create a website

Can out-of-sample forecast comparisons help prevent overfitting?. (2000). Clark, Todd.
In: Research Working Paper.
RePEc:fip:fedkrw:rwp00-05.

Full description at Econpapers || Download paper

Cited: 5

Citations received by this document

Cites: 35

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Ein multisektoraler Sammelindikator für die Schweizer Konjunktur. (2006). Graff, Michael.
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2006-iv-4.

    Full description at Econpapers || Download paper

  2. Ein multisektoraler Sammelindikator fuer die Schweizer Konjunktur. (2005). Graff, Michael.
    In: KOF Working papers.
    RePEc:kof:wpskof:05-107.

    Full description at Econpapers || Download paper

  3. A Statistical Forecasting Method for Inflation Forecasting: Hitting Every Vector Autoregression and Forecasting under Model Uncertainty. (2004). Fujiwara, Ippei ; Koga, Maiko.
    In: Monetary and Economic Studies.
    RePEc:ime:imemes:v:22:y:2004:i:1:p:123-142.

    Full description at Econpapers || Download paper

  4. A Statistical Forecasting Method for Inflation Forecasting. (2002). Fujiwara, Ippei ; Koga, Maiko.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:02-e-5r.

    Full description at Econpapers || Download paper

  5. Evaluating long-horizon forecasts. (2001). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp01-14.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Amano, Robert A., and Simon van Norden, 1995, ìTerms of Trade and Real Exchange Rates: The Canadian Evidence,î Journal of International Money and Finance 14 (February), pp. 83-104.

  2. Ashley, R., C.W.J. Granger, and R. Schmalensee, 1980, ìAdvertising and Aggregate Consumption: An Analysis of Causality,î Econometrica 48 (July), pp. 1149-67.

  3. Campos, Julia, and Neil R. Ericsson, 1999, ìConstructive Data Mining: Modeling Consumersí Expenditure in Venezuela,î Econometrics Journal 2 (no. 2), pp. 226-40.

  4. Chao, John, Valentina Corradi, and Norman Swanson, 2000, ìAn Out of Sample Test for Granger Causality,î Macroeconomic Dynamics, forthcoming.

  5. Chinn, Menzie D., and Richard A. Meese, 1995, ìBanking On Currency Forecasts: How Predictable Is Change In Money?î Journal of International Economics 38 (February), pp. 161-178.

  6. Clark, Todd E., and Michael W. Mccracken, 2000, ìTests of Equal Forecast Accuracy and Encom- passing for Nested Models,î Journal of Econometrics, forthcoming.

  7. Cogley, Timothy, 1998, ìA Simple Adaptive Measure of Core Inflation,î Working Paper 98-6, Federal Reserve Bank of San Francisco, September.

  8. Denton, Frank T., 1985, ìData Mining as an Industry,î Review of Economics and Statistics 67 (February), pp. 124-27.

  9. Diebold, Francis X., and Roberto S. Mariano, 1995, ìComparing Predictive Accuracy,î Journal of Business and Economic Statistics 13 (July), pp. 253-63.

  10. Evans, Martin D.D., and Richard K. Lyons, 1999, ìOrder Flow and Exchange Rate Dynamics,î Journal of Political Economy, forthcoming.

  11. George, Edward I., and Robert E. McCulloch, 1993, ìVariable Selection Via Gibbs Sampling,î Journal of the American Statistical Association 88 (September), pp. 881-89.
    Paper not yet in RePEc: Add citation now
  12. Granger, C.W.J., and Paul Newbold, 1977, Forecasting Economic Time Series, New York: Aca- demic Press.
    Paper not yet in RePEc: Add citation now
  13. Granger, Clive W.J., Maxwell L. King, and Halbert White, 1995, ìComments on Testing Economic Theories and the Use of Model Selection Criteria,î Journal of Econometrics 67 (May), pp.

  14. Hand, David J., 1999, ìDiscussion Contribution on ëData Mining Reconsidered: Encompassing and the GeneralótoóSpecific Approach to Specification Searchí by Hoover and Perez,î Econometrics Journal 2 (no. 2), pp. 241-43.

  15. Hansen, Bruce E., 1999, ìDiscussion of ëData Mining Reconsideredí,î Econometrics Journal 2 (no.

  16. Harvey, David I., Stephen J. Leybourne, and Paul Newbold, 1998, ìTests for Forecast Encompass- ing,î Journal of Business and Economic Statistics 16 (April), pp. 254-59.

  17. Hendry, David F., 1995, Dynamic Econometrics, New York and Oxford: Oxford University Press.
    Paper not yet in RePEc: Add citation now
  18. Hendry, David F., and HansóMartin Krolzig, 1999, ìImproving on ëData Mining Reconsideredí by K.D. Hoover and S.J. Perez,î Econometrics Journal 2 (no. 2), pp. 202-219.

  19. Hoover, Kevin D., and Stephen J. Perez, 1999, ìData Mining Reconsidered: Encompassing and the GeneralótoóSpecific Approach to Specification Search,î Econometrics Journal 2 (no. 2), pp.

  20. Knox, Thomas, James H. Stock, and Mark W. Watson, 2000, ìEmpirical Bayes Forecasts of One Time Series Using Many Predictors,î manuscript, Harvard University.

  21. Krolzig, HansóMartin, and David F. Hendry, 2000, ìComputer Automation of GeneralótoóSpecific Model Selection Procedures,î Journal of Economic Dynamics and Control, forthcoming.

  22. Lettau, Martin, and Sydney Ludvigson, 2000, ìConsumption, Aggregate Wealth and Expected Stock Returns,î Journal of Finance, forthcoming.
    Paper not yet in RePEc: Add citation now
  23. Lovell, Michael C., 1983, ìData Mining,î Review of Economics and Statistics 65 (February), pp.

  24. Mccracken, Michael W., 1999, ìAsymptotics for OutóofóSample Tests of Causality,î manuscript, Louisiana State University.

  25. Mccracken, Michael W., 2000, ìData Mining and OutóofóSample Inference,î manuscript, Louisiana State University.
    Paper not yet in RePEc: Add citation now
  26. Meese, Richard A., and Kenneth Rogoff, 1983, ìEmpirical Exchange Rate Models of the Seventies: Do They Fit Out of Sample?î Journal of International Economics 14 (February), pp. 3-24.

  27. Meese, Richard, and Kenneth Rogoff, 1988, ìWas It Real? The Exchange RateóInterest Differential Relation Over The Modern FloatingóRate Period,î Journal of Finance 43 (September), pp.

  28. Mizon, Grayham E., 1995, ìProgressive Modeling of Macroeconomic Time Series: the LSE Method- ology,î in Macroeconometrics: Developments, Tensions and Prospects, Kevin D. Hoover, ed., Boston: Kluwer, pp. 107-70.
    Paper not yet in RePEc: Add citation now
  29. Stock, James H., and Mark W. Watson, 1998, ìDiffusion Indexes,î NBER Working Paper 6702.

  30. Stock, James H., and Mark W. Watson, 1999, ìForecasting Inflation,î Journal of Monetary Eco- nomics 44 (October), pp. 293-335.
    Paper not yet in RePEc: Add citation now
  31. Theil, Henri, 1971, Principles of Econometrics, New York: Wiley.
    Paper not yet in RePEc: Add citation now
  32. Watson, Mark W., 2000, ìMacroeconomic Forecasting Using Many Predictors,î manuscript, Prince- ton University.
    Paper not yet in RePEc: Add citation now
  33. West, Kenneth D., 1996, ìAsymptotic Inference About Predictive Ability,î Econometrica 64 (September), pp. 1067-84.

  34. West, Kenneth D., and Michael W. Mccracken, 1998, ìRegressionóBased Tests of Predictive Abil- ity,î International Economic Review 39 (November), pp. 817-40.

  35. White, Halbert, 2000, ìA Reality Check for Data Snooping,î Econometrica 68 (September), 1097- 1126.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Productivity, commodity prices and the real exchange rate: The long-run behavior of the Canada–US exchange rate. (2014). Schembri, Lawrence ; Choudhri, Ehsan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:29:y:2014:i:c:p:537-551.

    Full description at Econpapers || Download paper

  2. Multilateral adjustment, regime switching and real exchange rate dynamics. (2014). Schembri, Lawrence ; Kano, Takashi ; Bailliu, Jeannine ; Dib, Ali .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:27:y:2014:i:c:p:68-87.

    Full description at Econpapers || Download paper

  3. Exchange Rates and Commodity Prices : Measuring Causality at Multiple Horizons. (2013). Galbraith, John ; Dufour, Jean-Marie ; Zhang, Hui Jun .
    In: Cahiers de recherche.
    RePEc:mtl:montec:14-2013.

    Full description at Econpapers || Download paper

  4. Foreign exchange markets and oil prices in Asia. (2013). Narayan, Seema.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:28:y:2013:i:c:p:41-50.

    Full description at Econpapers || Download paper

  5. Exchange rates and commodity prices: measuring causality at multiple horizons. (2013). Galbraith, John ; Dufour, Jean-Marie ; Zhang, Hui Jun .
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2013s-39.

    Full description at Econpapers || Download paper

  6. Exchange Rate Predictability. (2013). Rossi, Barbara.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:51:y:2013:i:4:p:1063-1119.

    Full description at Econpapers || Download paper

  7. The changing relationship between commodity prices and equity prices in commodity exporting. (2012). Rossi, Barbara.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1405.

    Full description at Econpapers || Download paper

  8. Forecasting Exchange Rates with Commodity Convenience Yields. (2012). Beutler, Toni.
    In: Working Papers.
    RePEc:szg:worpap:1203.

    Full description at Econpapers || Download paper

  9. Does the Canadian economy suffer from Dutch disease?. (2012). Coulombe, Serge ; Bos, Charles ; Beine, Michel.
    In: Resource and Energy Economics.
    RePEc:eee:resene:v:34:y:2012:i:4:p:468-492.

    Full description at Econpapers || Download paper

  10. The real exchange rate of an oil exporting economy: Empirical evidence from Nigeria. (2011). Suleiman, Hassan ; Muhammad, Zahid .
    In: FIW Working Paper series.
    RePEc:wsr:wpaper:y:2011:i:072.

    Full description at Econpapers || Download paper

  11. The real exchange rate determination: An empirical investigation. (2011). Tsen, Wong Hock.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:20:y:2011:i:4:p:800-811.

    Full description at Econpapers || Download paper

  12. Home bias, distribution services and determinants of real exchange rates. (2011). Chaban, Maxym.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:33:y:2011:i:4:p:793-806.

    Full description at Econpapers || Download paper

  13. Cointegration analysis with structural breaks and deterministic trends: an application to the Canadian dollar. (2010). Chaban, Maxym.
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:23:p:3023-3037.

    Full description at Econpapers || Download paper

  14. Timing exchange rates using order flow: The case of the Loonie. (2010). Sojli, Elvira ; Sarno, Lucio ; King, Michael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:12:p:2917-2928.

    Full description at Econpapers || Download paper

  15. Does the Canadian economy suffer from Dutch Disease?. (2009). Coulombe, Serge ; Bos, Charles ; Beine, Michel.
    In: CREA Discussion Paper Series.
    RePEc:luc:wpaper:09-06.

    Full description at Econpapers || Download paper

  16. Commodity currencies and equity flows. (2009). Chaban, Maxym.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:5:p:836-852.

    Full description at Econpapers || Download paper

  17. Commodity currencies and currency commodities. (2008). Fry-McKibbin, Renee ; Clements, Kenneth.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:33:y:2008:i:2:p:55-73.

    Full description at Econpapers || Download paper

  18. Do Terms of Trade Drive Real Exchange Rates? Comparing Oil and Commodity Currencies. (2008). Mignon, Valérie ; COUHARDE, Cécile ; Coudert, Virginie.
    In: Working Papers.
    RePEc:cii:cepidt:2008-32.

    Full description at Econpapers || Download paper

  19. THE ROLE OF COMMODITY TERMS OF TRADE IN DETERMINING THE REAL EXCHANGE RATES OF MEDITERRANEAN COUNTRIES. (2007). Ordóñez, Javier ; Cuestas, Juan ; Camarero, Mariam ; Ordoez, Javier.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2007-15.

    Full description at Econpapers || Download paper

  20. Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market. (2007). Gradojevic, Nikola.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:2:p:557-574.

    Full description at Econpapers || Download paper

  21. Commodity Currencies and Currency Commodities. (2006). Fry-McKibbin, Renee ; Clements, Kenneth.
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:06-17.

    Full description at Econpapers || Download paper

  22. COMMODITY CURRENCIES AND CURRENCY COMMODITIES. (2006). Fry-McKibbin, Renee ; Clements, Kenneth.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2006-19.

    Full description at Econpapers || Download paper

  23. Measuring financial stress in a developed country: An application to Canada. (2006). Illing, Mark ; Liu, Ying.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:2:y:2006:i:3:p:243-265.

    Full description at Econpapers || Download paper

  24. Inflation targets versus international monetary integration: a Canadian perspective. (2005). Laidler, David.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:16:y:2005:i:1:p:35-64.

    Full description at Econpapers || Download paper

  25. Commodity currencies and the real exchange rate. (2004). Cespedes, Luis ; Cashin, Paul ; Sahay, Ratna.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:75:y:2004:i:1:p:239-268.

    Full description at Econpapers || Download paper

  26. Identifying terms of trade effects in real exchange rate movements: evidence from Asia. (2004). Dungey, Mardi.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:15:y:2004:i:2:p:217-235.

    Full description at Econpapers || Download paper

  27. The Real Exchange Rate in Small Open Developed Economies: Evidence from Cointegration Analysis. (2003). Miller, Stephen ; Chortareas, Georgios ; Bagchi, Debabrata.
    In: Working papers.
    RePEc:uct:uconnp:2003-27.

    Full description at Econpapers || Download paper

  28. Long-term trend and short-run dynamics of the Canadian dollar: an error correction modelling approach. (2003). Moazzami, B. ; Anderson, F. J..
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:13:p:1527-1530.

    Full description at Econpapers || Download paper

  29. Commodity Currencies and the Real Exchange Rate. (2003). Cespedes, Luis ; Cashin, Paul ; Sahay, Ratna.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:236.

    Full description at Econpapers || Download paper

  30. An Index of Financial Stress for Canada. (2003). Illing, Mark ; Liu, Ying.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-14.

    Full description at Econpapers || Download paper

  31. Supply Shocks and Real Exchange Rate Dynamics: Canadian Evidence. (2002). Celine Gauthier et David Tessier, .
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-31.

    Full description at Econpapers || Download paper

  32. The Usefulness of Consumer Confidence Indexes in the United States. (2002). Desroches, Brigitte ; Gosselin, Marc-Andre .
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-22.

    Full description at Econpapers || Download paper

  33. Tests of equal forecast accuracy and encompassing for nested models. (2001). McCracken, Michael ; Clark, Todd.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:105:y:2001:i:1:p:85-110.

    Full description at Econpapers || Download paper

  34. La théorie des zones monétaires optimales : l’optimum, le praticable, le crédible et le réel. (2000). Schor, Armand-Denis .
    In: L'Actualité Economique.
    RePEc:ris:actuec:v:76:y:2000:i:4:p:545-576.

    Full description at Econpapers || Download paper

  35. Can out-of-sample forecast comparisons help prevent overfitting?. (2000). Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp00-05.

    Full description at Econpapers || Download paper

  36. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (2000). McCracken, Michael ; Clark, Todd.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0319.

    Full description at Econpapers || Download paper

  37. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (1999). McCracken, Michael ; Clark, Todd.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:1241.

    Full description at Econpapers || Download paper

  38. The Applied Cointegration Analysis for the Open Economy: A Critical Review. (1999). Kang, Heejoon.
    In: Open Economies Review.
    RePEc:kap:openec:v:10:y:1999:i:3:p:325-346.

    Full description at Econpapers || Download paper

  39. Tests of equal forecast accuracy and encompassing for nested models. (1999). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:99-11.

    Full description at Econpapers || Download paper

  40. Oil prices and the rise and fall of the US real exchange rate. (1998). van Norden, Simon ; Amano, Robert.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:17:y:1998:i:2:p:299-316.

    Full description at Econpapers || Download paper

  41. Financial-asset Prices and Monetary Policy: Theory and Evidence. (1997). Smets, Frank.
    In: RBA Annual Conference Volume.
    RePEc:rba:rbaacv:acv1997-14.

    Full description at Econpapers || Download paper

  42. Gold and commodity prices as leading indicators of inflation: Tests of long-run relationship and predictive performance. (1997). Mahdavi, Saeid ; Zhou, SU.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:49:y:1997:i:5:p:475-489.

    Full description at Econpapers || Download paper

  43. Financial asset prices and monetary policy: theory and evidence. (1997). Smets, Frank.
    In: BIS Working Papers.
    RePEc:bis:biswps:47.

    Full description at Econpapers || Download paper

  44. Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples. (1997). van Norden, Simon ; Godbout, Marie-Josee.
    In: Staff Working Papers.
    RePEc:bca:bocawp:97-1.

    Full description at Econpapers || Download paper

  45. Simple vs. generalized interest rate and purchasing power parity models of exchange rates. (1996). Mahdavi, Saeid ; Zhou, SU.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:36:y:1996:i:2:p:197-218.

    Full description at Econpapers || Download paper

  46. Cointegration test of a long-run relation between the trade balance and the terms of trade in sixteen countries. (1996). Arize, A. C..
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:7:y:1996:i:2:p:203-215.

    Full description at Econpapers || Download paper

  47. The Commodity-Price Cycle and Regional Economic Performance in Canada.. (1996). Lefebvre, M. ; Poloz, S. S..
    In: Staff Working Papers.
    RePEc:bca:bocawp:96-12.

    Full description at Econpapers || Download paper

  48. Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach. (1996). Vigfusson, Robert.
    In: Staff Working Papers.
    RePEc:bca:bocawp:96-1.

    Full description at Econpapers || Download paper

  49. Exchange Rates and Oil Prices. (1995). van Norden, Simon ; Amano, Robert.
    In: International Finance.
    RePEc:wpa:wuwpif:9509001.

    Full description at Econpapers || Download paper

  50. Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate. (1995). van Norden, Simon ; Amano, Robert.
    In: International Finance.
    RePEc:wpa:wuwpif:9502001.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-24 16:02:20 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy