Contents

pp v-viii

List of contributors

pp ix-x

Acknowledgments

pp xi-xii

Introduction

pp xiii-xvi

Part I - The SEMTSA approach

pp 1-2

1 - Time series analysis and simultaneous equation econometric models (1974)

pp 3-43

2 - Statistical analysis of econometric models (1979)

pp 44-95

3 - Structural econometric modeling and time series analysis: an integrated approach (1983)

pp 96-174

4 - Time series analysis, forecasting, and econometric modeling: the structural econometric modeling, time series analysis (SEMTSA) approach (1994)

pp 175-200

5 - Large-sample estimation and testing procedures for dynamic equation systems (1980)

pp 201-240

Part II - Selected applications

pp 241-242

6 - Time series and structural analysis of monetary models of the US economy (1975)

pp 243-287

7 - Time series versus structural models: a case study of Canadian manufacturing inventory behavior (1975)

pp 288-314

8 - Time series analysis of the German hyperinflation (1978)

pp 315-331

9 - A time series analysis of seasonality in econometric models (1978)

pp 332-396

10 - The behavior of speculative prices and the consistency of economic models (1985)

pp 397-404

11 - A comparison of the stochastic processes of structural and time series exchange rate models (1987)

pp 405-417

12 - Encompassing univariate models in multivariate time series: a case study (1994)

pp 418-454

Part III - Macroeconomic forecasting and modeling

pp 455-456

13 - Macroeconomic forecasting using pooled international data (1987)

pp 457-484

14 - Forecasting international growth rates using Bayesian shrinkage and other procedures (1989)

pp 485-505

15 - Turning points in economic time series, loss structures, and Bayesian forecasting (1990)

pp 506-527

16 - Forecasting turning points in international output growth rates using Bayesian exponentially weighted autoregression, time-varying parameter, and pooling techniques (1991)

pp 528-558

17 - Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates (1993)

pp 559-589

18 - Pooling in dynamic panel data models: an application to forecasting GDP growth rates (2000)

pp 590-611

19 - Forecasting turning points in countries' output growth rates: a response to Milton Friedman (1999)

pp 612-616

Part IV - Disaggregation, forecasting, and modeling

pp 617-618

20 - Using Bayesian techniques for data pooling in regional payroll forecasting (1990)

pp 619-636

21 - Forecasting turning points in metropolitan employment growth rates using Bayesian techniques (1990)

pp 637-655