Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys
收藏NBER1999-02-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w6926
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资源简介:
We examine the properties of the ASA-NBER forecasts for several US macroeconomic variables, specifically: (i) are the actual and forecast series integrated of the same order; (ii) are they cointegrated, and; (iii) is the cointegrating vector consistent with long run unitary elasticity of
提供机构:
美国国家经济研究局
创建时间:
1999-02-01



