A. A. Powell and R. W. Williams, eds., Econometric Studies of Macro and Monetary Relations. Amsterdam: North-Holland Publishing Co.
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  40. Theil, Henri (1966) Applied Economic Forecasting Amsterdam: North-Holland Publishing Co.
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Cocites

Documents in RePEc which have cited the same bibliography

  1. .

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  2. Bootstrapping Macroeconometric Models. (2007). Fair, Ray.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:ysm254.

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  3. Bootstrapping Macroeconometric Models. (2003). Fair, Ray.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1345.

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  4. Bootstrapping Macroeconometric Models. (2003). Fair, Ray.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:7:y:2003:i:4:n:1.

    Full description at Econpapers || Download paper

  5. Model Evaluation Using Stochastic Simulations: The Case of the Econometric Model KOSMOS. (1998). Markowski, Aleksander ; Gajda, Jan B..
    In: Working Papers.
    RePEc:hhs:nierwp:0061.

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  6. Mode predictors in nonlinear systems with identities. (1988). Calzolari, Giorgio ; Panattoni, Lorenzo .
    In: MPRA Paper.
    RePEc:pra:mprapa:28845.

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  7. Il problema della coerenza delle previsioni nei modelli econometrici non lineari. (1988). Calzolari, Giorgio ; Panattoni, Lorenzo .
    In: MPRA Paper.
    RePEc:pra:mprapa:23904.

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  8. Forecast variance in simultaneous equation models: analytic and Monte Carlo methods. (1987). Calzolari, Giorgio ; Bianchi, Carlo ; Panattoni, Lorenzo ; Brillet, Jean-Louis .
    In: MPRA Paper.
    RePEc:pra:mprapa:24541.

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  9. La varianza delle previsioni nei modelli econometrici. (1987). Calzolari, Giorgio.
    In: MPRA Paper.
    RePEc:pra:mprapa:23866.

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  10. Coherent optimal prediction with large nonlinear systems: an example based on a French model. (1986). Calzolari, Giorgio ; Brillet, Jean-Louis ; Panattoni, Lorenzo .
    In: MPRA Paper.
    RePEc:pra:mprapa:29057.

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  11. Evaluating the predictive accuracy of models. (1986). Fair, Ray C..
    In: Handbook of Econometrics.
    RePEc:eee:ecochp:3-33.

    Full description at Econpapers || Download paper

  12. Finite-Sample Properties in Stochastic Predictors in Nonlinear Systems : Some Initial Results.. (1985). Mariano, Roberto.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:266.

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  13. FINITE-SAMPLE PROPERTIES OF STOCHASTIC PREDICTORS IN NONLINEAR SYSTEMS: SOME INITIAL RESULTS. (1985). Mariano, Roberto S.
    In: Economic Research Papers.
    RePEc:ags:uwarer:269232.

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  14. Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results. (1983). Calzolari, Giorgio ; Bianchi, Carlo.
    In: MPRA Paper.
    RePEc:pra:mprapa:22657.

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  15. Some results on the stochastic simulation of a nonlinear model of the Italian economy. (1979). Calzolari, Giorgio ; Bianchi, Carlo ; Corsi, Paolo .
    In: MPRA Paper.
    RePEc:pra:mprapa:22684.

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  16. Stochastic simulation of econometric models: installation procedures and users instructions. (1978). Calzolari, Giorgio ; Bianchi, Carlo ; Corsi, Paolo .
    In: MPRA Paper.
    RePEc:pra:mprapa:24173.

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  17. Estimating the Expected Predictive Accuracy of Econometric Models. (1978). Fair, Ray.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:480.

    Full description at Econpapers || Download paper

  18. Stochastic simulation as a validation tool for econometric models. (1977). Calzolari, Giorgio ; Corsi, Paolo .
    In: MPRA Paper.
    RePEc:pra:mprapa:21226.

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