1. Anticipations Variables in an Econometric Model: Performance of the Anticipations Version of Wharton Mark III

Chapters in this book

1. Frontmatter I
2. Contents V
3. Introduction 1
4. 1. Anticipations Variables in an Econometric Model: Performance of the Anticipations Version of Wharton Mark III 9
5. 2. An Evaluation of a Short-Run Forecasting Model 27
6. 3. St. Louis Model Revisited 47
7. 4. A Monthly Econometric Model of the U.S. Economy 70
8. 5. Notes on Testing the Predictive Performance of Econometric Models 108
9. 6. On the Role of Expectations of Price and Technological Change in an Investment Function 126
10. 7. Some Aspects of Stabilization Policies, the Monetarist Controversy, and the MPS Model 157
11. 8. The Wharton Model Mark III: A Modern IS-LM Construct 188
12. 9. The Data Resources Model: Uses, Structure and Analysis of the U.S. Economy 211
13. 10. Some Multiplier and Error Characteristics of the BE A Quarterly Model 232
14. 11. The Structure and Properties of the Michigan Quarterly Econometric Model of the U.S. Economy 248
15. 12. The Wharton Long Term Model: Input-Output Within the Context of a Macro Forecasting Model 271
16. 13. The Hickman-Coen Annual Growth Model: Structural Characteristics and Policy Responses 288
17. 14. The Brookings Quarterly Model: As an Aid to Longer Term Economic Policy Analysis 307
18. 15. Judging the Performance of Econometric Models of the U.S. Economy 322
19. 16. Asymptotic Theory and Large Models 343
20. 17. Birth Control in an Econometric Simulation 360
21. 18. The NBER/NSF Model Comparison Seminar: An Analysis of Results 380