Estimating Event Probabilities from Macroeconometric Models Using Stochastic Simulation

Ray C. Fair
Published Date
Copyright 1993
ISBN 0-226-77488-0
Business Cycles, Indicators, and Forecasting - Volume 28
Book: Business Cycles, Indicators, and Forecasting
Book editors: James H. Stock & Mark W. Watson
PUBLISHER: University of Chicago Press
Series: Studies in Business Cycles
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Topics

Macroeconomics
Business Cycles

Published From Paper

Estimating Event Probabilities from Macroeconomic Models Using Stochastic Simulation
- Working Paper
This paper shows how probability questions can be answered within the context of macroeconometric models by using...

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