| Introduction | |
| The SEMTSA Approach: | |
| Time series analysis and simultaneous equation econometric models | |
| Statistical analysis of econometric models | |
| Structural econometric modeling and time series analysis: an integrated approach | |
| Time series analysis, forecasting and econometric modeling: the structural econometric modeling, times series analysis (SEMTSA) approach | |
| Large sample estimation and testing procedures for dynamic equation systems | |
| Selected Applications: | |
| Time series and structural analysis of monetary models of the US economy | |
| Time series versus structural models: a case study of Canadian manufacturing inventory behavior | |
| Time series analysis of the German hyperinflation | |
| A time series analysis of seasonality in econometric models | |
| The behavior of speculative prices and the consistency of economic models | |
| A comparison of the stochastic processes of structural and time series exchange rate models | |
| Encompassing univariate models in multivariate times series: a case study | |
| Macroeconomic Forecasting and Modeling: | |
| Macroeconomic forecasting using pooled international data A. Garcia-Ferrer | |
| Forecasting international growth rates using Bayesian shrinkage and other procedures | |
| Turning points in economic time series, loss structures and Bayesian forecasting A. Zellner | |
| Forecasting turning points in international output growth rates using Bayesian exponentially weighted autoregression, time-varying parameter and pooling techniques | |
| Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates | |
| Pooling in dynamic panel data models: an application to forecasting GDP growth rates | |
| Forecasting turning points in countries' output growth rates: a response to Milton Friedman | |
| Using Bayesian techniques for data pooling in regional payroll forecasting | |
| Forecasting turning points in metropolitan employment growth rates using Bayesian techniques | |
| A note on aggregation, disaggregation and forecasting performance | |
| The Marshallian macroeconomic model | |
| Bayesian modeling of economies and data requirements | |
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