; ; ; "ActiveFedora::Aggregation::ListSource" . a , ; "A Nine Variable Probabilistic Macroeconomic Forecasting Model"; ; "batchuser@example.com"; "Sims, Christopher A."; "Federal Reserve Bank of Minneapolis"; "E17 - General Aggregative Models: Forecasting and Simulation: Models and Applications", "C11 - Bayesian Analysis: General"; "This model extends one originally constructed by Robert Litterman in 1980 and used continuously since then to prepare quarterly forecasts. The current version is 3 variables larger than Litterman’s original model, and it now allows time variation in coefficients, predictable time variation in forecast error variance, and non-normality in disturbances. Despite this elaboration the model in a sense has just 12 parameters free to fit the behavior of 9 variables in 9 equations. The paper reports the model structure and summarizes some aspects of its recent forecasting performance."^^; "1989-05-01"; "2019-05-21T19:44:41.24113168+00:00"^^; "https://doi.org/10.21034/dp.14"; ; "https://creativecommons.org/licenses/by-nc/4.0/"; "Wed Apr 22 16:47:45 2020"; "https://creativecommons.org/licenses/by-nc/4.0/"; "Research Paper"; "727"; "Discussion paper (Federal Reserve Bank of Minneapolis. Institute for Empirical Macroeconomics)"; "014"; ; ; ; ; "Federal Reserve Bank of Minneapolis. Institute for Empirical Macroeconomics"; "Published in: Stock, J., & M. Watson, eds. _Business Cycles, Indicators, and Forecasting_. University of Chicago, 1993."^^; ; "Publication" . ; .