1. On business cycle forecasting. (2020). , Eric ; Lai, Huiwen.
   In: Frontiers of Business Research in China.
   RePEc:spr:fobric:v:14:y:2020:i:1:d:10.1186_s11782-020-00085-3.

   Full description at Econpapers || Download paper

2. Mixed Sampling Panel Data Model for Regional Job Vacancies Forecasting. (2017). .
   In: Eco-Economics Review.
   RePEc:eub:ecoecr:v:3:y:2017:i:1:p:3-20.

   Full description at Econpapers || Download paper

3. Mixed Sampling Panel Data Model for Regional Job Vacancies Forecasting. (2017). Jula, Dorin.
   In: Eco-Economics Review.
   RePEc:eub:ecoecr:v:1:y:2017:i:1:p:3-20.

   Full description at Econpapers || Download paper

4. Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets. (2014). Clements, Michael.
   In: ICMA Centre Discussion Papers in Finance.
   RePEc:rdg:icmadp:icma-dp2014-06.

   Full description at Econpapers || Download paper

5. Measuring Macroeconomic Uncertainty: US Inflation and Output Growth. (2014). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz.
   In: ICMA Centre Discussion Papers in Finance.
   RePEc:rdg:icmadp:icma-dp2014-04.

   Full description at Econpapers || Download paper

6. A multi-country approach to forecasting output growth using PMIs. (2014). Pesaran, M ; Chudik, Alexander ; Grossman, Valerie.
   In: Globalization Institute Working Papers.
   RePEc:fip:feddgw:213.

   Full description at Econpapers || Download paper

7. A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates. (2014). Marcellino, Massimiliano ; Foroni, Claudia.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:30:y:2014:i:3:p:554-568.

   Full description at Econpapers || Download paper

8. A Multi-Country Approach to Forecasting Output Growth Using PMIs. (2014). Pesaran, M ; Chudik, Alexander ; Grossman, Valerie.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_5100.

   Full description at Econpapers || Download paper

9. Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment. (2013). Scheufele, Rolf ; Heinisch, Katja.
   In: IWH Discussion Papers.
   RePEc:zbw:iwhdps:iwh-7-13.

   Full description at Econpapers || Download paper

10. Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling. (2013). Wright, Jonathan ; Ng, Serena.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19469.

    Full description at Econpapers || Download paper

11. Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data). (2012). Urbain, Jean-Pierre ; Hecq, Alain ; Götz, Thomas ; Gotz Thomas B., .
    In: Research Memorandum.
    RePEc:unm:umamet:2012021.

    Full description at Econpapers || Download paper

12. Forecasting Mixed Frequency Time Series with ECM-MIDAS Models. (2012). Urbain, Jean-Pierre ; Hecq, Alain ; Götz, Thomas.
    In: Research Memorandum.
    RePEc:unm:umamet:2012012.

    Full description at Econpapers || Download paper

13. Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment. (2012). Scheufele, Rolf ; Heinisch, Katja ; Drechsel, Katja .
    In: Working Papers.
    RePEc:snb:snbwpa:2012-16.

    Full description at Econpapers || Download paper

14. Real-time forecasting in a data-rich environment. (2012). Liebermann, Joëlle.
    In: MPRA Paper.
    RePEc:pra:mprapa:39452.

    Full description at Econpapers || Download paper

15. What does financial volatility tell us about macroeconomic fluctuations?. (2012). Yoldas, Emre ; Senyuz, Zeynep ; Chauvet, Marcelle.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2012-09.

    Full description at Econpapers || Download paper

16. U-MIDAS: MIDAS regressions with unrestricted lag polynomials. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Foroni, Claudia.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:201135.

    Full description at Econpapers || Download paper

17. What does financial volatility tell us about macroeconomic fluctuations?. (2011). Yoldas, Emre ; Senyuz, Zeynep ; Chauvet, Marcelle.
    In: MPRA Paper.
    RePEc:pra:mprapa:34104.

    Full description at Econpapers || Download paper

18. Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP. (2011). Schumacher, Christian.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:231:y:2011:i:1:p:28-49.

    Full description at Econpapers || Download paper

19. Estimating VARs sampled at mixed or irregular spaced frequencies : a Bayesian approach. (2011). Kim, Tae Bong ; Foerster, Andrew ; Chiu, Ching-Wai (Jeremy) ; Seoane, Hernan D. ; Eraker, Bjorn .
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp11-11.

    Full description at Econpapers || Download paper

20. Size, book-to-market ratio and macroeconomic news. (2011). Cenesizoglu, Tolga.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:2:p:248-270.

    Full description at Econpapers || Download paper

21. Markov-switching MIDAS models. (2011). Marcellino, Massimiliano ; Guérin, Pierre ; Guerin, Pierre .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8234.

    Full description at Econpapers || Download paper

22. FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure. (2011). Monteforte, Libero ; Frale, Cecilia .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_788_11.

    Full description at Econpapers || Download paper

23. Size, Book-to-Market Ratio and Macroeconomic News. (2010). Cenesizoglu, Tolga.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1033.

    Full description at Econpapers || Download paper

24. MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir .
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2009/32.

    Full description at Econpapers || Download paper

25. MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7445.

    Full description at Econpapers || Download paper

1. , 1989, Testing the spread, Federal Reserve Bank Chicago Economic Perspectives 13, 2234.
   Paper not yet in RePEc: Add citation now
   
2. , 1989b, Forecasts of economic growth from the bond and stock markets, Financial Analysts Journal 45, 3845.
   Paper not yet in RePEc: Add citation now
   
3. , 1990, On the predictive power of interest rates and interest rate spreads, New England Economic Review pp. 5168.
   Paper not yet in RePEc: Add citation now
   
4. , 1990b, What does the term structure tell us about future inflation?, Journal of Monetary Economics 25, 7795.
   Paper not yet in RePEc: Add citation now
   
5. , 1998, Foundations of the goldilocks economy: Supply shocks and the time-varying nairu, Brookings Papers of Economic Activity 1, 297333.
   Paper not yet in RePEc: Add citation now
   
6. , 2002a, Forecasting using principal components from a large number of predictors, Journal of the American Statistical Association 97, 11671179.
   Paper not yet in RePEc: Add citation now
   
7. , 2002b, Macroeconomic forecasting using diffusion indexes, Journal of Business and Economic Statistics 20, 147162.
   Paper not yet in RePEc: Add citation now
   
8. , 2003, Do financial variables help forecasting inflation and real activity in the euro area?, Journal of Monetary Economics 50, 12431255.
   Paper not yet in RePEc: Add citation now
   
9. , 2003, Forecasting output and inflation: the role of asset prices, Journal of Economic Literature pp. 788829.
   Paper not yet in RePEc: Add citation now
   
10. , 2004, Combination forecasts of output growth in a seven-country data set, Journal of Forecasting 23, 405430.
    Paper not yet in RePEc: Add citation now
    
11. , 2005, The generalized dynamic factor model, Journal of the American Statistical Association 100, 830840.
    Paper not yet in RePEc: Add citation now
    

12. , 2005, The power of tests of predictive ability in the presence of structural breaks, Journal of Econometrics 124, 131.

13. , 2005, There is a risk-return tradeoff after all, Journal of Financial Economics 76, 509548.
    Paper not yet in RePEc: Add citation now
    
14. , 2006, Macroeconomic forecasting using many predictors, in G. Elliott, C. Granger, and A. Timmermann, ed.: Handbook of Economic Forecasting . pp. 87115 (North Holland: Amsterdam).
    Paper not yet in RePEc: Add citation now
    
15. , 2007, Mixing frequencies: Stock returns as a predictor of real output growth, Discussion Paper SMU.
    Paper not yet in RePEc: Add citation now
    
16. , 2007, Why has us inflation become harder to forecast?, Journal of Money, Credit and Banking 39, 333.
    Paper not yet in RePEc: Add citation now
    
17. , 2008, Large dimensional factor analysis, in Foundations and Trends in Econometrics,vol. 3 . pp. 89163 (now Publishers: Hanover).
    Paper not yet in RePEc: Add citation now
    
18. , 2008a, Forecasting in dynamic factor models subject to structural instability, in Jennifer Castle, and Neil Shephard, ed.: The Methodology and Practice of Econometrics, A Festschrift in Honour of Professor David F. Hendry. Oxford University Press.
    Paper not yet in RePEc: Add citation now
    
19. , 2008b, Phillips curve inflation forecasts, NBER Working paper.
    Paper not yet in RePEc: Add citation now
    
20. , 2009, Forecasting us output growth using leading indicators: An appraisal using midas models, Journal of Applied Econometrics 24, 11871206.
    Paper not yet in RePEc: Add citation now
    
21. , 2009, Macro factors in bond risk premia, The Review of Financial Studies 12, 50275067.
    Paper not yet in RePEc: Add citation now
    
22. , 2010b, Technical appendix: Should macroeconomic forecasters use daily financial data and how?, Available at http://www.unc.edu/~eghysels/working_papers.html.
    Paper not yet in RePEc: Add citation now
    

23. , Mark Gertler, and Mark Watson, 1997, Systematic monetary policy and the effects of oil price shocks, Brookings Papers on Economic Activity 1, 91157.

24. Aiolfi, Marco, and Allan Timmermann, 2006, Persistence in forecasting performance and conditional combination strategies, Journal of Econometrics 135, 3153.

25. Andreou, Elena, Eric Ghysels, and Andros Kourtellos, 2010a, Regression models with mixed sampling frequencies, Journal of Econometrics 158, 246261.

26. Ang, Andrew, Geert Bekaert, and Ming Wei, 2007, Do macro variables, asset markets, or surveys forecast inflation better?, Journal of Monetary Economics 54, 11631212.

27. Ang, Andrew, Monika Piazzesi, and Ming Wei, 2006, What does the yield curve tell us about gdp growth?, Journal of Econometrics 131, 359403.

28. Angelini, Elena, Gonzalo Camba-Mendez, Domenico Giannone, Gerhard Runstler, and Lucrezia Reichlin, 2008, A two-step estimator for large approximate dynamic factor models based on kalman filtering, ECB Working Papers.

29. Armesto, Michelle T., Ruben Hernandez-Murillo, Michael Owyang, and Jeremy Piger, 2009, Measuring the information content of the beige book: A mixed data sampling approach, Journal of Money, Credit and Banking 41, 3555.

30. Atkeson, Andrew, and Lee E. Ohanian, 2001, Are phillips curves useful for forecasting inflation?, Federal Reserve Bank of Minneapolis Quarterly Review 25, 211.

31. Avramov, Doron, 2002, Stock return predictability and model uncertainty, Journal of Financial Economics 64, 423458.

32. Bai, Jennie, Eric Ghysels, and Jonathan Wright, 2009, State space models and midas regressions, Working paper, NY Fed, UNC and Johns Hopkins.
    Paper not yet in RePEc: Add citation now
    

33. Bai, Jushan, 2003, Inferential theory for factor models of large dimensions, Econometrica pp. 135171.

34. Bai, Jushan, and Serena Ng, 2002, Determining the number of factors in approximate factor models, Econometrica 70, 191221.

35. Barro, Robert J., 1990, The stock market and investment, Review of Financial Studies 3, 115131.

36. Bates, John, and Clive W.J. Granger, 1969, The combination of forecasts, Operations Research pp. 451468.
    Paper not yet in RePEc: Add citation now
    

37. Bernanke, Ben S., and Allan S. Blinder, 1992, The federal funds rate and the channels of monetary transmission, American Economic Review 82, 901921.

38. Bernanke, Ben, 1983, Nonmonetary effects of the financial crisis in the propagation of the great depression, American Economic Review 73, 257276.

39. Chen, Xilong, and Eric Ghysels, 2010, News - good or bad - and its impact on predicting future volatility, Review of Financial Studies, forthcoming.
    Paper not yet in RePEc: Add citation now
    

40. Chen, Yu-Chin, Kenneth Rogoff, and Barbara Rossi, 2010, Can exchange rates forecast commodity prices?, Quarterly Journal of Economics, forthcoming.

41. Clements, Michael P., and Ana B. Galv~ao, 2008, Macroeconomic forecasting with mixed frequency data: Forecasting us output growth, Journal of Business and Economic Statistics 26, 546554.

42. D'Agostino, Antonello, Paolo Surico, and Domenico Giannone, 2009, Macroeconomic forecasting and structural change, Working Paper Series 605, European Central Bank.

43. Diebold, Frank X., and Roberto S. Mariano, 1995, Comparing predictive accuracy, Journal of Business and Economic Statistics 13, 253265.

44. Doz, Catherine, Domenico Giannone, and Lucrezia Reichlin, 2006, A two-step estimator for large approximate dynamic factor models based on kalman filtering, CEPR Discussion Papers 6043.

45. Edelstein, Paul, 2009, Commodity prices, inflation forecasts, and monetary policy, Working Paper, University of Michigan.
    Paper not yet in RePEc: Add citation now
    

46. Engel, Charles, and Kenneth D. West, 2005, Exchange rates and fundamentals, The Journal of Political Economy 113, 485517.

47. Engle, Robert F., Eric Ghysels, and Bumjean Sohn, 2008, On the economic sources of stock market volatility, Discussion Paper NYU and UNC.
    Paper not yet in RePEc: Add citation now
    

48. Estrella, Arturo, and Gikas A. Hardouvelis, 1991, The term structure as a predictor of real economic activity, Journal of Finance 46, 555576.

49. Fama, Eugene, 1990, Term-structure forecasts of interest rates, inflation, and real returns, Journal of Monetary Economics 25, 5976.

50. Fischer, Stanley, and Robert C. Merton, 1984, Macroeconomics and finance: The role of the stock market, Carnegie-Rochester Conference Series on Public Policy 21, 57108.

51. Forni, Mario, Marc Hallin, Marco Lippi, and Lucrezia Reichlin, 2000, The generalized dynamic-factor model: Identification and estimation, Review of Economics and Statistics 82, 540554.

52. Forsberg, Lars, and Eric Ghysels, 2006, Why do absolute returns predict volatility so well?, Journal of Financial Econometrics 6, 3167.
    Paper not yet in RePEc: Add citation now
    

53. Friedman, Benjamin M., and Kenneth N. Kuttner, 1992, Money, income, prices and interest rates, American Economic Review 82, 472492.

54. Galv~ao, Ana B., 2006, Changes in predictive ability with mixed frequency data, Discussion Paper Queen Mary.
    Paper not yet in RePEc: Add citation now
    

55. Ghysels, Eric, and Jonathan Wright, 2009, Forecasting professional forecasters, Journal of Business and Economic Statistics 27, 504516.

56. Ghysels, Eric, Arthur Sinko, and Ross Valkanov, 2006, Midas regressions: Further results and new directions, Econometric Reviews 26, 5390.
    Paper not yet in RePEc: Add citation now
    
57. Ghysels, Eric, Pedro Santa-Clara, and Ross Valkanov, 2004, The midas touch: Mixed data sampling regressions, Discussion paper UNC and UCLA.
    Paper not yet in RePEc: Add citation now
    

58. Ghysels, Eric, Pedro Santa-Clara, and Rossen Valkanov, 2006, Predicting volatility: Getting the most out of return data sampled at different frequencies, Journal of Econometrics 131, 5995.

59. Giannone, Domenico, Lucrezia Reichlin, and David Small, 2008, Nowcasting: The real-time informational content of macroeconomic data, Journal of Monetary Economics 55, 665 676.

60. Gordon, Robert J., 1982, Inflation, flexible exchange rates, and the natural rate of unemployment, Workers, Jobs, and Inflation, Brookings Institution.
    Paper not yet in RePEc: Add citation now
    
61. Granger, Clive W.J., and Ling-ling Huang, 1997, Evaluation of panel data models: Some suggestions from times series, UCSD working paper.
    Paper not yet in RePEc: Add citation now
    

62. Gurkaynak, Refet S., Brian Sack, and Jonathan Wright, 2010, The tips yield curve and inflation compensation, American Economics Journal: Macroeconomics 2, 7092.

63. Hamilton, James D., 2006, Daily monetary policy shocks and the delayed response of new home sales, working paper, UCSD.
    Paper not yet in RePEc: Add citation now
    

64. Hansen, Bruce, 2008, Least squares forecast averaging, Journal of Econometrics 146, 342 350.

65. Harvey, Andrew C., and Richard G. Pierse, 1984, Estimating missing observations in economic time series, Journal of the American Statistical Association 79, 125131.
    Paper not yet in RePEc: Add citation now
    
66. Harvey, Andrew, 1989a, Forecasting, Structural Time Series Models and the Kalman Filter (Cambridge University Press, Cambridge).
    Paper not yet in RePEc: Add citation now
    

67. Harvey, Campbell R, 1988, The real term structure and consumption growth, Journal of Financial Economics 22, 305333.

68. Kuzin, Vladimir, Massimiliano Marcellino, and Christian Schumacher, 2009, Midas versus mixed-frequency var: Nowcasting gdp in the euro area, Discussion Paper 07/2009 Deutsche Bundesbank.

69. Laurent, Robert D., 1988, An interest rate-based indicator of monetary policy, Federal Reserve Bank Chicago Economic Perspectives 12, 314.
    Paper not yet in RePEc: Add citation now
    

70. Leon, Angel., Juan M. Nave, and Gonzalo Rubio, 2007, The relationship between risk and expected return in europe, Journal of Banking and Finance 31, 495512.

71. Ludvigson, Sydney, and Serena Ng, 2007, The empirical risk-return relation: A factor analysis approach, The Journal of Financial Economics 83, 171222.

72. Mariano, Roberto S., and Yasutomo Murasawa, 2003, A new coincident index of business cycles based on monthly and quarterly series, Journal of Applied Econometrics 18, 427 443.

73. Mishkin, Frederic S., 1990a, The information in the longer-maturity term structure about future inflation,, Quarterly Journal of Economics 55, 81528.
    Paper not yet in RePEc: Add citation now
    

74. Mitchell, Wesley C., and Arthur F. Burns, 1938, Statistical Indicators of Cyclical Revivals (Princeton U. Press: Princeton).

75. Mittnik, Stefan, and Peter A. Zadrozny, 2004, Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data (Springer).

76. Moench, Emanuel, Serena Ng, and Simon Potter, 2009, Dynamic hierarchical factor models, Staff Reports 412, Federal Reserve Bank of New York.

77. Monteforte, Libero, and Gianluca Moretti, 2009, Real time forecasts of inflation: The role of financial variables, Bank of Italy.

78. Rossi, Barbara, and Tatevik Sekhposyan, 2010, Has models' forecasting performance changed over time, and when?, International Journal of Forecasting, forthcoming.
    Paper not yet in RePEc: Add citation now
    

79. Schumacher, Christian, and Jorg Breitung, 2008, Real-time forecasting of german gdp based on a large factor model with monthly and quarterly data, International Journal of Forecasting 24, 386398.

80. Sims, Christopher A., 1980, A comparison of interwar and postwar cycles: Monetarism reconsidered, American Economic Review 70, 250257.

81. Stock, James H., and Mark W. Watson, 1989, New indexes of coincident and leading economic indicators, NBER Macroeconomics Annual pp. 351394.

82. Tay, Anthony S., 2006, Financial variables as predictors of real output growth, Discussion Paper SMU.

83. Timmermann, Allan, 2006, Forecast combinations, in G. Elliott, C. Granger, and A. Timmermann, ed.: Handbook of Economic Forecastingvol. 1 . pp. 136196 (North Holland: Amsterdam).
    Paper not yet in RePEc: Add citation now
    

84. Van Dijk, Dick, and Marianne Sensier, 2004, Testing for volatility changes in us macroeconomic time series, Review of Economics and Statistics 86, 833839.

85. Wright, Jonathan, 2008, Bayesian model averaging and exchange rate forecasting, Journal of Econometrics 146, 329341.
    Paper not yet in RePEc: Add citation now
    

86. Zadrozny, Peter A., 1990, Forecasting us gnp at monthly intervals with an estimated bivariate time series model, Federal Reserve Bank of Atlanta Economic Review 75, 215.

1. .

   Full description at Econpapers || Download paper

2. A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts. (2016). West, Kenneth ; Pincheira, Pablo.
   In: Research in Economics.
   RePEc:eee:reecon:v:70:y:2016:i:2:p:304-319.

   Full description at Econpapers || Download paper

3. Ethanol and field crops: Is there a price connection?. (2016). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea.
   In: Food Policy.
   RePEc:eee:jfpoli:v:63:y:2016:i:c:p:53-61.

   Full description at Econpapers || Download paper

4. Equity premium prediction: Are economic and technical indicators unstable?. (2016). Menkhoff, Lukas ; Baetje, Fabian .
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:32:y:2016:i:4:p:1193-1207.

   Full description at Econpapers || Download paper

5. Finite sample weighting of recursive forecast errors. (2016). Stanescu, Silvia ; Burke, Simon P ; Brooks, Chris.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:32:y:2016:i:2:p:458-474.

   Full description at Econpapers || Download paper

6. Equity Premium Prediction: Are Economic and Technical Indicators Unstable?. (2016). Menkhoff, Lukas ; Baetje, Fabian .
   In: Discussion Papers of DIW Berlin.
   RePEc:diw:diwwpp:dp1552.

   Full description at Econpapers || Download paper

7. Equity premium prediction: Are economic and technical indicators instable?. (2015). Menkhoff, Lukas ; Baetje, Fabian .
   In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
   RePEc:zbw:vfsc15:113079.

   Full description at Econpapers || Download paper

8. Equity premium prediction: Are economic and technical indicators instable?. (2015). Menkhoff, Lukas ; Baetje, Fabian .
   In: Kiel Working Papers.
   RePEc:zbw:ifwkwp:1987.

   Full description at Econpapers || Download paper

9. Exchange Rates and Fundamentals: A New Look at the Evidence on Long-Horizon Predictability. (2015). Dutt, Swarna ; Austin, Adrian .
   In: Atlantic Economic Journal.
   RePEc:kap:atlecj:v:43:y:2015:i:1:p:147-159.

   Full description at Econpapers || Download paper

10. Forecasting and model averaging with structural breaks. (2015). Yin, Anwen.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:201501010800005727.

    Full description at Econpapers || Download paper

11. Nested forecast model comparisons: A new approach to testing equal accuracy. (2015). McCracken, Michael ; Clark, Todd.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:1:p:160-177.

    Full description at Econpapers || Download paper

12. The Relationship Between Stock Returns and Investor Sentiment: Evidence from Social Media. (2014). Nowak, Adam ; McGurk, Zachary .
    In: Working Papers.
    RePEc:wvu:wpaper:14-38.

    Full description at Econpapers || Download paper

13. Forecast combinations under structural break uncertainty. (2014). Tian, Jing ; Anderson, Heather.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:1:p:161-175.

    Full description at Econpapers || Download paper

14. Causality and predictability in distribution: The ethanol–food price relation revisited. (2014). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea.
    In: Energy Economics.
    RePEc:eee:eneeco:v:42:y:2014:i:c:p:152-160.

    Full description at Econpapers || Download paper

15. A predictability test for a small number of nested models. (2014). Moon, Hyungsik ; Hubrich, Kirstin ; Granziera, Eleonora.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:182:y:2014:i:1:p:174-185.

    Full description at Econpapers || Download paper

16. Do food commodity prices have asymmetric effects on euro-area inflation?. (2014). Venditti, Fabrizio ; Mario, Porqueddu ; Fabrizio, Venditti .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:18:y:2014:i:4:p:25:n:3.

    Full description at Econpapers || Download paper

17. Forecasting in macroeconomics. (2013). Rossi, Barbara ; Giacomini, Raffaella.
    In: Chapters.
    RePEc:elg:eechap:14327_17.

    Full description at Econpapers || Download paper

18. Comparing forecast accuracy: A Monte Carlo investigation. (2013). Marcucci, Juri ; Busetti, Fabio.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:1:p:13-27.

    Full description at Econpapers || Download paper

19. Forecasting Stock Returns. (2013). Rapach, David ; Zhou, Guofu.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-328.

    Full description at Econpapers || Download paper

20. Advances in Forecasting under Instability. (2013). Rossi, Barbara.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-1203.

    Full description at Econpapers || Download paper

21. Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael .
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-1107.

    Full description at Econpapers || Download paper

22. How the Subprime Crisis went global: Evidence from bank credit default swap spreads. (2012). Sarno, Lucio ; Mody, Ashoka ; Eichengreen, Barry ; Nedeljkovic, Milan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:5:p:1299-1318.

    Full description at Econpapers || Download paper

23. In-sample tests of predictive ability: A new approach. (2012). McCracken, Michael ; Clark, Todd.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:170:y:2012:i:1:p:1-14.

    Full description at Econpapers || Download paper

24. A New Forecasting Model for USD/CNY Exchange Rate. (2012). Fang, Ying ; CAI, ZONGWU ; Chen, Linna .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:16:y:2012:i:3:n:4.

    Full description at Econpapers || Download paper

25. Markov Breaks in Regression Models. (2012). Smith, Aaron.
    In: Journal of Time Series Econometrics.
    RePEc:bpj:jtsmet:v:4:y:2012:i:1:n:3.

    Full description at Econpapers || Download paper

26. Do food commodity prices have asymmetric effects on Euro-Area inflation?. (2012). Venditti, Fabrizio ; Porqueddu, Mario .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_878_12.

    Full description at Econpapers || Download paper

27. Forecasting Under Strucural Break Uncertainty. (2011). Tian, Jing ; Anderson, Heather.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2011-8.

    Full description at Econpapers || Download paper

28. Out-of-sample forecast tests robust to the choice of window size. (2011). Rossi, Barbara ; Inoue, Atsushi.
    In: Working Papers.
    RePEc:fip:fedpwp:11-31.

    Full description at Econpapers || Download paper

29. Advances in forecast evaluation. (2011). McCracken, Michael ; Clark, Todd.
    In: Working Papers.
    RePEc:fip:fedlwp:2011-025.

    Full description at Econpapers || Download paper

30. Advances in forecast evaluation. (2011). McCracken, Michael ; Clark, Todd.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1120.

    Full description at Econpapers || Download paper

31. Understanding models forecasting performance. (2011). Sekhposyan, Tatevik ; Rossi, Barbara.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:164:y:2011:i:1:p:158-172.

    Full description at Econpapers || Download paper

32. Advances in Forecasting Under Instability. (2011). Rossi, Barbara.
    In: Working Papers.
    RePEc:duk:dukeec:11-20.

    Full description at Econpapers || Download paper

33. Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2011). Rossi, Barbara ; Inoue, Atsushi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8542.

    Full description at Econpapers || Download paper

34. Should macroeconomic forecasters use daily financial data and how?. (2010). Kourtellos, Andros ; Andreou, Elena ; Ghysels, Eric.
    In: University of Cyprus Working Papers in Economics.
    RePEc:ucy:cypeua:09-2010.

    Full description at Econpapers || Download paper

35. Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2010). Kourtellos, Andros ; Andreou, Elena ; Ghysels, Eric.
    In: Working Paper series.
    RePEc:rim:rimwps:42_10.

    Full description at Econpapers || Download paper

36. Testing for unconditional predictive ability. (2010). McCracken, Michael ; Clark, Todd.
    In: Working Papers.
    RePEc:fip:fedlwp:2010-031.

    Full description at Econpapers || Download paper

37. Have economic models forecasting performance for US output growth and inflation changed over time, and when?. (2010). Sekhposyan, Tatevik ; Rossi, Barbara.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:26:y::i:4:p:808-835.

    Full description at Econpapers || Download paper

38. Real time estimates of the euro area output gap: reliability and forecasting performance. (2010). Musso, Alberto ; Marcellino, Massimiliano.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101157.

    Full description at Econpapers || Download paper

39. The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap. (2010). Musso, Alberto ; Marcellino, Massimiliano.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7763.

    Full description at Econpapers || Download paper

40. Have Structural Changes Eliminated the Out-of-Sample Ability of Financial Variables To Forecast Real Activity After the Mid-1980s? Evidence From the Canadian Economy.. (2010). Lamarche, Jean-Francois ; Faroque, Akhter ; Veloce, William .
    In: Working Papers.
    RePEc:brk:wpaper:0910.

    Full description at Econpapers || Download paper

41. How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads. (2009). Sarno, Lucio ; Mody, Ashoka ; Eichengreen, Barry ; Nedeljkovic, Milan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14904.

    Full description at Econpapers || Download paper

42. Comparing forecast accuracy: A Monte Carlo investigation. (2009). veronese, giovanni ; Marcucci, Juri ; Busetti, Fabio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_723_09.

    Full description at Econpapers || Download paper

43. Consumer Survey Data and short-term forecasting of households consumption expenditures in Poland. (2008). Dudek, SÅ‚awomir.
    In: MPRA Paper.
    RePEc:pra:mprapa:19818.

    Full description at Econpapers || Download paper

44. Changes in Predictive Ability with Mixed Frequency Data. (2007). Galvão, Ana.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp595.

    Full description at Econpapers || Download paper

45. Asymptotics for out of sample tests of Granger causality. (2007). McCracken, Michael.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:140:y:2007:i:2:p:719-752.

    Full description at Econpapers || Download paper

46. Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability. (2005). Rossi, Barbara.
    In: International Finance.
    RePEc:wpa:wuwpif:0503006.

    Full description at Econpapers || Download paper

47. Nonrenewable Resource Prices: Deterministic or Stochastic Trends?. (2005). Strazicich, Mark ; list, john ; Lee, Junsoo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11487.

    Full description at Econpapers || Download paper

48. Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?. (2005). Campbell, John ; Thompson, Samuel B..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11468.

    Full description at Econpapers || Download paper

49. A note on in-sample and out-of-sample tests for Granger causality. (2005). Chen, Shiu-Sheng.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:24:y:2005:i:6:p:453-464.

    Full description at Econpapers || Download paper

50. Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?. (2005). Demers, Frederick ; De Champlain, Annie.
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-44.

    Full description at Econpapers || Download paper

Report date: 2025-02-23 16:44:17 || Missing content? Let us know