Forecasting key US macroeconomic variables with a factor-augmented Qual VAR-Reference-Cited by-同舟云学术

Forecasting key US macroeconomic variables with a factor-augmented Qual VAR

Published:2017-02-23 Issue:6 Volume:36 Page:640-650
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Gupta Rangan¹^ORCID,Olson Eric²,Wohar Mark E.³⁴

Affiliation:

1. Department of Economics; University of Pretoria; Pretoria South Africa

2. College of Business and Economics; West Virginia University; Morgantown West Virginia USA

3. College of Business Administration; University of Nebraska at Omaha; Omaha Nebraska USA

4. School of Business and Economics; Loughborough University; Loughborough UK

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Reference43 articles.

1. The changing international transmission of financial shocks: Evidence from a classical time-varying FAVAR;Abbate;Journal of Money, Credit and Banking,2016

2. Bayesian analysis of binary and polychotomous response data;Albert;Journal of the American Statistical Association,1993

3. Output spillovers from fiscal policy;Auerbach;American Economic Review,2013

4. Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models

5. Determining the number of factors in approximate factor models;Bai;Econometrica,2002

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The impact of global economies on US inflation: A test of the Phillips curve;Journal of Economics and Finance;2022-06-02

2. The Yield Curve as a Leading Indicator: Accuracy and Timing of a Parsimonious Forecasting Model;Forecasting;2021-05-28

3. Forecasting oil and stock returns with a Qual VAR using over 150 years off data;Energy Economics;2017-02