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2. Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications. (2016). Vigfusson, Robert ; Moran, Kevin ; Leduc, Sylvain.
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3. Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications. (2016). Vigfusson, Robert ; Moran, Kevin ; Leduc, Sylvain.
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4. Real Interest Rate Persistence in South Africa: Evidence and Implications. (2012). Zerihun, Mulatu Fekadu ; Reid, Monique ; Kanda, Tunda P. ; GUPTA, RANGAN ; Tipoy, Christian K. ; Das, Sonali.
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5. Real Interest Rate Persistence in South Africa: Evidence and Implications. (2012). Zerihun, Mulatu Fekadu ; Reid, Monique ; Kanda, Tunda P. ; GUPTA, RANGAN ; Tipoy, Christian K. ; Das, Sonali.
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6. The process of formation of inflation expectations in an information economy. (2011). Loleyt, Anna ; Gurov, Ilya .
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7. Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts. (2010). Gorodnichenko, Yuriy ; Coibion, Olivier.
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8. What drives inflation expectations in Brazil? An empirical analysis. (2009). Gelos, R. Gaston ; Cerisola, Martin .
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9. Inflation Target Transparency and the Macroeconomy. (2009). Palenzuela, Diego Rodriguez ; Soderstrom, Ulf .
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11. Real interest rate persistence: evidence and implications. (2008). Neely, Christopher ; Rapach, David E..
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12. Inflation Target Transparency and the Macroeconomy. (2008). Söderström, Ulf ; Melecký, Martin ; Palenzuela, Diego Rodriguez .
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1. Do order imbalances predict Chinese stock returns? New evidence from intraday data. (2015). Narayan, Seema ; Westerlund, Joakim.
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2. Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump. (2015). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K.
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3. Time-series model forecasts and structural breaks: evidence from Spanish pre-EMU interest rates. (2008). Robles Fernandez, M. Dolores ; Robles-Fernandez, Dolores M. ; Fernandez-Serrano, Jose Luis.
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4. Forecasting Random Walks Under Drift Instability. (2008). Pesaran, M ; Pick, Andreas.
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5. Short-Run Italian GDP Forecasting and Real-Time Data. (2005). Golinelli, Roberto ; Parigi, Giuseppe .
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6. Land Inequality and the Origin of Divergence and Overtaking in the Growth Process: Theory and Evidence. (2004). Vollrath, Dietrich ; Moav, Omer ; Galor, Oded.
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7. Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation. (2003). Krippner, Leo.
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8. Choosing the Best Volatility Models:The Model Confidence Set Approach. (2003). Nason, James ; Lunde, Asger ; Hansen, Peter.
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9. Testing the Significance of Calendar Effects. (2003). Hansen, Peter.
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10. Long-Memory Forecasting of U.S. Monetary Indices. (2003). Barkoulas, John ; Baum, Christopher.
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11. Nonlinear stochastic trends and economic fluctuations. (2002). Camacho, Maximo.
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12. Predicting the Equity Premium With Dividend Ratios. (2002). welch, ivo ; Goyal, Amit.
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13. Can Demography Improve Inflation Forecasts? The Case of Sweden. (2002). Bruer, Mattias.
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14. How well do monetary fundamentals forecast exchange rates?. (2002). Sarno, Lucio ; Neely, Christopher.
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15. Priors from general equilibrium models for VARs. (2002). Schorfheide, Frank ; Del Negro, Marco.
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16. On Out-of-Sample Statistics for Time-Series. (2002). Nadeau, Claude ; Bengio, Yoshua ; Gingras, Franois.
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17. Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data. (2002). Moran, Kevin ; Dolar, Veronika.
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18. The Composite Index of Leading Economic Indicators: How to Make It More Timely. (2001). Ozyildirim, Ataman ; McGuckin, Robert H. ; Zarnowitz, Victor.
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19. How to Beat the Random Walk. (2001). Alexius, Annika.
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20. Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns. (2001). Hong, Yongmiao ; Gallo, Giampiero ; Lee, Tae-Why.
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21. Forecasting with a real-time data set for macroeconomists. (2001). Croushore, Dean ; Stark, Tom.
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22. DUMB AND DUMBER EXPLANATIONS FOR EXCHANGE RATE DYNAMICS. (2001). Blomberg, Stephen.
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23. An Unbiased and Powerful Test for Superior Predictive Ability. (2001). Hansen, Peter.
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24. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?. (2001). Lunde, Asger ; Hansen, Peter.
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25. Balassa-Samuelson Theory and Predictability of the US/UK Real Exchange Rate. (2000). KIM, CHUNG-HAN.
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26. THIS IS WHAT THE LEADING INDICATORS LEAD. (2000). Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel.
    In: Computing in Economics and Finance 2000.
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27. The Accuracy of European Growth and Inflation Forecasts. (2000). Öller, Lars-Erik ; Barot, Bharat.
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28. Empirical Pricing Kernels. (2000). Rosenberg, Joshua ; Engle, Robert.
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29. A real-time data set for macroeconomists: does data vintage matter for forecasting?. (2000). Croushore, Dean ; Stark, Tom.
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30. Does current-quarter information improve quarterly forecasts for the U.S. economy?. (2000). Stark, Tom.
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31. Can out-of-sample forecast comparisons help prevent overfitting?. (2000). Clark, Todd.
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32. News and noise in G-7 GDP announcements. (2000). Wright, Jonathan ; Rogers, John ; Faust, Jon.
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33. Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSAs Disability Determination Process. (2000). Lahiri, Kajal ; Wixon, Bernard ; Gao, Chuanming .
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34. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (2000). McCracken, Michael ; Clark, Todd.
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35. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (1999). McCracken, Michael ; Clark, Todd.
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36. Tests of equal forecast accuracy and encompassing for nested models. (1999). McCracken, Michael ; Clark, Todd.
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37. Improving forecasts of the federal funds rate in a policy model. (1999). Tallman, Ellis ; Robertson, John.
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38. Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel. (1998). Sul, Donggyu ; Mark, Nelson.
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39. Fundamentals of the Real Dollar-Pound Rate: 1871-1994. (1998). Mark, Nelson.
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40. The predictive content of the interest rate term spread for future economic growth. (1998). Dotsey, Michael.
    In: Economic Quarterly.
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41. Evaluating Density Forecasts. (1997). Tay, Anthony S ; Diebold, Francis ; Gunther, Todd A..
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42. The Forecasting Ability of Correlations Implied in Foreign Exchange Options. (1997). Campa, Jose ; P. H. Kevin Chang, .
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43. Evaluating density forecasts. (1997). Tay, Anthony S ; Diebold, Francis ; Gunther, Todd A..
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44. Measuring predictability: theory and macroeconomic applications. (1997). Kilian, Lutz ; Diebold, Francis.
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45. Cointegration and long-horizon forecasting. (1997). Diebold, Francis ; Christoffersen, Peter.
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46. Optimal prediction under asymmetric loss. (1997). Diebold, Francis ; Christoffersen, Peter.
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47. Evaluating forecasts of correlation using option pricing. (1997). BOYER, BRIAN H. ; Gibson, Michael S..
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48. Optimal Prediction Under Asymmetric Loss. (). Diebold, Francis ; Christoffersen, Peter.
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49. Further Results on Forecasting and Model Selection Under Asymmetric Loss. (). Diebold, Francis.
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50. Ex Post and Ex Ante Analysis of Provisional Data. (). Marcellino, Massimiliano ; Gallo, Giampiero.
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