Econometric Models of Cyclical Behavior, Volumes 1 and 2

Bert G. Hickman

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Econometric Models of Cyclical Behavior, Volumes 1 and 2

Bert G. Hickman , editor

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Published Date January 1972

ISBN 0870142321

PUBLISHER: NBER

Series: Studies in Income and Wealth

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2019. Econometric Models of Cyclical Behavior, Volumes 1 and 2. NBER. https://www.nber.org/books-and-chapters/econometric-models-cyclical-behavior-volumes-1-and-2.

Front Matter to "Econometric Models of Cyclical Behavior, Volumes 1 and 2"

Author(s): Bert G. Hickman

Introduction and Summary to "Econometric Models of Cyclical Behavior, Volumes 1 and 2"

Author(s): Bert G. Hickman (p. 1-22)

Chapter 1: Short- and Long-Term Simulations with the OBE Econometric Model

Author(s): Maurice Liebenberg & Albert A. Hirsch (p. 25-138)

Chapter 2: Short-Run Prediction and Long-Run Simulation of the Wharton Model

Author(s): Michael D. McCarthy (p. 139-200)

Chapter 3: Short- and Long-Term Simulations with the Brookings Model

Author(s): Gary Fromm (p. 201-310)

Chapter 4: Business Cycle Analysis of Econometric Model Simulations

Author(s): Victor Zarnowitz, Charlotte Boschan & Geoffrey H. Moore (p. 311-541)

Chapter 5: Appendix To Part 1: Equations and Definitions of Variables for the FRB-MIT-Penn Econometric Model, November 1969

Author(s): Albert Ando, Franco Modigliani & Robert Rasche (p. 543-598)

Chapter 6: Dynamic Properties of a Condensed Version of the Wharton Model (beginning of Volume 2)

Author(s): E. Philip Howrey (p. 601-671)

Chapter 7: Effects of Aggregation Over Time on Dynamic Characteristics of an Econometric Model

Author(s): Robert F. Engle & Ta-Chung Liu (p. 673-737)

Chapter 8: An Econometric Model of Business Cycles

Author(s): Gregory C. Chow, Geoffrey H. Moore & An-loh Lin (p. 739-809)

Chapter 9: The Predictive Performance of Quarterly Econometric Models of the United States

Author(s): Ronald L. Cooper (p. 813-947)

Chapter 10: An Analysis of the Forecasting Properties of U.S. Econometric Models

Author(s): Yoel Haitovsky (p. 949-1158)

Chapter 11: Forecasting with Statistical Indicators

Author(s): (p. 1159-1207)

Comment (p. 1209-1210)

Chapter 12: A Note on Scientific Method in Forecasting

Author(s): V Lewis Bassie (p. 1211-1218)

Index to "Econometric Models of Cyclical Behavior, Volumes 1 and 2"

Author(s): Bert G. Hickman (p. 1219-1225)

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