Forecast robustness in macroeconometric models

Bootstrapping Macroeconometric Models

This paper outlines a complete bootstrapping approach to the estimation and analysis of macroeconometric models. It combines the bootstrapping literature initiated by Efron (1979) and the stochastic simulation literature initiated by Adelman and Adelman (1959).

Testing Structural Stability in Macroeconometric Models

Robustness Measurement in OS Forecast and Selection

Commercial Off-the-Shelf (COTS) operating systems have long been widely used. However, the problem concerning the robustness of such OSs is far from being solved. Although many efforts have been made in this research domain, people still find it difficult to make choices among various OSs for robustness concerns. This fast abstract presents a brief summary of our OS robustness measurement in ou...

Parallel Algorithms for Large Scale Macroeconometric Models

Macroeconometric models with forward-looking variables give raise to very large systems of equations that requires heavy computations. These models was influenced by the development of new and efficient computational techniques and they are an interesting testing ground for the numerical methods addressed in this research. The most difficult problem in solving such models is to obtain the solut...

Specification, Estimation, and Analysis of Macroeconometric Models

This book is printed on acid-free paper, and its binding materials have been chosen for strength and durability. To my children, Emily and Stephen, without whom considerable time would have been saved in completion qf this book-but .ro much joy lost Acknowledgments The beginnings of this book go back to my graduate student days, and thus my indebtedness to others is substantial. My thesis advis...