Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys
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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
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美国国家经济研究局创建时间：
1999-02-01
