The Structural Econometric Time Series Analysis Approach

Introduction Part I. The SEMTSA Approach: 1. Time series analysis and simultaneous equation econometric models A. Zellner and F. C. Palm 2. Statistical analysis of econometric models A. Zellner 3. Structural econometric modeling and time series analysis: an integrated approach F. C. Palm 4. Time series analysis, forecasting and econometric modeling: the structural econometric modeling, times series analysis (SEMTSA) approach A. Zellner 5. Large sample estimation and testing procedures for dynamic equation systems F. Palm and A. Zellner Part II. Selected Applications: 6. Time series and structural analysis of monetary models of the US economy A. Zellner and F. Palm 7. Time series versus structural models: a case study of Canadian manufacturing inventory behavior P. K. Trivedi 8. Time series analysis of the German hyperinflation P. Evans 9. A time series analysis of seasonality in econometric models C. I. Plosser 10. The behavior of speculative prices and the consistency of economic models R. I. Webb 11. A comparison of the stochastic processes of structural and time series exchange rate models F. W. Ahking and S. M. Miller 12. Encompassing univariate models in multivariate times series: a case study A. Maravall and A. Mathis Part III. Macroeconomic Forecasting and Modeling: 13. Macroeconomic forecasting using pooled international data A. Garcia-Ferrer, R. A. Highfield, F. Palm and A. Zellner 14. Forecasting international growth rates using Bayesian shrinkage and other procedures A. Zellner and C. Hong 15. Turning points in economic time series, loss structures and Bayesian forecasting A. Zellner, C. Hong and G. M. Gulati 16. Forecasting turning points in international output growth rates using Bayesian exponentially weighted autoregression, time-varying parameter and pooling techniques A. Zellner, C. Hong and C. Min 17. Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates C. Min and A. Zellner 18. Pooling in dynamic panel data models: an application to forecasting GDP growth rates A. J. Hoogstrate, F. C. Palm and G. A. Pfann 19. Forecasting turning points in countries' output growth rates: a response to Milton Friedman A. Zellner and C. Min 20. Using Bayesian techniques for data pooling in regional payroll forecasting J. P. LeSage and M. Magura 21. Forecasting turning points in metropolitan employment growth rates using Bayesian techniques J. P. LeSage 22. A note on aggregation, disaggregation and forecasting performance A. Zellner and J. Tobias 23. The Marshallian macroeconomic model A. Zellner 24. Bayesian modeling of economies and data requirements A. Zellner and B. Chen.