John Robertson
John Robertson
Senior Policy Advisor, Federal Reserve Bank of Atlanta
Verified email at
Cited by
Cited by
Vector autoregressions: forecasting and reality
JC Robertson, EW Tallman
Economic Review-Federal Reserve Bank of Atlanta 84 (1), 4, 1999
Resolving the liquidity effect
AR Pagan, JC Robertson
Review-Federal Reserve Bank of St. Louis 77 (3), 33, 1995
Monetary impacts on prices in the short and long run: some evidence from New Zealand
JC Robertson, D Orden
American Journal of Agricultural Economics 72 (1), 160-171, 1990
Structural models of the liquidity effect
AR Pagan, JC Robertson
Review of Economics and Statistics 80 (2), 202-217, 1998
Forecasting using relative entropy
JC Robertson, EW Tallman, CH Whiteman
Journal of Money, Credit and Banking, 383-401, 2005
Shocking stories
S Levtchenkova, AR Pagan, JC Robertson
Journal of Economic Surveys 12 (5), 507-532, 1998
Data vintages and measuring forecast model performance
JC Robertson, EW Tallman
Economic Review-Federal Reserve Bank of Atlanta 83 (4), 4, 1998
Using federal funds futures rates to predict Federal Reserve actions
JC Robertson, DL Thornton
Inter-university Consortium for Political and Social Research, 1998
Improving federal-funds rate forecasts in VAR models used for policy analysis
JC Robertson, EW Tallman
Journal of Business & Economic Statistics 19 (3), 324-330, 2001
Modeling exchange rate dynamics: non-linear dependence and thick tails
A McGuirk, J Robertson, A Spanos
Econometric Reviews 12 (1), 33-63, 1993
The emperor's new clothes: a critique of the multivariate t regression model
TS Breusch, JC Robertson, AH Welsh
Statistica Neerlandica 51 (3), 269-286, 1997
Forecasting using relative entropy
J Robertson, EW Tallman, CH Whiteman
FRB of Atlanta Working Paper, 2002
Some experiments in constructing a hybrid model for macroeconomic analysis
WJ McKibbin, AR Pagan, JC Robertson
Carnegie-Rochester Conference Series on Public Policy 49, 113-142, 1998
The effects of high growth on new business survival
T Choi, A Rupasingha, JC Robertson, NG Leigh
Review of Regional Studies 47 (1), 1-23, 2017
Willingness to participate and bids in a fishing vessel buyout program: a case study of New England groundfish
A Kitts, E Thunberg, J Robertson
Marine Resource Economics 15 (3), 221-232, 2000
Asymmetric labor force participation decisions over the business cycle: evidence from US microdata
JL Hotchkiss, JC Robertson
Working Paper, 2006
Central bank forecasting: an international comparison
JC Robertson
Economic Review-Federal Reserve Bank of Atlanta 85 (2), 21-32, 2000
Prior parameter uncertainty: Some implications for forecasting and policy analysis with VAR models
JC Robertson, EW Tallman
Working Paper, 1999
GMM and its Problems
AR Pagan, J Robertson
Manuscript, Australia National University, 1997
Forecasting for policy
AR Pagan, J Robertson
A companion to economic forecasting, 152-178, 2002
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