Efficient forecast tests for conditional policy forecasts

DOI10.1016/j.jeconom.2008.08.024zbMath1429.62664OpenAlexW2151683927MaRDI QIDQ299222

Jonathan H. Wright, Jon Faust

Publication date: 22 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.08.024

zbMATH Keywords

forecastingmonetary policyweak instruments

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

A monetary real-time conditional forecast of euro area inflation

Cites Work

• Unnamed Item
• The Estimation of Economic Relationships using Instrumental Variables
• Instrumental Variables Regression with Weak Instruments
• Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
• GMM with Weak Identification
• Choosing the Number of Instruments
• Judging Instrument Relevance in Instrumental Variables Estimation
• Some Comments on C P
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations

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