Forecasting with a real-time data set for macroeconomists

Comparing Predictive Accuracy

Francis X. Diebold, Roberto S. Mariano · Journal of Business and Economic Statistics · 1995 · 2.4K citations

Public Health, Economics, Causal Inference +15

Testing the equality of prediction mean squared errors

David I. Harvey, Stephen J. Leybourne, Paul Newbold · International Journal of Forecasting · 1997 · 2K citations

Natural Sciences, Mathematics, Machine Learning +7

Forecasting With Bayesian Vector Autoregressions—Five Years of Experience

Robert B. Litterman · Journal of Business and Economic Statistics · 1986 · 1.1K citations

Business, Business Economics, Economics +16

A real-time data set for macroeconomists

Dean Croushore, Tom Stark · Journal of Econometrics · 2001 · 781 citations

Computing, Economics, Finance +12

Forecasting with Bayesian Vector Autoregressions: Five Years of Experience

Robert B. Litterman · Journal of Business and Economic Statistics · 1986 · 403 citations

Business, Business Economics, Economics +17