A common model approach to macroeconomics: using panel data to reduce sampling error
Article Abstract:
A study of the macroeconomic data from 15 OECD countires shows that there is a common underlying macroeconomic dynamics in the industrialized countries. The study was conducted using a vector auto regressive model.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2005
User Contributions:
Comment about this article or add new information about this topic:
The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G& countries
Article Abstract:
The implementation of bridge model (BM) for assessing quarterly gross domestic product in G7 economies by using monthly indicators is discussed.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2007
User Contributions:
Comment about this article or add new information about this topic:
International transmission mechanism of stock market movements: Evidence from emerging equity markets
Article Abstract:
Transmission patterns of stock market movements between emerging and developed markets were studied using a four-variable VAR model.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2000
User Contributions:
Comment about this article or add new information about this topic:
- Abstracts: A comparison of approximate Bayesian forecasting methods for non-Gaussian time series. ARMA models and the Box-Jenkins methodology
- Abstracts: Trend function hypothesis testing in the presence of serial correlation. Constructing instruments for regressions with measurement error when no additional data are available, with an application to patents and R&D
- Abstracts: Trend function hypothesis testing in the presence of serial correlation. part 2 Simple robust testing of regression hypothesis
- Abstracts: Reply. Multi-featured products and services: analysing pricing and bundling strategies
- Abstracts: Characterizing selection bias using experimental data. Accounting for dropouts in evaluations of social programs