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International Economic Review

Vol. 39, No. 4, Nov., 1998

Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance
https://www.jstor.org/stable/i343365

Table of Contents

  1. Volume Information (pp. i-v)
    https://www.jstor.org/stable/2527337
  2. Front Matter
    https://www.jstor.org/stable/2527338
  3. Regression-Based Tests of Predictive Ability (pp. 817-840)
    Kenneth D. West and Michael W. McCracken
    https://doi.org/10.2307/2527340
    https://www.jstor.org/stable/2527340
  4. Evaluating Interval Forecasts (pp. 841-862)
    Peter F. Christoffersen
    https://doi.org/10.2307/2527341
    https://www.jstor.org/stable/2527341
  5. Evaluating Density Forecasts with Applications to Financial Risk Management (pp. 863-883)
    Francis X. Diebold, Todd A. Gunther and Anthony S. Tay
    https://doi.org/10.2307/2527342
    https://www.jstor.org/stable/2527342
  6. Do Measures of Monetary Policy in a Var Make Sense? (pp. 907-931)
    Glenn D. Rudebusch
    https://doi.org/10.2307/2527344
    https://www.jstor.org/stable/2527344
  7. Bayesian Methods for Dynamic Multivariate Models (pp. 949-968)
    Christopher A. Sims and Tao Zha
    https://doi.org/10.2307/2527347
    https://www.jstor.org/stable/2527347
  8. Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa (pp. 997-1014)
    Christopher Otrok and Charles H. Whiteman
    https://doi.org/10.2307/2527349
    https://www.jstor.org/stable/2527349
  9. Valid Confidence Intervals and Inference in the Presence of Weak Instruments (pp. 1119-1144)
    Eric Zivot, Richard Startz and Charles R. Nelson
    https://doi.org/10.2307/2527355
    https://www.jstor.org/stable/2527355
  10. Publications Received (pp. 1145-1146)
    https://www.jstor.org/stable/2527356
  11. Back Matter
    https://www.jstor.org/stable/2527357