Pooling forecasts in linear rational expectations models

DOI10.1016/J.JEDC.2009.04.006MaRDI QIDQ1032683zbMATH OpenOpenAlexFDO

Authors Gregor W. Smith

Publication date 26 October 2009

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL http://ageconsearch.umn.edu/record/273605

zbMATH Keywords

New Keynesian Phillips curveforecast poolingrecursive projection

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

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Cites work

• scientific article; zbMATH DE number 4054857 (Why is no real title available?)
• scientific article; zbMATH DE number 4060924 (Why is no real title available?)
• scientific article; zbMATH DE number 5035832 (Why is no real title available?)
• Econometric Issues in the Analysis of Regressions with Generated Regressors
• Inference with weak instruments
• Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis
• Large Sample Properties of Generalized Method of Moments Estimators
• Rational Expectations and the Estimation of Econometric Models: An Alternative Procedure
• The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations

Cited in

(1)

• Pooling of forecasts

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