Concepedia

Forecasting the US real house price index: Structural and non-structural models with and without fundamentals

Rangan Gupta, Alain Kabundi, Stephen M. Miller

Economic Modelling · 2011 · 74 citations · 61 references

DOI

Concepts

References

61

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

, , +10

Macroeconomics and Reality

Christopher A. Sims · Econometrica · 1980 · 12.7K citations

, , +8

Inside the Black Box: The Credit Channel of Monetary Policy Transmission

Ben Bernanke, Mark Gertler · The Journal of Economic Perspectives · 1995 · 4.1K citations · Full text

, , +14

Principles of Econometrics

E. J. Hannan, Henri Theil · Technometrics · 1973 · 3.2K citations

Forecasting Using Principal Components From a Large Number of Predictors

James H. Stock, Mark W. Watson · Journal of the American Statistical Association · 2002 · 3.1K citations

, , +12