Forecasting with vector autoregressive models of data vintages: US output growth and inflation-Reference-Cited by-同舟云学术

Forecasting with vector autoregressive models of data vintages: US output growth and inflation

Published:2013-10 Issue:4 Volume:29 Page:698-714
ISSN:0169-2070
Container-title:International Journal of Forecasting
language:en
Short-container-title:International Journal of Forecasting

Author:

Clements Michael P.,Galvão Ana Beatriz

Publisher

Elsevier BV

Subject

Business and International Management

Reference37 articles.

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3. Approximately normal tests for equal predictive accuracy in nested models;Clark;Journal of Econometrics,2007

4. Clements, M.P., & Galvão, A.B. (forthcoming). Real-time forecasting of inflation and output growth in the presence of data revisions, Journal of Applied Econometrics, forthcoming.

5. Clements, M. P., & Galvão, A. B. (2011). Improving real-time estimates of output gaps and inflation trends with multiple-vintage VAR models. Department of Economics, University of Warwick.

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