NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Estimating Event Probabilities from Macroeconometric Models Using Stochastic Simulation

Ray C. Fair

Chapter in NBER book Business Cycles, Indicators and Forecasting (1993), James H. Stock and Mark W. Watson, editors (p. 157 - 178)
Conference held May 3-4, 1991
Published in January 1993 by University of Chicago Press
© 1993 by the National Bureau of Economic Research
in NBER Book Series Studies in Business Cycles

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This chapter first appeared as Estimating Event Probabilities from Macroeconomic Models Using Stochastic Simulation, Ray C. Fair
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