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An Analysis of Tax Revenue Forecast Errors - WP 07/02

References

Basu, Suman, Carl Emmerson and Christine Frayne (2003) “An examination of the IFS corporation tax forecasting record.” London, The Institute for Fiscal Studies, WP03/21.

Granger, Clive W.J. (1989) “Combining forecasts - twenty years later.” Journal of Forecasting 8: 167-173.

Harvey, Andrew C. (1989) Forecasting, Structural Time Series Models and the Kalman Filter. (Cambridge University Press).

Harvey, Andrew C. and A. Jaeger (1993) “Detrending, stylized facts and the business cycle.” Journal of Applied Econometrics 8(3): 231-247.

Hodrick, Robert J. and Edward C. Prescott (1997) “Post-war U.S. business cycles: an empirical investigation.” Journal of Money, Credit and Banking 29: 1-16.

Mühleisen, Martin, Stephan Danninger, David Hauner, Kornélia Krajnyák and Ben Sutton (2005) “How do Canadian Budget forecasts compare with those of other industrial countries?” Washington, International Monetary Fund, IMF Working Paper 05/66.

O'Neill, Tim (2005) “Review of Canadian Federal Fiscal Forecasting, Processes and Systems.” Department of Finance Canada <http://www.fin.gc.ca/activty/pubs/Oneil/PDF/Oneil_e.pdf>

Rich, Robert, Jason Bram, Andrew Haughwout, James Orr, Rae Rosen and Rebecca Sela (2005) “Using regional economic indices to forecast tax bases: evidence from New York.” The Review of Economics and Statistics 87: 627-634.

Schoefisch, Ulf D. (2005) “Examination of the New Zealand Treasury's tax forecasting methods and processes.” Wellington, The Treasury, October.

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