Hendry, David; Clements, Michael

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Forecast accuracy of the linear and nonlinear autoregressive models in macroeconomic modeling. (2023). Mohammadi, Shapour ; Taiebnia, Ali.
In: Journal of Forecasting.
RePEc:wly:jforec:v:42:y:2023:i:8:p:2045-2062.
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Forecasting nonstationary time series. (2023). Welfe, Aleksander ; Gatarek, Lukasz T.
In: Journal of Forecasting.
RePEc:wly:jforec:v:42:y:2023:i:7:p:1930-1949.
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An artificial intelligence approach to forecasting when there are structural breaks: a reinforcement learning-based framework for fast switching. (2023). Marçal, Emerson ; Maral, Emerson Fernandes ; Pinto, Jeronymo Marcondes.
In: Empirical Economics.
RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02389-8.
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The FOMC versus the Staff: Do Policymakers Add Value in Their Tales?. (2023). Nguyen, My T ; Mitchell, James ; Filippou, Ilias.
In: Working Papers.
RePEc:fip:fedcwq:96636.
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Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547.
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Analysing differences between scenarios. (2023). Hendry, David ; Pretis, Felix.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:39:y:2023:i:2:p:754-771.
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Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x.
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Making the whole greater than the sum of its parts: A literature review of ensemble methods for financial time series forecasting. (2022). Peng, Yaohao ; Fontoura, Joo Pedro ; Melo, Pedro Henrique.
In: Journal of Forecasting.
RePEc:wly:jforec:v:41:y:2022:i:8:p:1701-1724.
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Optimal forecast under structural breaks. (2022). Ullah, Aman ; Amanullah, ; Parsaeian, Shahnaz ; Lee, Taehwy.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:37:y:2022:i:5:p:965-987.
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Optimal Forecast under Structural Breaks. (2022). Parsaeian, Shahnaz ; Ullah, Aman ; Amanullah, ; Lee, Tae-Hwy.
In: Working Papers.
RePEc:ucr:wpaper:202208.
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Macroeconometric forecasting using a cluster of dynamic factor models. (2022). Glocker, Christian ; Kaniovski, Serguei.
In: Empirical Economics.
RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02129-w.
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Optimal Forecast under Structural Breaks. (2022). Parsaeian, Shahnaz ; Ullah, Aman ; Amanullah, ; Lee, Tae-Hwy.
In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
RePEc:kan:wpaper:202207.
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Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco.
In: LIDAM Discussion Papers LFIN.
RePEc:ajf:louvlf:2022004.
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Forecasting in a changing world: from the great recession to the COVID-19 pandemic. (2021). Koopman, Siem Jan ; Zhang, Zhaokun ; Blasques, Francisco ; Artemova, Mariia.
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20210006.
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Forecasting Principles from Experience with Forecasting Competitions. (2021). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer.
In: Forecasting.
RePEc:gam:jforec:v:3:y:2021:i:1:p:10-165:d:504406.
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Forecasting US Inflation in Real Time. (2021). Hubrich, Kirstin ; Fulton, Chad.
In: Econometrics.
RePEc:gam:jecnmx:v:9:y:2021:i:4:p:36-:d:652685.
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Forecasting FOMC Forecasts. (2021). Kalfa, Sarp ; Marquez, Jaime.
In: Econometrics.
RePEc:gam:jecnmx:v:9:y:2021:i:3:p:34-:d:634996.
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Selecting a Model for Forecasting. (2021). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer.
In: Econometrics.
RePEc:gam:jecnmx:v:9:y:2021:i:3:p:26-:d:582011.
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Forecasting US Inflation in Real Time. (2021). Hubrich, Kirstin ; Fulton, Chad.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2021-14.
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Improving ERSs Net Cash Income Forecasts using USDA Baseline Projections. (2021). Bora, Siddhartha.
In: Journal of Agricultural and Resource Economics.
RePEc:ags:jlaare:310528.
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Equity premium prediction and structural breaks. (2020). Smith, Simon C.
In: International Journal of Finance & Economics.
RePEc:wly:ijfiec:v:25:y:2020:i:3:p:412-429.
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Predicting the exchange rate path. The importance of using up-to-date observations in the forecasts. (2020). Hungnes, HÃƒÂ¥vard.
In: Discussion Papers.
RePEc:ssb:dispap:934.
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Equal predictability test for multi-step-ahead system forecasts invariant to linear transformations. (2020). Hungnes, HÃƒÂ¥vard.
In: Discussion Papers.
RePEc:ssb:dispap:931.
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A Short History of Macro-econometric Modelling. (2020). Hendry, David.
In: Economics Papers.
RePEc:nuf:econwp:2001.
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Optimising forecasting models for inventory planning. (2020). Barrow, Devon K ; Trapero, Juan R ; Kourentzes, Nikolaos.
In: International Journal of Production Economics.
RePEc:eee:proeco:v:225:y:2020:i:c:s0925527319304323.
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Natural resources and human development: Evidence from mineral-dependent African countries using exploratory graphical analysis. (2020). Claveria, Oscar ; Perez, Claudia .
In: Resources Policy.
RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305860.
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Election forecasting: Too far out?. (2020). Wlezien, Christopher ; Lewis-Beck, Michael ; Jennings, Will.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:36:y:2020:i:3:p:949-962.
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Machine learning based very short term load forecasting of machine tools. (2020). Abele, Eberhard ; Weigold, Matthias ; Walther, Jessica ; Dietrich, Bastian.
In: Applied Energy.
RePEc:eee:appene:v:276:y:2020:i:c:s0306261920309521.
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Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:14472.
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A Similarity-based Approach for Macroeconomic Forecasting. (2020). Dendramis, Yiannis ; Kapetanios, George ; Marcellino, Massimiliano.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:14469.
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A similarityâ€based approach for macroeconomic forecasting. (2020). Marcellino, Massimiliano ; Kapetanios, G ; Dendramis, Y.
In: Journal of the Royal Statistical Society Series A.
RePEc:bla:jorssa:v:183:y:2020:i:3:p:801-827.
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The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver.
In: Papers.
RePEc:arx:papers:2005.01835.
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Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara.
In: Economics Working Papers.
RePEc:upf:upfgen:1711.
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Obiective ale analizei trendurilor seriilor de timp discrete. (2019). Dumitriu, Ramona ; Stefanescu, Rzvan.
In: MPRA Paper.
RePEc:pra:mprapa:97821.
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Google data in bridge equation models for German GDP. (2019). Gotz, Thomas B ; Knetsch, Thomas A.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:35:y:2019:i:1:p:45-66.
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Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information. (2019). Masolo, Riccardo M. ; Waldron, Matt ; Fawcett, Nicholas ; Boneva, Lena.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:35:y:2019:i:1:p:100-120.
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Russian gas exchange: A new indicator of market efficiency and competition or the instrument of monopolist?. (2019). Tukpetov, Pavel ; Parsegov, Sergei G ; Talipova, Aminam.
In: Energy Policy.
RePEc:eee:enepol:v:135:y:2019:i:c:s0301421519305993.
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Forecasting retailer product sales in the presence of structural change. (2019). Fildes, Robert ; Huang, Tao ; Soopramanien, Didier.
In: European Journal of Operational Research.
RePEc:eee:ejores:v:279:y:2019:i:2:p:459-470.
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Dos tradiciones en la mediciÃ³n del ciclo: historia general y desarrollos en Colombia. (2019). Enciso, Enrique Lopez.
In: Tiempo y EconomÃa.
RePEc:col:000485:017226.
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Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara.
In: Working Papers.
RePEc:bge:wpaper:1162.
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Adaptive Dynamic Model Averaging with an Application to House Price Forecasting. (2019). Pavlidis, Efthymios ; Yusupova, Alisa .
In: Papers.
RePEc:arx:papers:1912.04661.
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Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations. (2018). Pinkwart, Nicolas .
In: Discussion Papers.
RePEc:zbw:bubdps:362018.
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How far can we forecast? Statistical tests of the predictive content. (2018). KnÃƒÂ¼ppel, Malte ; Breitung, JÃƒÂ¶rg ; Knuppel, Malte.
In: Discussion Papers.
RePEc:zbw:bubdps:072018.
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Semiparametric model average prediction in panel data analysis. (2018). Huang, Tao ; Li, Jialiang.
In: Journal of Nonparametric Statistics.
RePEc:taf:gnstxx:v:30:y:2018:i:1:p:125-144.
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Encompassing tests for evaluating multi-step system forecasts invariant to linear transformations. (2018). Hungnes, HÃƒÂ¥vard.
In: Discussion Papers.
RePEc:ssb:dispap:871.
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Quantile forecast combination using stochastic dominance. (2018). Yazgan, Ege ; Stengos, Thanasis ; Pinar, Mehmet.
In: Empirical Economics.
RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1343-1.
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Media attention and crude oil volatility: Is there any new news in the newspaper?. (2018). Clements, Adam ; Aromi, J. Daniel.
In: NCER Working Paper Series.
RePEc:qut:auncer:2018_01.
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Selecting a Model for Forecasting. (2018). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:861.
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Deciding between alternative approaches in macroeconomics. (2018). Hendry, David.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:34:y:2018:i:1:p:119-135.
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Mixed frequency models with MA components. (2018). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia.
In: Working Paper Series.
RePEc:ecb:ecbwps:20182206.
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Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro.
In: Boston University - Department of Economics - Working Papers Series.
RePEc:bos:wpaper:wp2019-002.
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UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES. (2018). Veiga, Helena ; Ruiz, Esther ; Gonalves, Joo Henrique .
In: Journal of Economic Surveys.
RePEc:bla:jecsur:v:32:y:2018:i:2:p:388-419.
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Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro.
In: Papers.
RePEc:arx:papers:1805.03807.
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A Machine Learning Approach to the Forecast Combination Puzzle. (2017). Mandel, Antoine ; Sani, Amir.
In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers).
RePEc:hal:cesptp:halshs-01317974.
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Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer.
In: Econometrics.
RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547.
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Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter. (2017). Martinez, Andrew.
In: Working Papers (Old Series).
RePEc:fip:fedcwp:1717.
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Economic forecasting in theory and practice: An interview with David F. Hendry. (2017). Ericsson, Neil.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:33:y:2017:i:2:p:523-542.
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Evaluating multi-step system forecasts with relatively few forecast-error observations. (2017). Martinez, Andrew ; Hendry, David.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:33:y:2017:i:2:p:359-372.
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Generating prediction bands for path forecasts from SETAR models. (2017). Winker, Peter ; Staszewska-Bystrova, Anna ; Anna, Staszewska-Bystrova ; Daniel, Grabowski.
In: Studies in Nonlinear Dynamics & Econometrics.
RePEc:bpj:sndecm:v:21:y:2017:i:5:p:18:n:4.
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Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks. (2017). HÃ¤nnikÃ¤inen, Jari ; Jari, Hannikainen .
In: Journal of Econometric Methods.
RePEc:bpj:jecome:v:6:y:2017:i:1:p:22:n:9.
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Partial Structural Break Identification. (2017). Taamouti, Abderrahim ; Han, Chulwoo.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:79:y:2017:i:2:p:145-164.
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Dos tradiciones en la mediciÃ³n del ciclo: historia general y desarrollos en Colombia.. (2017). Lopez-Enciso, Enrique A.
In: Borradores de Economia.
RePEc:bdr:borrec:986.
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Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks. (2016). HÃƒÂ¤nnikÃƒÂ¤inen, Jari ; Hannikainen, Jari.
In: Working Papers.
RePEc:tam:wpaper:1692.
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Improving the teaching of econometrics. (2016). Hendry, David F ; Cook, Steve ; Mizon, Grayham E.
In: Cogent Economics & Finance.
RePEc:taf:oaefxx:v:4:y:2016:i:1:p:1170096.
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A spatially explicit backcasting approach for sustainable land-use planning. (2016). Haslauer, Eva ; Blaschke, Thomas ; Biberacher, Markus .
In: Journal of Environmental Planning and Management.
RePEc:taf:jenpmg:v:59:y:2016:i:5:p:866-890.
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An Overview of Forecasting Facing Breaks. (2016). Hendry, David ; Clements, Michael ; Castle, Jennifer.
In: Journal of Business Cycle Research.
RePEc:spr:jbuscr:v:12:y:2016:i:1:d:10.1007_s41549-016-0005-2.
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Forecasting US real private residential fixed investment using a large number of predictors. (2016). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.
In: Empirical Economics.
RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1059-z.
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Policy Analysis, Forediction, and Forecast Failure. (2016). Martinez, Andrew ; Hendry, David ; Castle, Jennifer.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:809.
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Improving the Teaching of Econometrics. (2016). Mizon, Grayham ; Hendry, David.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:785.
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Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations. (2016). Martinez, Andrew ; Hendry, David.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:784.
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An Overview of Forecasting Facing Breaks. (2016). Hendry, David ; Clements, Michael ; Castle, Jennifer.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:779.
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Deciding Between Alternative Approaches In Macroeconomics. (2016). Hendry, David.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:778.
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Learning Time-Varying Forecast Combinations. (2016). Mandel, Antoine ; Sani, Amir.
In: Documents de travail du Centre d'Economie de la Sorbonne.
RePEc:mse:cesdoc:16036r.
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Learning Time-Varying Forecast Combinations. (2016). Mandel, Antoine ; Sani, Amir.
In: Documents de travail du Centre d'Economie de la Sorbonne.
RePEc:mse:cesdoc:16036.
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A lÃ¡ny tovÃ¡bbra is szolgÃ¡l.... (2016). Korosi, Gabor ; Krosi, Gabor.
In: KÃ¶zgazdasÃ¡gi Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
RePEc:ksa:szemle:1636.
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Economic Forecasting in Theory and Practice: An Interview with David F. Hendry. (2016). Ericsson, Neil.
In: Working Papers.
RePEc:gwc:wpaper:2016-012.
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Economic Forecasting in Theory and Practice : An Interview with David F. Hendry. (2016). Ericsson, Neil.
In: International Finance Discussion Papers.
RePEc:fip:fedgif:1184.
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The role of commodity prices in forecasting U.S. core inflation. (2016). Gospodinov, Nikolay.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2016-05.
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Modeling Uncertainty in Climate Change: A Multi-Model Comparison. (2016). Reilly, John ; Nordhaus, William ; Gillingham, Kenneth ; Christensen, Peter ; Bosetti, Valentina ; Anthoff, David ; Sztorc, Paul ; Blanford, Geoffrey ; McJeon, Haewon.
In: Working Papers.
RePEc:fem:femwpa:2016.13.
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The role of money in DSGE models: a forecasting perspective. (2016). Caraiani, Petre.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:47:y:2016:i:pb:p:315-330.
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Forecasting food prices: The case of corn, soybeans and wheat. (2016). Cornejo, Magdalena ; Ahumada, Hildegart.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:32:y:2016:i:3:p:838-848.
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Multistep forecasting in the presence of location shifts. (2016). Chevillon, Guillaume.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:32:y:2016:i:1:p:121-137.
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What does money and credit tell us about real activity in the United States?. (2016). Seitz, Franz ; Albuquerque, Bruno ; Baumann, Ursel.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:37:y:2016:i:c:p:328-347.
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Forecasting city arrivals with Google Analytics. (2016). Gunter, Ulrich ; Onder, Irem.
In: Annals of Tourism Research.
RePEc:eee:anture:v:61:y:2016:i:c:p:199-212.
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Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector. (2016). Ericsson, Neil ; Neil, Ericsson .
In: Studies in Nonlinear Dynamics & Econometrics.
RePEc:bpj:sndecm:v:20:y:2016:i:4:p:377-398:n:6.
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Modeling Uncertainty in Climate Change: A Multi-Model Comparison. (2016). Sztorc, Paul ; Reilly, John ; McJeon, Haewon ; Christensen, Peter ; Bosetti, Valentina ; Blanford, Geoffrey ; Anthoff, David ; Nordhaus, William ; Gillingham, Kenneth.
In: Conference papers.
RePEc:ags:pugtwp:332720.
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Modeling Uncertainty in Climate Change: A Multi-Model Comparison. (2016). Reilly, John ; Nordhaus, William ; Gillingham, Kenneth ; Christensen, Peter ; Bosetti, Valentina ; Anthoff, David ; Sztorc, Paul ; Blanford, Geoffrey ; McJeon, Haewon.
In: MITP: Mitigation, Innovation and Transformation Pathways.
RePEc:ags:feemmi:232219.
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The Information Content Of Money And Credit For US Activity. (2015). Seitz, Franz ; Albuquerque, Bruno ; Baumann, Ursel.
In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
RePEc:zbw:vfsc15:113066.
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Short- and mid-term forecasting of baseload electricity prices in the UK: The impact of intra-day price relationships and market fundamentals. (2015). Weron, RafaÅ‚ ; Maciejowska, Katarzyna.
In: HSC Research Reports.
RePEc:wuu:wpaper:hsc1504.
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Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends?. (2015). Clements, Michael.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:47:y:2015:i:2-3:p:349-382.
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Realized Volatility Forecast of Stock Index Under Structural Breaks. (2015). Tian, Fengping ; Chen, Langnan ; Yang, KE.
In: Journal of Forecasting.
RePEc:wly:jforec:v:34:y:2015:i:1:p:57-82.
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Using information quality for volatility model combinations. (2015). Golosnoy, Vasyl ; Okhrin, Yarema.
In: Quantitative Finance.
RePEc:taf:quantf:v:15:y:2015:i:6:p:1055-1073.
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Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models. (2015). Mandalinci, Zeyyad.
In: CReMFi Discussion Papers.
RePEc:qmm:wpaper:3.
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Forecasting Core Inflation: The Case of South Africa. (2015). Ruch, Franz ; GUPTA, RANGAN ; Balcilar, Mehmet ; Modise, Mampho P..
In: Working Papers.
RePEc:pre:wpaper:201543.
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(Non)rationality of consumer inflation perceptions. (2015). Eckley, Peter ; Peter, Eckley .
In: MPRA Paper.
RePEc:pra:mprapa:77082.
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Selection of an estimation window in the presence of data revisions and recent structural breaks. (2015). HÃƒÂ¤nnikÃƒÂ¤inen, Jari ; Hannikainen, Jari.
In: MPRA Paper.
RePEc:pra:mprapa:66759.
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Marketing Dynamics: A Primer on Estimation and Control. (2015). Naik, Prasad A.
In: Foundations and Trends(R) in Marketing.
RePEc:now:fntmkt:1700000031.
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Modeling Uncertainty in Climate Change: A Multi-Model Comparison. (2015). Reilly, John ; Nordhaus, William ; Gillingham, Kenneth ; Christensen, Peter ; Bosetti, Valentina ; Anthoff, David ; Sztorc, Paul ; McJeon, Haewon ; Blanford, Geoffrey.
In: NBER Working Papers.
RePEc:nbr:nberwo:21637.
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Proyecto LINK y EconometrÃa de Alta Frecuencia: Las Ãºltimas aportaciones economÃ©tricas de Lawrence R. Klein /LINK Project and High Frequency Econometrics: Recent Econometric Contributions of Lawren. (2015). CASTILLA, ADOLFO .
In: Estudios de EconomÃa Aplicada.
RePEc:lrk:eeaart:33_2_4.
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Bubbles, Busts and Breaks in UK Housing. (2015). Miles, William.
In: International Real Estate Review.
RePEc:ire:issued:v:18:n:04:2015:p:455-471.
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Detecting Location Shifts during Model Selection by Step-Indicator Saturation. (2015). Pretis, Felix ; Hendry, David ; Doornik, Jurgen ; Castle, Jennifer.
In: Econometrics.
RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166.
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Forecast comparison with nonlinear methods for Brazilian industrial production. (2015). Valls Pereira, Pedro ; Rocha, Jordano Vieira .
In: Textos para discussÃ£o.
RePEc:fgv:eesptd:397.
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Forecasting Core Inflation: The Case of South Africa. (2015). Ruch, Franz ; GUPTA, RANGAN ; Balcilar, Mehmet ; Modise, Mampho P ; Balcilarauthor-Name, Mehmet .
In: Working Papers.
RePEc:emu:wpaper:15-08.pdf.
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Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions. (2015). Issler, JoÃƒÂ£o ; Hecq, Alain ; GuillÃƒÂ©n, Osmani ; GuillÃƒÂƒÃ‚Â©n, Osmani ; Guillén, Osmani ; Saraiva, Diogo .
In: International Journal of Forecasting.
RePEc:eee:intfor:v:31:y:2015:i:3:p:862-875.
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Structural-break models under mis-specification: Implications for forecasting. (2015). Koo, Bonsoo ; Seo, Myung Hwan.
In: Journal of Econometrics.
RePEc:eee:econom:v:188:y:2015:i:1:p:166-181.
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Red herrings and revelations: does learning about a new variable worsen forecasts?. (2015). Shea, Paul.
In: Economic Modelling.
RePEc:eee:ecmode:v:49:y:2015:i:c:p:395-406.
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Bayesian forecasting of real exchange rates with a Dornbusch prior. (2015). Rubaszek, MichaÅ‚ ; Kociecki, Andrzej ; Ca' Zorzi, Michele ; Kocicki, Andrzej ; Ca'Zorzi, Michele, ; Ca' Zorzi, Michele, .
In: Economic Modelling.
RePEc:eee:ecmode:v:46:y:2015:i:c:p:53-60.
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The information content of money and credit for US activity. (2015). Seitz, Franz ; Albuquerque, Bruno ; Baumann, Ursel.
In: Working Paper Series.
RePEc:ecb:ecbwps:20151803.
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The information content of money and credit for US activity. (2015). Albuquerque, Bruno ; Seitz, Franz ; Baumann, Ursel.
In: Working Paper Series.
RePEc:ecb:ecbwps:20141803.
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Model uncertainty and the forecast accuracy of ARMA models: A survey. (2015). Veiga, Helena ; Ruiz, Esther ; Gonalves, Mazzeu ; Joao, Henrique .
In: DES - Working Papers. Statistics and Econometrics. WS.
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Inflation forecasting models for Uganda: is mobile money relevant?. (2015). muellbauer, john ; Aron, Janine ; Sebudde, Rachel .
In: CSAE Working Paper Series.
RePEc:csa:wpaper:2015-17.
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Inflation forecasting models for Uganda: is mobile money relevant?. (2015). muellbauer, john ; Aron, Janine ; Sebudde, Rachel .
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:10739.
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Modeling Uncertainty in Climate Change: A Multi-Model Comparison. (2015). Reilly, John ; Nordhaus, William ; Gillingham, Kenneth ; Christensen, Peter ; Bosetti, Valentina ; Anthoff, David ; Sztorc, Paul ; McJeon, Haewon ; Blanford, Geoffrey.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_5538.
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Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis. (2015). Waldron, Matt ; Masolo, Riccardo M. ; Koerber, Lena ; Fawcett, Nicholas.
In: Bank of England working papers.
RePEc:boe:boeewp:0538.
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What is the best risk measure in practice? A comparison of standard measures. (2015). Tasche, Dirk ; Kratz, Marie ; Emmer, Susanne .
In: Papers.
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Examining Export Volatility, Structural Breaks in Price Volatility and Linkages between Domestic and Export Prices of Onion in India. (2015). Paul, R K ; Rana, S ; Chaurasia, S ; Saxena, R.
In: Agricultural Economics Research Review.
RePEc:ags:aerrae:229311.
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A general approach to recovering market expectations from futures prices with an application to crude oil. (2014). Kilian, Lutz ; Baumeister, Christiane.
In: CFS Working Paper Series.
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Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÅ‚.
In: HSC Research Reports.
RePEc:wuu:wpaper:hsc1407.
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Bayesian Stochastic Search for the Best Predictors: Nowcasting GDP Growth. (2014). Hess, Dieter ; Hautsch, Nikolaus.
In: University of East Anglia Applied and Financial Economics Working Paper Series.
RePEc:uea:aepppr:2012_56.
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Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors. (2014). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C..
In: Working papers.
RePEc:uct:uconnp:2014-10.
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Which Agency and Which Period is The Best? Analyzing National and International Fiscal Forecasts in Italy. (2014). Carabotta, Laura .
In: International Journal of Economic Sciences.
RePEc:prg:jnljes:v:2014:y:2014:i:1:id:6:p:27-46.
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Dutch Disease Effect of Oil Rents on Agriculture Value Added in MENA Countries. (2014). Owusu-Sekyere, Emmanuel ; GUPTA, RANGAN ; El Montasser, Ghassen ; Apergis, Nicholas ; Ajmi, Ahdi Noomen.
In: Working Papers.
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Multi-step forecasting in the presence of breaks. (2014). HÃƒÂ¤nnikÃƒÂ¤inen, Jari ; Hannikainen, Jari.
In: MPRA Paper.
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Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors. (2014). Aye, Goodness C. ; Miller, Stephen M..
In: Working Papers.
RePEc:ipg:wpaper:2014-465.
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Forecast combinations in a DSGE-VAR lab. (2014). Kunst, Robert ; Costantini, Mauro ; Gunter, Ulrich.
In: Economics Series.
RePEc:ihs:ihsesp:309.
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Options for Developing Countries to Deal with Global Food Commodity Market Volatility. (2014). Sarris, Alexander .
In: Working Papers.
RePEc:fdi:wpaper:1543.
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Options for Developing Countries to Deal with Global Food Commodity Market Volatility. (2014). Sarris, Alexander .
In: Working Papers.
RePEc:fdi:wpaper:1542.
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Evaluating forecasts of political conflict dynamics. (2014). Freeman, John R. ; Schrodt, Philip A. ; Brandt, Patrick T..
In: International Journal of Forecasting.
RePEc:eee:intfor:v:30:y:2014:i:4:p:944-962.
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Tracking world trade and GDP in real time. (2014). Golinelli, Roberto ; Parigi, Giuseppe .
In: International Journal of Forecasting.
RePEc:eee:intfor:v:30:y:2014:i:4:p:847-862.
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Efficient estimation of forecast uncertainty based on recent forecast errors. (2014). KnÃƒÂ¼ppel, Malte ; Knuppel, Malte.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:30:y:2014:i:2:p:257-267.
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Unpredictability in economic analysis, econometric modeling and forecasting. (2014). Mizon, Grayham ; Hendry, David.
In: Journal of Econometrics.
RePEc:eee:econom:v:182:y:2014:i:1:p:186-195.
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Time Series Models for Business and Economic Forecasting. (2014). Franses, Philip Hans ; Opschoor, Anne ; van Dijk, Dick.
In: Cambridge Books.
RePEc:cup:cbooks:9780521520911.
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A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil. (2014). Kilian, Lutz ; Baumeister, Christiane.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:10162.
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Antithetic time series analysis and the CompanyX data. (2014). Ridley, Dennis ; Ngnepieba, Pierre .
In: Journal of the Royal Statistical Society Series A.
RePEc:bla:jorssa:v:177:y:2014:i:1:p:83-94.
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The Recalibrated and Copula Opinion Pools. (2013). Mitchell, James.
In: EMF Research Papers.
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Detecting structural breaks in tail behaviour -- from the perspective of fitting the generalized Pareto distribution. (2013). Liu, Wei-han.
In: Applied Economics.
RePEc:taf:applec:45:y:2013:i:10:p:1273-1286.
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UK stock market predictability: evidence of time variation. (2013). Wohar, Mark ; McMillan, David.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:23:y:2013:i:12:p:1043-1055.
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Forecasting Dutch GDP and inflation using alternative factor model specifications based on large and small datasets. (2013). Reijer, Ard.
In: Empirical Economics.
RePEc:spr:empeco:v:44:y:2013:i:2:p:435-453.
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Forecasting recessions using financial variables: the French case. (2013). Bismans, Francis ; Majetti, Reynald .
In: Empirical Economics.
RePEc:spr:empeco:v:44:y:2013:i:2:p:419-433.
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Important Channels of Transmission Monetary Policy Shock in South Africa. (2013). Kabundi, Alain ; Ndou, Eliphas ; Nombulelo Gumata, Alain Kabundi, .
In: Working Papers.
RePEc:rza:wpaper:375.
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Forecast Evaluations for Multiple Time Series: A Generalized Theil Decomposition. (2013). Polasek, Wolfgang.
In: Working Paper series.
RePEc:rim:rimwps:23_13.
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Macroeconomic Forecasting Using Low-Frequency Filters. (2013). Valle e Azevedo, JoÃƒÂ£o ; Pereira, Ana ; JoÃ£o Valle e Azevedo, .
In: Working Papers.
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Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors. (2013). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C..
In: Working Papers.
RePEc:pre:wpaper:201348.
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Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview. (2013). Kitov, Oleg ; Hendry, David ; Castle, Jennifer.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:674.
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Step-indicator Saturation. (2013). Pretis, Felix ; Hendry, David ; Doornik, Jurgen.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:658.
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Unpredictability in Economic Analysis, Econometric Modeling and Forecasting. (2013). Hendry, David ; Mizon, Grayham E..
In: Economics Series Working Papers.
RePEc:oxf:wpaper:2013-w04.
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Unpredictability in Economic Analysis, Econometric Modeling and Forecasting. (2013). Mizon, Grayham ; Hendry, David.
In: Economics Papers.
RePEc:nuf:econwp:1304.
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Conditional Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate. (2013). Kawakami, Kei.
In: Department of Economics - Working Papers Series.
RePEc:mlb:wpaper:1167.
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Consistent Factor Estimation in Dynamic Factor Models with Structural Instability. (2013). Watson, Mark ; Plagborg-Mller, Mikkel ; Bates, Brandon J ; Stock, James H.
In: Scholarly Articles.
RePEc:hrv:faseco:28469786.
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What Is the Best Risk Measure in Practice? A Comparison of Standard Measures. (2013). Emmer, Suzanne ; Tasche, Dirk ; Kratz, Marie.
In: Working Papers.
RePEc:hal:wpaper:hal-00921283.
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What Is the Best Risk Measure in Practice? A Comparison of Standard Measures. (2013). Tasche, Dirk ; Emmer, Suzanne ; Kratz, Marie.
In: Post-Print.
RePEc:hal:journl:hal-00921283.
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Do central banksâ€™ forecasts take into account public opinion and views?. (2013). Nunes, Ricardo.
In: International Finance Discussion Papers.
RePEc:fip:fedgif:1080.
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Markov switching models in asset pricing research. (2013). Guidolin, Massimo.
In: Chapters.
RePEc:elg:eechap:14545_1.
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Very short-term wind speed forecasting with Bayesian structural break model. (2013). Kusiak, Andrew ; Song, Zhe ; Jiang, YU.
In: Renewable Energy.
RePEc:eee:renene:v:50:y:2013:i:c:p:637-647.
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Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate. (2013). Kawakami, Kei.
In: Journal of the Japanese and International Economies.
RePEc:eee:jjieco:v:28:y:2013:i:c:p:1-18.
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Forecasting with vector autoregressive models of data vintages: US output growth and inflation. (2013). GalvÃƒÂ£o, Ana ; Clements, Michael ; Galvo, Ana Beatriz.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:29:y:2013:i:4:p:698-714.
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Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model. (2013). van der Wel, Michel ; Koopman, Siem Jan.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:29:y:2013:i:4:p:676-694.
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Empirical simultaneous prediction regions for path-forecasts. (2013). Marcellino, Massimiliano ; KnÃƒÂ¼ppel, Malte ; Jorda, Oscar ; Knuppel, Malte.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:29:y:2013:i:3:p:456-468.
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Combining statistical and judgmental forecasts via a web-based tourism demand forecasting system. (2013). Song, Haiyan ; Gao, Bastian Z. ; Lin, Vera S..
In: International Journal of Forecasting.
RePEc:eee:intfor:v:29:y:2013:i:2:p:295-310.
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Forecasting contemporaneous aggregates with stochastic aggregation weights. (2013). LÃƒÂ¼tkepohl, Helmut ; BrÃƒÂ¼ggemann, Ralf ; Lutkepohl, Helmut ; Bruggemann, Ralf .
In: International Journal of Forecasting.
RePEc:eee:intfor:v:29:y:2013:i:1:p:60-68.
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Studying the future of the forest sector: Review and implications for long-term outlook studies. (2013). Hurmekoski, Elias ; Hetemaki, Lauri .
In: Forest Policy and Economics.
RePEc:eee:forpol:v:34:y:2013:i:c:p:17-29.
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Combining day-ahead forecasts for British electricity prices. (2013). Nan, Fany ; Bunn, Derek W. ; Bordignon, Silvano ; Lisi, Francesco.
In: Energy Economics.
RePEc:eee:eneeco:v:35:y:2013:i:c:p:88-103.
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An intra-week efficiency analysis of bookie-quoted NFL betting lines in NYC. (2013). Rapach, David E. ; Miller, Thomas W..
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:24:y:2013:i:c:p:10-23.
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Multi-period credit default prediction with time-varying covariates. (2013). Orth, Walter .
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:21:y:2013:i:c:p:214-222.
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Forecasting by factors, by variables, by both or neither?. (2013). Hendry, David ; Clements, Michael ; Castle, Jennifer.
In: Journal of Econometrics.
RePEc:eee:econom:v:177:y:2013:i:2:p:305-319.
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Consistent factor estimation in dynamic factor models with structural instability. (2013). Watson, Mark ; Plagborg-Moller, Mikkel ; Bates, Brandon J. ; Stock, James H..
In: Journal of Econometrics.
RePEc:eee:econom:v:177:y:2013:i:2:p:289-304.
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Time-varying combinations of predictive densities using nonlinear filtering. (2013). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
In: Journal of Econometrics.
RePEc:eee:econom:v:177:y:2013:i:2:p:213-232.
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Forecasting a long memory process subject to structural breaks. (2013). Wang, Cindy Shin-huei ; hsiao, cheng ; Bauwens, Luc.
In: Journal of Econometrics.
RePEc:eee:econom:v:177:y:2013:i:2:p:171-184.
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Adaptive forecasting in the presence of recent and ongoing structural change. (2013). Price, Simon ; Giraitis, Liudas ; Kapetanios, George.
In: Journal of Econometrics.
RePEc:eee:econom:v:177:y:2013:i:2:p:153-170.
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Advances in Forecasting under Instability. (2013). Rossi, Barbara.
In: Handbook of Economic Forecasting.
RePEc:eee:ecofch:2-1203.
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Macroeconomic Variables and South African Stock Return Predictability. (2013). GUPTA, RANGAN ; Modise, Mampho P..
In: Economic Modelling.
RePEc:eee:ecmode:v:30:y:2013:i:c:p:612-622.
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New Methods for Forecasting Inflation, Applied to the US. (2013). muellbauer, john ; Aron, Janine.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:75:y:2013:i:5:p:637-661.
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Robust Forecast Methods and Monitoring during Structural Change. (2013). Price, Simon ; Eklund, Jana ; Kapetanios, George.
In: Manchester School.
RePEc:bla:manchs:v:81:y:2013:i::p:3-27.
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Tracking world trade and GDP in real time. (2013). Golinelli, Roberto ; Parigi, Giuseppe .
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_920_13.
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Putting the New Keynesian DSGE Model to the Realâ€Time Forecasting Test. (2012). SKRZYPCZYSKI, PAWE ; Rubaszek, Micha ; Kolasa, Marcin.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:44:y:2012:i:7:p:1301-1324.
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A RADIAL BASIS FUNCTION APPROACH TO EARNINGS FORECAST. (2012). Biscontri, Robert G..
In: Intelligent Systems in Accounting, Finance and Management.
RePEc:wly:isacfm:v:19:y:2012:i:1:p:1-18.
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Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals. (2012). Savona, Roberto ; Vezzoli, Marika .
In: Working Papers.
RePEc:ven:wpaper:2012_26.
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Forecasting Mixed Frequency Time Series with ECM-MIDAS Models. (2012). Urbain, Jean-Pierre ; Hecq, Alain ; GÃƒÂ¶tz, Thomas.
In: Research Memorandum.
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Time-varying Combinations of Predictive Densities using Nonlinear Filtering. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20120118.
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Forecasting Interest Rates with Shifting Endpoints. (2012). van der Wel, Michel ; van Dijk, Dick ; Koopman, Siem Jan ; Wright, Jonathan H..
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20120076.
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Mis-specification Testing: Non-Invariance of Expectations Models of Inflation. (2012). Nymoen, Ragnar ; Hendry, David ; Doornik, Jurgen ; Castle, Jennifer.
In: Working Paper series.
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Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle. (2012). Yazgan, Ege ; Stengos, Thanasis ; Pinar, Mehmet.
In: Working Paper series.
RePEc:rim:rimwps:17_12.
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Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility. (2012). Karapanagiotidis, Paul.
In: MPRA Paper.
RePEc:pra:mprapa:38885.
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Forecasting by factors, by variables, or both?. (2012). Hendry, David ; Clements, Michael ; Castle, Jennifer.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:600.
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Model Discovery and Trygve Haavelmos Legacy. (2012). Johansen, Soren ; Hendry, David.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:598.
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Implications of Cointegration for Forecasting: A Review and an Empirical Analysis. (2012). Barakchian, Seyed Mahdi.
In: Journal of Money and Economy.
RePEc:mbr:jmonec:v:7:y:2012:i:1:p:87-118.
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D-separation, forecasting, and economic science: a conjecture. (2012). Bessler, David ; Wang, Zijun.
In: Theory and Decision.
RePEc:kap:theord:v:73:y:2012:i:2:p:295-314.
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Evaluating a Global Vector Autoregression for Forecasting. (2012). Ericsson, Neil ; Reisman, Erica.
In: International Advances in Economic Research.
RePEc:kap:iaecre:v:18:y:2012:i:3:p:247-258:10.1007/s11294-012-9357-0.
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Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System. (2012). Kunst, Robert ; Costantini, Mauro ; Gunter, Ulrich.
In: Economics Series.
RePEc:ihs:ihsesp:292.
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Evaluating a Global Vector Autoregression for Forecasting. (2012). Ericsson, Neil ; Reisman, Erica L..
In: Working Papers.
RePEc:gwc:wpaper:2012-006.
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Is there an optimal forecast combination? A stochastic dominance approach applied to the forecast combination puzzle.. (2012). Yazgan, Ege ; Stengos, Thanasis ; Pinar, Mehmet.
In: Working Papers.
RePEc:gue:guelph:2012-06..
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Evaluating a global vector autoregression for forecasting. (2012). Ericsson, Neil.
In: International Finance Discussion Papers.
RePEc:fip:fedgif:1056.
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Uncertainty and Projections of the Demand for Mail. (2012). Rodriguez, Frank ; Steri, Soterios ; Veruete-McKay, Leticia ; FLORENS, Jean-Pierre ; Fve, Frdrique .
In: Chapters.
RePEc:elg:eechap:14533_6.
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Improving forecasting in an emerging economy, South Africa: Changing trends, long run restrictions and disaggregation. (2012). muellbauer, john ; Aron, Janine.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:28:y:2012:i:2:p:456-476.
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Forecasting a monetary aggregate under instability: Argentina after 2001. (2012). Garegnani, Maria ; Ahumada, Hildegart.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:28:y:2012:i:2:p:412-427.
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Forecasting US state-level employment growth: An amalgamation approach. (2012). Strauss, Jack ; Rapach, David E..
In: International Journal of Forecasting.
RePEc:eee:intfor:v:28:y:2012:i:2:p:315-327.
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South African stock return predictability in the context data mining: The role of financial variables and international stock returns. (2012). GUPTA, RANGAN ; Modise, Mampho P..
In: Economic Modelling.
RePEc:eee:ecmode:v:29:y:2012:i:3:p:908-916.
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Adaptive forecasting in the presence of recent and ongoing structural change. (2012). Kapetanios, G. ; Price, S. ; Giraitis, L..
In: Working Papers.
RePEc:cty:dpaper:12/02.
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Forecasting long memory processes subject to structural breaks. (2012). Wang, Cindy Shin-huei ; hsiao, cheng ; Bauwens, Luc.
In: CORE Discussion Papers.
RePEc:cor:louvco:2012048.
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Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model. (2011). van der Wel, Michel ; Koopman, Siem Jan.
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20110063.
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Forecast Rationality Tests Based on Multi-Horizon Bounds. (2011). Patton, Andrew ; Timmermann, Allan.
In: Journal of Business & Economic Statistics.
RePEc:taf:jnlbes:v:30:y:2011:i:1:p:1-17.
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Hierarchical Shrinkage in Time-Varying Parameter Models. (2011). Koop, Gary ; Korobilis, Dimitris ; Miguel A. G. Belmonte, .
In: Working Paper series.
RePEc:rim:rimwps:35_11.
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Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models. (2011). GalvÃƒÂ£o, Ana ; Clements, Michael.
In: Working Papers.
RePEc:qmw:qmwecw:wp678.
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Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models. (2011). GalvÃƒÂ£o, Ana ; Clements, Michael ; Galvo, Ana Beatriz.
In: Working Papers.
RePEc:qmw:qmwecw:678.
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Hierarchical shrinkage in time-varying parameter models. (2011). Koop, Gary ; Korobilis, Dimitris ; Miguel, Belmonte .
In: MPRA Paper.
RePEc:pra:mprapa:31827.
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Forecasting inflation with consumer survey data â€“ application of multi-group confirmatory factor analysis to elimination of the general sentiment factor. (2011). Bialowolski, Piotr ; Biaowolski, Piotr .
In: NBP Working Papers.
RePEc:nbp:nbpmis:100.
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Do Commodity Futures Help Forecast Spot Prices?. (2011). Roache, Shaun K ; Reichsfeld, David A.
In: IMF Working Papers.
RePEc:imf:imfwpa:2011/254.
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Markov Switching Models in Empirical Finance. (2011). Guidolin, Massimo.
In: Working Papers.
RePEc:igi:igierp:415.
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Monitoring a change in persistence of a long range dependent time series. (2011). Willert, Juliane ; Heinen, Florian .
In: Hannover Economic Papers (HEP).
RePEc:han:dpaper:dp-479.
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Modellrisiko = Spezifikation + Validierung. (2011). Sibbertsen, Philipp ; Stahl, Gerhard ; Bertram, Philip .
In: Hannover Economic Papers (HEP).
RePEc:han:dpaper:dp-468.
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An historical perspective on the forecasting performance of the Treasury Model: Forecasting the growth in UK consumers expenditure. (2011). Cook, S.
In: Post-Print.
RePEc:hal:journl:hal-00665455.
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Improving forecasting performance by window and model averaging. (2011). Thomakos, Dimitrios ; Bhattacharya, Prasad.
In: CAMA Working Papers.
RePEc:een:camaaa:2011-05.
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Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures. (2011). Wei, Yingqi ; Fildes, Robert ; Ismail, Suzilah .
In: International Journal of Forecasting.
RePEc:eee:intfor:v:27:y::i:3:p:902-922.
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Combining exponential smoothing forecasts using Akaike weights. (2011). Kolassa, Stephan.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:27:y::i:2:p:238-251.
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The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys. (2011). Weale, Martin ; Mitchell, James ; Lui, Silvia Sze Wai.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:27:y:2011:i:4:p:1128-1146.
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Combining exponential smoothing forecasts using Akaike weights. (2011). Kolassa, Stephan.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:27:y:2011:i:2:p:238-251.
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Variable selection, estimation and inference for multi-period forecasting problems. (2011). Timmermann, Allan ; Pesaran, M ; Pick, Andreas.
In: Journal of Econometrics.
RePEc:eee:econom:v:164:y:2011:i:1:p:173-187.
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Inference and prediction in a multiple-structural-break model. (2011). Geweke, John ; Jiang, YU.
In: Journal of Econometrics.
RePEc:eee:econom:v:163:y:2011:i:2:p:172-185.
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An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa. (2011). GUPTA, RANGAN ; Balcilar, Mehmet ; Shah, Zahra B..
In: Economic Modelling.
RePEc:eee:ecmode:v:28:y:2011:i:3:p:891-899.
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A Bayesian approach to optimal monetary policy with parameter and model uncertainty. (2011). yates, anthony ; Nikolov, Kalin ; Matthes, Christian ; De Paoli, Bianca ; Cogley, Timothy.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:35:y:2011:i:12:p:2186-2212.
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A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models. (2011). Koop, Gary ; Rombouts, Jeroen V. K., ; Bauwens, Luc.
In: SIRE Discussion Papers.
RePEc:edn:sirdps:274.
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A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models. (2011). Koop, Gary ; Korobilis, Dimitris ; Bauwens, Luc.
In: SIRE Discussion Papers.
RePEc:edn:sirdps:266.
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Advances in Forecasting Under Instability. (2011). Rossi, Barbara.
In: Working Papers.
RePEc:duk:dukeec:11-20.
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Forecast Rationality Tests Based on Multi-Horizon Bounds. (2011). Timmermann, Allan ; Patton, Andrew.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:8194.
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Toward an Operational Framework for Financial Stability: â€œFuzzyâ€ Measurement and Its Consequences. (2011). Borio, Claudio ; Drehmann, Mathias.
In: Central Banking, Analysis, and Economic Policies Book Series.
RePEc:chb:bcchsb:v15c04pp063-123.
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Econometric Modelling of Time Series with Outlying Observations. (2011). Mizon, Grayham ; Hendry, David.
In: Journal of Time Series Econometrics.
RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:6.
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Contributions of economists to the housing-price bubble. (2011). Starr, Martha.
In: Working Papers.
RePEc:amu:wpaper:2011-03.
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On the Importance of the Arrival of New Information. (2010). Chumacero, Romulo.
In: Estudios de Economia.
RePEc:udc:esteco:v:37:y:2010:i:2:p:207-215.
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Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics. (2010). Miller, Stephen ; GUPTA, RANGAN ; van Wyk, Dylan .
In: Working papers.
RePEc:uct:uconnp:2010-06.
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Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates. (2010). van der Wel, Michel ; Koopman, Siem Jan ; Jungbacker, Borus .
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20090041.
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Bagging or Combining (or Both)? An Analysis Based on Forecasting U.S. Employment Growth. (2010). Strauss, Jack ; Rapach, David .
In: Econometric Reviews.
RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:511-533.
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THE EFFECT OF DEFENSE SPENDING ON US OUTPUT: A FACTOR AUGMENTED VECTOR AUTOREGRESSION (FAVAR) APPROACH. (2010). Ziramba, Emmanuel ; Kabundi, Alain ; GUPTA, RANGAN.
In: Defence and Peace Economics.
RePEc:taf:defpea:v:21:y:2010:i:2:p:135-147.
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Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts. (2010). Hendry, David ; Clements, Michael.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:484.
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Evaluating Automatic Model Selection. (2010). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:474.
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Automatic Selection for Non-linear Models. (2010). Hendry, David ; Castle, Jennifer.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:473.
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Directed graphs, information structure and forecast combinations: an empirical examination of US unemployment rates. (2010). Wang, Zijun.
In: Journal of Forecasting.
RePEc:jof:jforec:v:29:y:2010:i:4:p:353-366.
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Nowcasting and predicting data revisions using panel survey data. (2010). Silverstone, Brian ; Mitchell, James ; Matheson, Troy.
In: Journal of Forecasting.
RePEc:jof:jforec:v:29:y:2010:i:3:p:313-330.
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Nowcasting from disaggregates in the face of location shifts. (2010). Hendry, David ; Castle, Jennifer.
In: Journal of Forecasting.
RePEc:jof:jforec:v:29:y:2010:i:1-2:p:200-214.
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Direct vs Indirect Forecasts of Foreign Trade Unit Value Indices. (2010). Lutero, Giancarlo ; Marini, Marco.
In: Rivista di statistica ufficiale.
RePEc:isa:journl:v:12:y:2010:i:2-3:p:73-96.
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A reappraisal of the leading indicator properties of the yield curve under structural instability. (2010). Wang, Qingwei ; Schrimpf, Andreas.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:26:y::i:4:p:836-857.
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A hierarchical procedure for the combination of forecasts. (2010). Costantini, Mauro ; Pappalardo, Carmine .
In: International Journal of Forecasting.
RePEc:eee:intfor:v:26:y::i:4:p:725-743.
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Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks. (2010). Strachan, Rodney ; Koop, Gary ; Jochmann, Markus.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:26:y::i:2:p:326-347.
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Forecasting with equilibrium-correction models during structural breaks. (2010). Hendry, David ; Fawcett, Nicholas ; Castle, Jennifer ; Fawcett, Nicholas W. P., .
In: Journal of Econometrics.
RePEc:eee:econom:v:158:y:2010:i:1:p:25-36.
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Modeling structural breaks in economic relationships using large shocks. (2010). Tzavalis, Elias ; Kapetanios, G..
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:34:y:2010:i:3:p:417-436.
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Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate. (2010). Hubrich, Kirstin ; Hendry, David.
In: Working Paper Series.
RePEc:ecb:ecbwps:20101155.
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Variable Selection, Estimation and Inference for Multi-period Forecasting Problems. (2010). Timmermann, Allan ; Pesaran, M ; Pick, Andreas.
In: DNB Working Papers.
RePEc:dnb:dnbwpp:250.
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Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?. (2010). muellbauer, john ; Aron, Janine.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:7895.
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New methods for forecasting inflation, applied to the US.. (2010). muellbauer, john ; Aron, Janine.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:7877.
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ProyecciÃ³n Agregada y Desagregada del PIB Chileno con Procedimientos Automatizados de Series de Tiempo. (2010). Urrutia, Marcela ; Medel, Carlos A..
In: Working Papers Central Bank of Chile.
RePEc:chb:bcchwp:577.
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Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP. (2010). Schumacher, Christian ; Marcellino, Massimiliano.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:72:y:2010:i:4:p:518-550.
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Forecast Combinations. (2010). Timmermann, Allan ; CapistrÃƒÂ¡n, Carlos ; Aiolfi, Marco .
In: Working Papers.
RePEc:bdm:wpaper:2010-04.
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A non-parametric model-based approach to uncertainty and risk analysis of macroeconomic forecast. (2010). Siviero, Stefano ; Miani, Claudia .
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_758_10.
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Forecast Combinations. (2010). Timmermann, Allan ; CapistrÃƒÂ¡n, Carlos ; Aiolfi, Marco .
In: CREATES Research Papers.
RePEc:aah:create:2010-21.
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Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model. (2009). Miller, Stephen ; Kabundi, Alain ; Jurgilas, Marius ; GUPTA, RANGAN.
In: Working papers.
RePEc:uct:uconnp:2009-19.
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Essay in dividend modelling and forecasting: does nonlinearity help?. (2009). JAWADI, Fredj.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:19:y:2009:i:16:p:1329-1343.
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Stability of Lending Rate Stickiness: A Case Study of India. (2009). Sastry, D.V.S. ; Bhattacharya, Kaushik ; Singh, Balwant ; Sastry, D. V. S., .
In: MPRA Paper.
RePEc:pra:mprapa:26570.
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Some Issues in Modeling and Forecasting Inflation in South Africa. (2009). Aron, Janine .
In: Economics Series Working Papers.
RePEc:oxf:wpaper:csae-wps/2009-01.
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Working Paper 151. (2009). Ragacs, Christian ; Schneider, Martin.
In: Working Papers.
RePEc:onb:oenbwp:y::i:151:b:1.
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Why did we fail to predict GDP during the last cycle? A breakdown of forecast errors for Austria. (2009). Schneider, Martin ; Ragacs, Christian.
In: Working Papers.
RePEc:onb:oenbwp:151.
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The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys. (2009). Weale, Martin ; Lui, Silvia Sze Wai ; Mitchell, James.
In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
RePEc:nsr:niesrd:2473.
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Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode. (2009). Miller, Stephen ; Kabundi, Alain ; Jurgilas, Marius ; GUPTA, RANGAN.
In: Working Papers.
RePEc:nlv:wpaper:0919.
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The new macroeconometric model of the Polish economy. (2009). Kolasa, Marcin ; Greszta, Michal ; Budnik, Katarzyna ; Rybaczyk, Bartosz ; Rot, Michal ; Hulej, Michal ; Tarnicka, Magdalena ; Murawski, Karol .
In: NBP Working Papers.
RePEc:nbp:nbpmis:62.
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Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise. (2009). Rua, AntÃƒÂ³nio ; RÃƒÂ¼nstler, Gerhard ; Barhoumi, Karim ; Jakaitiene, Audrone ; Reijer, Ard ; Cristadoro, Riccardo ; Benk, Szilard ; Den Reijer, A. ; Jelonek, P. ; Ruth, K. ; Runstler, G. ; Van Nieuwenhuyze, C..
In: Journal of Forecasting.
RePEc:jof:jforec:v:28:y:2009:i:7:p:595-611.
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Steady-state priors for vector autoregressions. (2009). Villani, Mattias.
In: Journal of Applied Econometrics.
RePEc:jae:japmet:v:24:y:2009:i:4:p:630-650.
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Predictive Accuracy of Futures Options Implied Volatility: the Case of the Exchange Rate Futures Mexican Peso-Us Dollar.. (2009). Benavides, Guillermo .
In: Panorama EconÃ³mico.
RePEc:ipn:panora:v:v:y:2009:i:09:p:55-95.
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Non-linear interest rate dynamics and forecasting: evidence for US and Australian interest rates. (2009). McMillan, David G..
In: International Journal of Finance & Economics.
RePEc:ijf:ijfiec:v:14:y:2009:i:2:p:139-155.
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Non-linear predictability in stock and bond returns: when and where is it exploitable?. (2009). Hyde, Stuart ; Guidolin, Massimo ; McMillan, David ; Ono, Sadayuki .
In: Working Papers.
RePEc:fip:fedlwp:2008-010.
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Forecasting Aggregated Time Series Variables: A Survey. (2009). LÃƒÂ¼tkepohl, Helmut ; Luetkepohl, Helmut .
In: Economics Working Papers.
RePEc:eui:euiwps:eco2009/17.
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Price volatility forecasts for agricultural commodities: an application of volatility models, option implieds and composite approaches forfutures prices of corn and wheat. (2009). Benavides, Guillermo .
In: Revista de AdministraciÃ³n, Finanzas y EconomÃa (Journal of Management, Finance and Economics).
RePEc:ega:rafega:200909.
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Forecasting economic and financial variables with global VARs. (2009). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, M.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675.
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Optimal combinations of realised volatility estimators. (2009). Sheppard, Kevin ; Patton, Andrew.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:25:y:2009:i:2:p:218-238.
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Forecasting energy consumption in Taiwan using hybrid nonlinear models. (2009). Pao, H. T..
In: Energy.
RePEc:eee:energy:v:34:y:2009:i:10:p:1438-1446.
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Some Issues in Modeling and Forecasting Inflation in South Africa.. (2009). muellbauer, john ; Aron, Janine.
In: CSAE Working Paper Series.
RePEc:csa:wpaper:2009-01.
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Some Issues in Modeling and Forecasting Inflation in South Africa. (2009). muellbauer, john ; Aron, Janine.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:7183.
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Variable Selection and Inference for Multi-period Forecasting Problems. (2009). Timmermann, Allan ; Pesaran, M ; Pick, Andreas.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:7139.
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Towards an Operational Framework for Financial Stability: Fuzzy Measurement and its Consequences. (2009). Drehmann, Mathias ; BORIO, Claudio.
In: Working Papers Central Bank of Chile.
RePEc:chb:bcchwp:544.
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Variable Selection and Inference for Multi-period Forecasting Problems. (2009). Timmermann, Allan ; Pesaran, M ; Pick, Andreas.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_2543.
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Variable Selection and Inference for Multi-period Forecasting Problems. (2009). Timmermann, Allan ; Pesaran, M ; Pick, A..
In: Cambridge Working Papers in Economics.
RePEc:cam:camdae:0901.
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Multivariate methods for monitoring structural change. (2009). Price, Simon ; Groen, Jan ; Kapetanios, George ; Groen, Jan J J, .
In: Bank of England working papers.
RePEc:boe:boeewp:0369.
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A STOCHASTIC ESTIMATION FRAMEWORK FOR COMPONENTS OF THE SOUTH AFRICAN CONSUMER PRICE INDEX. (2009). muellbauer, john ; Aron, Janine ; Pretorius, Coen ; John n. j. Muellbauer, .
In: South African Journal of Economics.
RePEc:bla:sajeco:v:77:y:2009:i:2:p:282-313.
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Combining Forecasts from Nested Models. (2009). McCracken, Michael ; Clark, Todd.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:71:y:2009:i:3:p:303-329.
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Towards an operational framework for financial stability: fuzzy measurement and its consequences. (2009). Drehmann, Mathias ; BORIO, Claudio.
In: BIS Working Papers.
RePEc:bis:biswps:284.
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Macro stress tests and crises: what can we learn?. (2009). Drehmann, Mathias ; Alfaro, Rodrigo.
In: BIS Quarterly Review.
RePEc:bis:bisqtr:0912e.
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Immobilienkrise in den Vereinigten Staaten: Historischer Vergleich und Implikationen fÃ¼r den Konjunkturverlauf. (2008). Dovern, Jonas ; Jannsen, Nils.
In: Kiel Discussion Papers.
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Forecasting Canadian time series with the New Keynesian model. (2008). Moran, Kevin ; Dib, Ali ; Gammoudi, Mohamed.
In: Canadian Journal of Economics/Revue canadienne d'Ã©conomique.
RePEc:wly:canjec:v:41:y:2008:i:1:p:138-165.
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The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Christian .
In: Econometric Reviews.
RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78.
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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.
In: Applied Economics.
RePEc:taf:applec:v:40:y:2008:i:13:p:1707-1721.
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Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks. (2008). Strachan, Rodney ; Koop, Gary ; Jochmann, Markus.
In: Working Paper series.
RePEc:rim:rimwps:19_08.
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Forecasting and operational research: a review. (2008). Fildes, R ; Syntetos, A A ; Crone, S F ; Nikolopoulos, K.
In: Journal of the Operational Research Society.
RePEc:pal:jorsoc:v:59:y:2008:i:9:d:10.1057_palgrave.jors.2602597.
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Multi-sector inflation forecasting - quarterly models for South Africa. (2008). Aron, Janine ; Muellbauer, John .
In: Economics Series Working Papers.
RePEc:oxf:wpaper:wps/2008-27.
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Forecasting with Equilibrium-correction Models during Structural Breaks. (2008). Hendry, David ; Fawcett, Nicholas ; Castle, Jennifer ; Nicholas W. P. Fawcett, .
In: Economics Series Working Papers.
RePEc:oxf:wpaper:408.
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New methods for forecasting inflation and its sub-components: application to the USA. (2008). muellbauer, john ; Aron, Janine.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:406.
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Qualitative Business Surveys: Signal or Noise?. (2008). Weale, Martin ; Lui, Silvia Sze Wai ; Mitchell, James.
In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
RePEc:nsr:niesrd:1960.
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The Continuing Puzzle of Short Horizon Exchange Rate Forecasting. (2008). Stavrakeva, Vania ; Rogoff, Kenneth.
In: NBER Working Papers.
RePEc:nbr:nberwo:14071.
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Short-term forecasting of GDP using large monthly datasets â€“ A pseudo real-time forecast evaluation exercise. (2008). Rua, AntÃƒÂ³nio ; RÃƒÂ¼nstler, Gerhard ; Reijer, Ard ; Cristadoro, Riccardo ; Den Reijer, A. ; Jelonek, P. ; Ruth, K. ; Runstler, G. ; Van Nieuwenhuyze, C..
In: Working Paper Research.
RePEc:nbb:reswpp:200806-17.
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Traditional versus novel forecasting techniques: how much do we gain?. (2008). Fernandez, Viviana.
In: Journal of Forecasting.
RePEc:jof:jforec:v:27:y:2008:i:7:p:637-648.
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A linear benchmark for forecasting GDP growth and inflation?. (2008). Marcellino, Massimiliano.
In: Journal of Forecasting.
RePEc:jof:jforec:v:27:y:2008:i:4:p:305-340.
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Accuracy in forecasting macroeconomic variables in Iceland. (2008). Danielsson, Asgeir .
In: Economics.
RePEc:ice:wpaper:wp39.
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Macroeconomic forecasting in the EMU: Does disaggregate modeling improve forecast accuracy?. (2008). Ruth, Karsten.
In: Journal of Policy Modeling.
RePEc:eee:jpolmo:v:30:y:2008:i:3:p:417-429.
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In-sample and out-of-sample properties of linear and nonlinear Taylor rules. (2008). Enders, Walter ; Qin, Ting.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:30:y:2008:i:1:p:428-443.
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Adaptive combination of forecasts with application to wind energy. (2008). Sanchez, Ismael.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:24:y:2008:i:4:p:679-693.
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Real-time squared: A real-time data set for real-time GDP forecasting. (2008). Golinelli, Roberto ; Parigi, Giuseppe .
In: International Journal of Forecasting.
RePEc:eee:intfor:v:24:y:2008:i:3:p:368-385.
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Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter?. (2008). Thomakos, Dimitrios ; Bhattacharya, Prasad.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:24:y:2008:i:1:p:134-150.
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Are combination forecasts of S&P 500 volatility statistically superior?. (2008). Clements, Adam ; Becker, Ralf.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:24:y:2008:i:1:p:122-133.
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The predictability of exchange rate volatility. (2008). Raunig, Burkhard.
In: Economics Letters.
RePEc:eee:ecolet:v:98:y:2008:i:2:p:220-228.
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Forecast combination and the Bank of Englands suite of statistical forecasting models. (2008). Price, Simon ; Labhard, Vincent ; Kapetanios, George.
In: Economic Modelling.
RePEc:eee:ecmode:v:25:y:2008:i:4:p:772-792.
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Multi-sector inflation forecasting - quarterly models for South Africa.. (2008). muellbauer, john ; Aron, Janine.
In: CSAE Working Paper Series.
RePEc:csa:wpaper:2008-27.
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Evaluating CPBs published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts. (2008). Luginbuhl, Rob ; Elbourne, Adam ; Smid, Bert ; Vromans, Martin ; Kranendonk, Henk.
In: CPB Document.
RePEc:cpb:docmnt:172.
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Investigating uncertainty in macroeconomic forecasts by stochastic simulation. (2008). van Bork, Gerbrand ; Eijgenraam, Carel ; Blokdijk, John ; Arts, Peter ; Schuur, Jan .
In: CPB Discussion Paper.
RePEc:cpb:discus:112.rdf.
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Forecasting Economic and Financial Variables with Global VARs. (2008). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, M.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_2263.
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Comment on Economic Forecasting in a Changing World (by Michael Clements and David Hendry). (2008). Ericsson, Neil.
In: Capitalism and Society.
RePEc:bpj:capsoc:v:3:y:2008:i:2:n:2.
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Economic Forecasting in a Changing World. (2008). Hendry, David ; Clements, Michael.
In: Capitalism and Society.
RePEc:bpj:capsoc:v:3:y:2008:i:2:n:1.
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Forecast Selection by Conditional Predictive Ability Tests: An Application to the Yen/Dollar Exchange Rate. (2008). Kawakami, Kei.
In: Bank of Japan Working Paper Series.
RePEc:boj:bojwps:08-e-1.
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Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise.. (2008). Rua, AntÃƒÂ³nio ; RÃƒÂ¼nstler, Gerhard ; Barhoumi, Karim ; Jakaitiene, Audrone ; Reijer, Ard ; Cristadoro, Riccardo ; Benk, Szilard ; Den Reijer, A. ; Jelonek, P. ; Ruth, K. ; Runstler, G. ; Van Nieuwenhuyze, C..
In: Working papers.
RePEc:bfr:banfra:215.
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How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market. (2008). Irwin, Scott ; Garcia, Philip ; Colino, Evelyn V..
In: 2008 Conference, April 21-22, 2008, St. Louis, Missouri.
RePEc:ags:nccest:37620.
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Economic Forecasting. (2008). Timmermann, Allan ; Elliott, Graham.
In: Journal of Economic Literature.
RePEc:aea:jeclit:v:46:y:2008:i:1:p:3-56.
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Forecasting with estimated dynamic stochastic general equilibrium models: The role of nonlinearities. (2007). Pichler, Paul.
In: Vienna Economics Papers.
RePEc:vie:viennp:vie0702.
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Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; LindÃƒÂ©, Jesper ; Adolfson, Malin.
In: Econometric Reviews.
RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328.
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A stochastic programming model for asset liability management of a Finnish pension company. (2007). Ranne, Antero ; Pennanen, Teemu ; Koivu, Matti ; Hilli, Petri.
In: Annals of Operations Research.
RePEc:spr:annopr:v:152:y:2007:i:1:p:115-139:10.1007/s10479-006-0135-3.
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Are combination forecasts of S&P 500 volatility statistically superior?. (2007). Clements, Adam ; Becker, Ralf.
In: NCER Working Paper Series.
RePEc:qut:auncer:2007-92.
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Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation. (2007). Hendry, David ; Castle, Jennifer.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:309.
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Nowcasting and predicting data revisions in real time using qualitative panel survey data. (2007). Silverstone, Brian ; Mitchell, James ; Matheson, Troy.
In: Reserve Bank of New Zealand Discussion Paper Series.
RePEc:nzb:nzbdps:2007/02.
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Forecasting the price of crude oil via convenience yield predictions. (2007). Knetsch, Thomas.
In: Journal of Forecasting.
RePEc:jof:jforec:v:26:y:2007:i:7:p:527-549.
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Forecasting German GDP using alternative factor models based on large datasets. (2007). Schumacher, Christian.
In: Journal of Forecasting.
RePEc:jof:jforec:v:26:y:2007:i:4:p:271-302.
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Forecasting the recent behavior of US business fixed investment spending: an analysis of competing models This is a significantly revised version of our previous paper, Forecasting US Business Fixed I. (2007). Wohar, Mark ; Rapach, David E..
In: Journal of Forecasting.
RePEc:jof:jforec:v:26:y:2007:i:1:p:33-51.
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Exploring the international linkages of the euro area: a global VAR analysis. (2007). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane.
In: Journal of Applied Econometrics.
RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38.
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Empirical Studies in Consumption, House Prices and the Accuracy of European Growth and Inflation Forecasts. (2007). Barot, Bharat.
In: Working Papers.
RePEc:hhs:nierwp:0098.
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The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns. (2007). Guidolin, Massimo ; Na, Carrie Fangzhou.
In: Working Papers.
RePEc:fip:fedlwp:2006-059.
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Forecasts of U.S. short-term interest rates: a flexible forecast combination approach. (2007). Guidolin, Massimo ; Timmerman, Allan.
In: Working Papers.
RePEc:fip:fedlwp:2005-059.
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A panel data approach to economic forecasting: the bias-corrected average forecast. (2007). Lima, Luiz ; Issler, JoÃƒÂ£o.
In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
RePEc:fgv:epgewp:642.
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Econometric Analysis with Vector Autoregressive Models. (2007). LÃƒÂ¼tkepohl, Helmut ; Luetkepohl, Helmut .
In: Economics Working Papers.
RePEc:eui:euiwps:eco2007/11.
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Wavelet- and SVM-based forecasts: An analysis of the U.S. metal and materials manufacturing industry. (2007). Fernandez, Viviana.
In: Resources Policy.
RePEc:eee:jrpoli:v:32:y:2007:i:1-2:p:80-89.
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Evaluating factor forecasts for the UK: The role of asset prices. (2007). Zaher, Fadi.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:23:y:2007:i:4:p:679-693.
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Demographically based global income forecasts up to the year 2050. (2007). Lindh, Thomas ; Malmberg, BO.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:23:y:2007:i:4:p:553-567.
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Business and consumer expectations and macroeconomic forecasts. (2007). Ramos, Raul ; Claveria, Oscar ; Pons, Ernest.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:23:y:2007:i:1:p:47-69.
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An application of vector GARCH model in semiconductor demand planning. (2007). Zhang, Feng.
In: European Journal of Operational Research.
RePEc:eee:ejores:v:181:y:2007:i:1:p:288-297.
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Modelling nonlinear count time series with local mixtures of Poisson autoregressions. (2007). Carvalho, Alexandre X. ; Tanner, Martin A..
In: Computational Statistics & Data Analysis.
RePEc:eee:csdana:v:51:y:2007:i:11:p:5266-5294.
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Information combination and forecast (st)ability evidence from vintages of time-series data. (2007). Ciccarelli, Matteo ; Altavilla, Carlo ; Carlo Altavilla , .
In: Working Paper Series.
RePEc:ecb:ecbwps:2007846.
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Economic Forecasting. (2007). Timmermann, Allan ; Elliott, Graham.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:6158.
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On the optimality of expert-adjusted forecasts. (2007). Franses, Philip Hans ; van Hoek, Taco ; Blokdijk, John ; van Bork, Gerbrand ; Ederveen, Sjef ; Koning, Martin ; Eijgenraam, Carel.
In: CPB Discussion Paper.
RePEc:cpb:discus:92.rdf.
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On the optimality of expert-adjusted forecasts. (2007). Franses, Philip Hans ; Lanser, Debby ; Kranendonk, Henk.
In: CPB Discussion Paper.
RePEc:cpb:discus:92.
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Time Series Models for Forecasting: Testing or Combining?. (2007). Chen, Zhuo ; Yang, Yuhong.
In: Studies in Nonlinear Dynamics & Econometrics.
RePEc:bpj:sndecm:v:11:y:2007:i:1:n:3.
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DIRECT MULTI?STEP ESTIMATION AND FORECASTING. (2007). Chevillon, Guillaume.
In: Journal of Economic Surveys.
RePEc:bla:jecsur:v:21:y:2007:i:4:p:746-785.
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Optimality Tests for Multi-Horizon Forecasts.. (2007). CapistrÃƒÂ¡n, Carlos.
In: Working Papers.
RePEc:bdm:wpaper:2007-14.
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Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation. (2007). Demers, Frederick ; Cheung, Calista.
In: Staff Working Papers.
RePEc:bca:bocawp:07-8.
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Learning, structural instability and present value calculations. (2006). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
In: Discussion Paper Series 1: Economic Studies.
RePEc:zbw:bubdp1:4756.
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An Unobserved Components Model of the Monetary Transmission Mechanism in a Small Open Economy. (2006). Vitek, Francis.
In: Macroeconomics.
RePEc:wpa:wuwpma:0512019.
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An Unobserved Components Model of the Monetary Transmission Mechanism in a Closed Economy. (2006). Vitek, Francis.
In: Macroeconomics.
RePEc:wpa:wuwpma:0512018.
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How quickly do forecasters incorporate news? Evidence from cross?country surveys. (2006). Lahiri, Kajal ; Loungani, Prakash ; Isiklar, Gultekin .
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:21:y:2006:i:6:p:703-725.
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Testing the effectiveness of the French work-sharing reform: a forecasting approach. (2006). Schreiber, Sven ; Logeay, Camille.
In: Applied Economics.
RePEc:taf:applec:v:38:y:2006:i:17:p:2053-2068.
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Learning, structural instability and present value calculations. (2006). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
In: Computing in Economics and Finance 2006.
RePEc:sce:scecfa:529.
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Exploring the International Linkages of the Euro Area: a Global VAR Analysis. (2006). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane ; Bank, European Central .
In: Computing in Economics and Finance 2006.
RePEc:sce:scecfa:47.
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Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach. (2006). Vitek, Francis.
In: MPRA Paper.
RePEc:pra:mprapa:800.
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Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach. (2006). Vitek, Francis.
In: MPRA Paper.
RePEc:pra:mprapa:797.
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Macromodel of the Romanian market economy (version 2005). (2006). Dobrescu, Emilian.
In: MPRA Paper.
RePEc:pra:mprapa:35749.
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Integration of macroeconomic behavioural relationships and the input-output block: Romanian modelling experience. (2006). Dobrescu, Emilian.
In: MPRA Paper.
RePEc:pra:mprapa:35748.
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How quickly do forecasters incorporate news? Evidence from cross-country surveys. (2006). Loungani, Prakash ; Lahiri, Kajal ; Isiklar, Gultekin.
In: MPRA Paper.
RePEc:pra:mprapa:22065.
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Mit tanultunk?. A jegybanki elÅ‘rejelzÃ©sek szerepe az inflÃ¡ciÃ³s cÃ©l kÃ¶vetÃ©sÃ©nek elsÅ‘ Ã¶t Ã©vÃ©ben MagyarorszÃ¡gon. (2006). Jakab, ZoltÃƒÂ¡n ; Kiss, Gergely ; Kovacs, Mihaly Andras ; Jakab M., Zoltan, .
In: KÃ¶zgazdasÃ¡gi Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
RePEc:ksa:szemle:886.
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A hybrid forecasting approach for piece-wise stationary time series. (2006). Yang, Minxian ; Bewley, Ronald .
In: Journal of Forecasting.
RePEc:jof:jforec:v:25:y:2006:i:7:p:513-527.
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Forecasting volatility. (2006). Gospodinov, Nikolay ; Gavala, Athanasia ; Jiang, Deming .
In: Journal of Forecasting.
RePEc:jof:jforec:v:25:y:2006:i:6:p:381-400.
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Long-memory forecasting of US monetary indices. (2006). Barkoulas, John ; Baum, Christopher.
In: Journal of Forecasting.
RePEc:jof:jforec:v:25:y:2006:i:4:p:291-302.
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How quickly do forecasters incorporate news? Evidence from cross-country surveys. (2006). Loungani, Prakash ; Lahiri, Kajal ; Isiklar, Gultekin.
In: Journal of Applied Econometrics.
RePEc:jae:japmet:v:21:y:2006:i:6:p:703-725.
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Incorporating Judgement in Fan Charts. (2006). ÃƒÂ–sterholm, PÃƒÂ¤r.
In: Working Paper Series.
RePEc:hhs:uunewp:2006_030.
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Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model. (2006). Villani, Mattias ; LindÃƒÂ©, Jesper ; Adolfson, Malin ; Linde, Jesper.
In: Working Paper Series.
RePEc:hhs:rbnkwp:0190.
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Combining forecasts from nested models. (2006). McCracken, Michael ; Clark, Todd.
In: Research Working Paper.
RePEc:fip:fedkrw:rwp06-02.
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Incorporating judgement in fan charts. (2006). ÃƒÂ–sterholm, PÃƒÂ¤r.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2006-39.
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Forecasting Emerging Market Indicators: Brazil and Russia. (2006). Bystrov, Victor.
In: Economics Working Papers.
RePEc:eui:euiwps:eco2006/12.
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Formalizing judgemental adjustment of model-based forecasts. (2006). Franses, Philip Hans ; Franses, Ph. H. B. F., .
In: Econometric Institute Research Papers.
RePEc:ems:eureir:7676.
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Self-destructing prophecies: Long-term forecasting of municipal correctional bed need. (2006). McCarthy, Bernard ; Surette, Ray ; Jablonski, Patrick ; Applegate, Brandon.
In: Journal of Criminal Justice.
RePEc:eee:jcjust:v:34:y:2006:i:1:p:57-72.
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Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. What about the next 25 years?. (2006). Allen, P ; Morzuch, Bernard J..
In: International Journal of Forecasting.
RePEc:eee:intfor:v:22:y:2006:i:3:p:475-492.
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The forecasting journals and their contribution to forecasting research: Citation analysis and expert opinion. (2006). Fildes, Robert.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:22:y:2006:i:3:p:415-432.
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The longer-horizon predictability of German stock market volatility. (2006). Raunig, Burkhard.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:22:y:2006:i:2:p:363-372.
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In-sample vs. out-of-sample tests of stock return predictability in the context of data mining. (2006). Wohar, Mark ; Rapach, David E..
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:13:y:2006:i:2:p:231-247.
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Robustifying forecasts from equilibrium-correction systems. (2006). Hendry, David.
In: Journal of Econometrics.
RePEc:eee:econom:v:135:y:2006:i:1-2:p:399-426.
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Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification. (2006). Chen, Xiaohong ; Fan, Yanqin.
In: Journal of Econometrics.
RePEc:eee:econom:v:135:y:2006:i:1-2:p:125-154.
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On the informational efficiency of S&P500 implied volatility. (2006). Clements, Adam ; Becker, Ralf ; White, Scott I..
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:17:y:2006:i:2:p:139-153.
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Early warning systems for sovereign debt crises: The role of heterogeneity. (2006). Fuertes, Ana-Maria ; Kalotychou, Elena .
In: Computational Statistics & Data Analysis.
RePEc:eee:csdana:v:51:y:2006:i:2:p:1420-1441.
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Forecasting crude oil and natural gas spot prices by classification methods. (2006). Fernandez, Viviana.
In: Documentos de Trabajo.
RePEc:edj:ceauch:229.
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Detecting and predicting forecast breakdowns. (2006). Rossi, Barbara ; Giacomini, Raffaella.
In: Working Paper Series.
RePEc:ecb:ecbwps:2006638.
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Forecasting economic aggregates by disaggregates. (2006). Hubrich, Kirstin ; Hendry, David.
In: Working Paper Series.
RePEc:ecb:ecbwps:2006589.
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Regime transplants in GDP growth forecasting: A recipe for better predictions?. (2006). Stokman, Ad ; van Gelder, Lennard.
In: DNB Working Papers.
RePEc:dnb:dnbwpp:106.
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Forecasting Economic Aggregates by Disaggregates. (2006). Hubrich, Kirstin ; Hendry, David.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:5485.
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Forecasting Canadian Time Series With the New-Keynesian Model. (2006). Moran, Kevin ; Dib, Ali ; Gammoudi, Mohamed.
In: Working Papers Central Bank of Chile.
RePEc:chb:bcchwp:382.
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Econometrics: A Birdâ€™s Eye View. (2006). Pesaran, M ; Geweke, John ; Horowitz, Joel.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_1870.
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Learning, Structural Instability and Present Value Calculations. (2006). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
In: Cambridge Working Papers in Economics.
RePEc:cam:camdae:0602.
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How Stable is the Forecasting Performance of the Yield Curve for Output Growth?. (2006). Rossi, Barbara ; Giacomini, Raffaella.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:68:y:2006:i:s1:p:783-795.
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Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of Garch, Option Implied and Composite Forecast Models. (2006). Benavides, Guillermo .
In: Working Papers.
RePEc:bdm:wpaper:2006-04.
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Forecasting Canadian Time Series with the New Keynesian Model. (2006). Moran, Kevin ; Dib, Ali ; Gammoudi, Mohamed.
In: Staff Working Papers.
RePEc:bca:bocawp:06-4.
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Launching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies. (2006). Piretti, Anna ; St-Arnaud, Charles.
In: Staff Working Papers.
RePEc:bca:bocawp:06-22.
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Fear of disruption: a model of Markov-switching regimes for the Brazilian country risk conditional volatility. (2005). Une, MaurÃƒÂcio ; Portugal, Marcelo Savino.
In: Econometrics.
RePEc:wpa:wuwpem:0509005.
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Forecasting Spanish Natural Life Expectancy. (2005). Ia, Antoni Vidiellaa ; Guillen, Montserrat.
In: Risk Analysis.
RePEc:wly:riskan:v:25:y:2005:i:5:p:1161-1170.
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Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers. (2005). Valente, Giorgio ; Sarno, Lucio.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:20:y:2005:i:3:p:345-376.
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Are the Washington Consensus Policies Sustainable? Game Theoretical Assessment for the Case of Ecuador. (2005). Paez, Pedro Francisco.
In: Working Paper Series, Department of Economics, University of Utah.
RePEc:uta:papers:2005_07.
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Empirical modelling of the aggregation error in the representative consumer model. (2005). Just, Richard ; Sarmiento, Camilo .
In: Applied Economics.
RePEc:taf:applec:v:37:y:2005:i:10:p:1163-1175.
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Forecasting real exchange rate trends using age structure data - the case of Sweden. (2005). ÃƒÂ–sterholm, PÃƒÂ¤r ; Andersson, Andreas.
In: Applied Economics Letters.
RePEc:taf:apeclt:v:12:y:2005:i:5:p:267-272.
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Forecasting Aggregates by Disaggregates. (2005). Hubrich, Kirstin ; Hendry, David.
In: Computing in Economics and Finance 2005.
RePEc:sce:scecf5:270.
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Forecasting with the New-Keynesian Model: An Experiment with Canadian Data. (2005). Moran, Kevin ; Dib, Ali.
In: Computing in Economics and Finance 2005.
RePEc:sce:scecf5:235.
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Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?. (2005). CapistrÃƒÂ¡n, Carlos ; Capistrn-Carmona, Carlos.
In: Computing in Economics and Finance 2005.
RePEc:sce:scecf5:127.
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P-Star Model: A Leading Indicator of Inflation for Pakistan. (2005). Qayyum, Abdul ; Bilquees, Faiz .
In: MPRA Paper.
RePEc:pra:mprapa:2058.
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P-Star Model: A Leading Indicator of Inflation for Pakistan. (2005). Qayyum, Abdul ; Bilquees, Faiz .
In: The Pakistan Development Review.
RePEc:pid:journl:v:44:y:2005:i:2:p:117-129.
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Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns. (2005). Kouretas, Georgios ; Kazandjian, Avo ; Georgiades, Robert ; Constantinou, Eleni.
In: Money Macro and Finance (MMF) Research Group Conference 2005.
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Forecasting Canadian Time Series with the New-Keynesian Model. (2005). Moran, Kevin ; Dib, Ali ; Gammoudi, Mohamed.
In: Cahiers de recherche.
RePEc:lvl:lacicr:0527.
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Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing. (2005). Sollis, Robert.
In: Journal of Forecasting.
RePEc:jof:jforec:v:24:y:2005:i:3:p:221-231.
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Testing the effectiveness of the French work-sharing reform: a forecasting approach. (2005). Schreiber, Sven ; Logeay, Camille.
In: IMK Working Paper.
RePEc:imk:wpaper:03-2005.
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Modelling and Forecasting Fiscal Variables for the Euro Area. (2005). Marcellino, Massimiliano ; Favero, Carlo.
In: Working Papers.
RePEc:igi:igierp:298.
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General-to-specific modeling: an overview and selected bibliography. (2005). Hendry, David ; Ericsson, Neil ; Campos, Julia .
In: International Finance Discussion Papers.
RePEc:fip:fedgif:838.
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Direct multi-step estimation and forecasting. (2005). Chevillon, Guillaume.
In: Documents de Travail de l'OFCE.
RePEc:fce:doctra:0510.
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Business survey data: Do they help in forecasting GDP growth?. (2005). Jansson, Per ; Lof, Marten.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:21:y:2005:i:2:p:377-389.
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Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rapach, David E. ; Rangvid, Jesper .
In: International Journal of Forecasting.
RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166.
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Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?. (2005). Hubrich, Kirstin.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:21:y:2005:i:1:p:119-136.
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Small sample properties of forecasts from autoregressive models under structural breaks. (2005). Timmermann, Allan ; Pesaran, M.
In: Journal of Econometrics.
RePEc:eee:econom:v:129:y:2005:i:1-2:p:183-217.
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Modelling structural breaks, long memory and stock market volatility: an overview. (2005). Urga, Giovanni ; Banerjee, Anindya.
In: Journal of Econometrics.
RePEc:eee:econom:v:129:y:2005:i:1-2:p:1-34.
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VAR forecasting under misspecification. (2005). Schorfheide, Frank.
In: Journal of Econometrics.
RePEc:eee:econom:v:128:y:2005:i:1:p:99-136.
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Exploring the international linkages of the euro area: a global VAR analysis. (2005). Pesaran, M ; di Mauro, Filippo ; Dees, Stephane ; Smith, Vanessa .
In: Working Paper Series.
RePEc:ecb:ecbwps:2005568.
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Forecasting Dutch GDP using Large Scale Factor Models. (2005). Reijer, Ard.
In: DNB Working Papers.
RePEc:dnb:dnbwpp:028.
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Regime Switching and Artificial Neural Network Forecasting. (2005). Kouretas, Georgios ; Kazandjian, Avo ; Georgiades, Robert ; Constantinou, Eleni.
In: Working Papers.
RePEc:crt:wpaper:0502.
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Modelling and Forecasting Fiscal Variables for the euro Area. (2005). Marcellino, Massimiliano ; Favero, Carlo.
In: CEPR Discussion Papers.
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Forecasting Inflation via Experimental Stock Markets Some Results from Pilot Markets. (2005). Berlemann, Michael ; Nelson, Forrest .
In: ifo Working Paper Series.
RePEc:ces:ifowps:_10.
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Exploring the International Linkages of the Euro Area: a Global VAR Analysis. (2005). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_1425.
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Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?. (2005). CapistrÃƒÂ¡n, Carlos ; Carmona, Carlos Capistran .
In: University of California at San Diego, Economics Working Paper Series.
RePEc:cdl:ucsdec:qt6v28v0b6.
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Exploring the International Linkages of the Euro Area: a Global VAR Analysis. (2005). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane.
In: Cambridge Working Papers in Economics.
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Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation. (2005). Price, Simon ; Labhard, Vincent ; Kapetanios, George.
In: Bank of England working papers.
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Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR Fan Charts of Inflation. (2005). Mitchell, James ; Hall, Stephen.
In: Oxford Bulletin of Economics and Statistics.
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Evaluating a Model by Forecast Performance. (2005). Hendry, David ; Clements, Michael.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:67:y:2005:i:s1:p:931-956.
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Levels, Differences and ECMs - Principles for Improved Econometric Forecasting. (2005). Allen, P ; Fildes, Robert.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:67:y:2005:i:s1:p:881-904.
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Evaluating PcGets and RETINA as Automatic Model Selection Algorithms. (2005). Castle, Jennifer.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:67:y:2005:i:s1:p:837-880.
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Modelling and Forecasting Fiscal Variables for the Euro Area. (2005). Marcellino, Massimiliano ; Favero, Carlo.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:67:y:2005:i:s1:p:755-783.
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Guest Editors Introduction: Information in Economic Forecasting. (2005). Hendry, David ; Clements, Michael.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:67:y:2005:i:s1:p:713-753.
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Regression Models with Data-based Indicator Variables. (2005). Santos, Carlos ; Hendry, David.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:67:y:2005:i:5:p:571-595.
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Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models. (2005). Ferreira, Roberto ; Bierens, Herman ; Castelar, Ivan.
In: Economia.
RePEc:anp:econom:v:6:y:2005:i:3:p:261-292.
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Economic Uncertainties in Valuing Reductions in Childrens Environmental Health Risks. (2005). Adamowicz, Wiktor ; Krupnick, Alan J ; Hoffmann, Sandra A.
In: Discussion Papers.
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Financial Comparisons Across Different Business Models in the Canadian Airline Industry. (2005). Flouris, Triant ; Walker, Thomas.
In: 46th Annual Transportation Research Forum, Washington, D.C., March 6-8, 2005.
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Model-Free Impulse Responses. (2004). Jorda, Oscar.
In: Macroeconomics.
RePEc:wpa:wuwpma:0403016.
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A Framework for Forecasting the Components of the Consumer Price. (2004). muellbauer, john ; Aron, Janine ; Pretorius, Coen .
In: Development and Comp Systems.
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Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?. (2004). Hubrich, Kirstin.
In: Computing in Economics and Finance 2004.
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Forecasting Chilean Industrial Production and Sales with Automated Procedures. (2004). Chumacero, Romulo.
In: Computing in Economics and Finance 2004.
RePEc:sce:scecf4:112.
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Double conditioned potential output. (2004). Dobrescu, Emilian.
In: MPRA Paper.
RePEc:pra:mprapa:35769.
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A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa. (2004). Pretorius, Coen ; Muellbauer, John ; Aron, Janine .
In: Economics Series Working Papers.
RePEc:oxf:wpaper:wps/2004-07.
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Unpredictability and the Foundations of Economic Forecasting. (2004). Hendry, David .
In: Economics Series Working Papers.
RePEc:oxf:wpaper:2004-w15.
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Robustifying Forecasts from Equilibrium-Correction Models. (2004). Hendry, David .
In: Economics Series Working Papers.
RePEc:oxf:wpaper:2004-w14.
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Regression Models with Data-based Indicator Variables. (2004). Santos, Carlos ; Hendry, David.
In: Economics Papers.
RePEc:nuf:econwp:044.
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Unpredictability and the Foundations of Economic Forecasting. (2004). Hendry, David.
In: Economics Papers.
RePEc:nuf:econwp:0415.
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Robustifying Forecasts from Equilibrium-Correction Models. (2004). Hendry, David.
In: Economics Papers.
RePEc:nuf:econwp:0414.
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Regression Models with Data-based Indicator Variables. (2004). Santos, Carlos ; Hendry, David.
In: Economics Papers.
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Signal Extraction: How (In)efficient Are Model-Based Approaches? An Empirical Study Based on TRAMO/SEATS and Census X-12-ARIMA. (2004). Schips, Bernd ; Wildi, Marc .
In: KOF Working papers.
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Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? / Die SchÃ¤tzung von groÃŸen Faktormodellen fÃ¼r die deutsche Volkswirtschaft: Ãœbertreffen si. (2004). Schumacher, Christian ; Dreger, Christian.
In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
In: IZA Discussion Papers.
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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.
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Toward a Theory of Evaluating Predictive Accuracy. (2004). Kunst, Robert ; Jumah, Adusei.
In: Economics Series.
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Parameter Instability and Forecasting Performance. A Monte Carlo Study. (2004). pittis, nikitas ; Caporale, Guglielmo Maria ; Anyfantakis, Costas.
In: Economics Series.
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Demographically based global income forecasts up to the year 2050. (2004). Lindh, Thomas ; Malmberg, BO.
In: Arbetsrapport.
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Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination. (2004). Bessler, David ; Wang, Zijun.
In: International Journal of Forecasting.
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Forecasting economic time series with unconditional time-varying variance. (2004). Van Bellegem, Sebastien ; von Sachs, Rainer.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:20:y:2004:i:4:p:611-627.
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Controlling spurious drift. (2004). Haddock, Joanna ; Bewley, Ronald .
In: Economics Letters.
RePEc:eee:ecolet:v:84:y:2004:i:1:p:81-85.
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How important are automatic stabilisers in Europe? A stochastic simulation assessment. (2004). Pina, ÃƒÂlvaro ; Barrell, Ray.
In: Economic Modelling.
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Properties of Optimal Forecasts. (2004). Timmermann, Allan ; Patton, Andrew.
In: Econometric Society 2004 North American Winter Meetings.
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Forecasting Chilean Industrial Production with Automated Procedures. (2004). Chumacero, Romulo.
In: Econometric Society 2004 Latin American Meetings.
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A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa. (2004). muellbauer, john ; Aron, Janine ; Pretorius, Coen .
In: CSAE Working Paper Series.
RePEc:csa:wpaper:2004-07.
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Forecasting Chilean Industrial Production and Sales with Automated Procedures. (2004). Chumacero, Romulo.
In: Working Papers Central Bank of Chile.
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Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
In: CESifo Working Paper Series.
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Model-Free Impulse Responses. (2004). Jorda, Oscar.
In: Working Papers.
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Model-Free Impulse Responses. (2004). Jorda, Oscar.
In: Working Papers.
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Unit Root Testing in a Central Bank. (2004). Mahadeva, Lavan ; Robinson, Paul.
In: Handbooks.
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â€˜Forecasting Time Series Subject to Multiple Structural Breaksâ€™. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
In: Cambridge Working Papers in Economics.
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Macroeconomic interval forecasting: the case of assessing the risk of deflation in Germany. (2003). Borbely, Dora ; Meier, Carsten-Patrick .
In: Kiel Working Papers.
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Narrow Money and the Business Cycle: Theoretical aspects and euro area evdence. (2003). Seitz, Franz ; Reimers, Hans-Eggert ; Brand, Claus.
In: Macroeconomics.
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Tests of Conditional Predictive Ability. (2003). White, Halbert ; Giacomini, Raffaella.
In: Econometrics.
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The Status of Evaluating Accuracy of Regional Forecasts. (2003). West, Carol T..
In: The Review of Regional Studies.
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Regression Models with Data-based Indicator Variables. (2003). Santos, Carlos ; Hendry, David .
In: Economics Series Working Papers.
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Working Paper 86. (2003). Raunig, Burkhard.
In: Working Papers.
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On SETAR non-linearity and forecasting. (2003). van Dijk, Dick ; Smith, Jeremy ; Franses, Philip Hans ; Clements, Michael.
In: Journal of Forecasting.
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Non-linear forecasts of stock returns. (2003). Kanas, Angelos.
In: Journal of Forecasting.
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Do we make better forecasts these days? A survey amongst academics. (2003). Franses, Philip Hans ; Franses, Ph. H. B. F., .
In: Econometric Institute Research Papers.
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The Monetary Models of the Turkish Lira/Dollar Exchange Rate: Long-run Relationships, Short-run Dynamics and Forecasting. (2003). Civcir, Irfan ; Irfan, Civcir .
In: EcoMod2003.
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Evaluating the Effectiveness of the French Work-Sharing Reform. (2003). Schreiber, Sven ; Logeay, Camille.
In: EcoMod2004.
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Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [. (2003). Lebaron, Blake.
In: International Journal of Forecasting.
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Forecasting residential burglary. (2003). Deadman, Derek .
In: International Journal of Forecasting.
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Forecasting real GDP: what role for narrow money?. (2003). Seitz, Franz ; Reimers, Hans-Eggert ; Brand, Claus.
In: Working Paper Series.
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Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?. (2003). Hubrich, Kirstin.
In: Working Paper Series.
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Dating and Forecasting the Belgian Business Cycle. (2003). Shadman, Fatemeh ; Kholodilin, Konstantin ; Bodart, Vincent ; Vincent, BODART ; Fati, SHADMAN-MEHTA.
In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks. (2003). Timmermann, Allan ; Pesaran, M.
In: CESifo Working Paper Series.
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How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?. (2003). Timmermann, Allan ; Pesaran, M.
In: CESifo Working Paper Series.
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Tests of Conditional Predictive Ability. (2003). Giacomini, Raffaella ; White, Halbert.
In: University of California at San Diego, Economics Working Paper Series.
RePEc:cdl:ucsdec:qt5jk0j5jh.
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Model-Free Impulse Responses. (2003). Jorda, Oscar.
In: Working Papers.
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Model-Free Impulse Responses. (2003). Jorda, Oscar.
In: Working Papers.
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How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?. (2003). Timmermann, Allan ; Pesaran, M.
In: Cambridge Working Papers in Economics.
RePEc:cam:camdae:0306.
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Tests of conditional predictive ability. (2003). White, Halbert ; Giacomini, Raffaella.
In: Boston College Working Papers in Economics.
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Evaluation and Combination of Conditional Quantile Forecasts. (2003). Komunjer, Ivana ; Giacomini, Raffaella.
In: Boston College Working Papers in Economics.
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Long-Memory Forecasting of U.S. Monetary Indices. (2003). Barkoulas, John ; Baum, Christopher.
In: Boston College Working Papers in Economics.
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Forecasting Inflation in the Euro Area. (2003). DE BANDT, OLIVIER ; Flageollet, A. ; Bruneau, C..
In: Working papers.
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USDA Livestock Price Forecasts: A Comprehensive Evaluation. (2003). Manfredo, Mark ; Sanders, Dwight R..
In: Journal of Agricultural and Resource Economics.
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Estimating large-scale factor models for economic activity in Germany : do they outperform simpler models?. (2002). Schumacher, Christian ; Dreger, Christian.
In: HWWA Discussion Papers.
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Working Paper 73. (2002). Fritzer, Friedrich ; Scharler, Johann ; Moser, Gabriel .
In: Working Papers.
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Forecasting Austrian HICP and its Components using VAR and ARIMA Models. (2002). Scharler, Johann ; Fritzer, Friedrich ; Moser, Gabriel .
In: Working Papers.
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Tax Revenue Forecasts in IMF-Supported Programs. (2002). King, John R ; Golosov, Mikhail.
In: IMF Working Papers.
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Liberalization of Trade in Financial Services and Financial Sector Stability (Empirical Approach). (2002). Kireyev, Alexei P.
In: IMF Working Papers.
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Can Demography Improve Inflation Forecasts? The Case of Sweden. (2002). Bruer, Mattias.
In: Working Paper Series.
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Error correction in DHSY. (2002). TerÃƒÂ¤svirta, Timo ; Eliasson, Ann-Charlotte .
In: SSE/EFI Working Paper Series in Economics and Finance.
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Comments on The state of macroeconomic forecasting. (2002). Clements, Michael.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:24:y:2002:i:4:p:469-482.
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The state of macroeconomic forecasting. (2002). Stekler, Herman ; Fildes, Robert.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:24:y:2002:i:4:p:435-468.
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Principles of Forecasting: A Handbook for Researchers and Practitioners: J. Scott Armstrong (Ed.), (2001), Boston: Kluwer Academic Publishers, 849 pages. Hardback: ISBN: 0-7923-7930-6; $190, [UK pound. (2002). Ord, Keith ; Sniezek, Janet A. ; Goodwin, Paul ; Leonard, Mike ; Oller, Lars-Erik.
In: International Journal of Forecasting.
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Instability and Non-Linearity in the EMU. (2002). Marcellino, Massimiliano.
In: CEPR Discussion Papers.
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Factor Forecasts for the UK. (2002). Marcellino, Massimiliano ; Banerjee, Anindya ; artis, michael.
In: CEPR Discussion Papers.
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A Statistical Forecasting Method for Inflation Forecasting. (2002). Fujiwara, Ippei ; Koga, Maiko.
In: Bank of Japan Working Paper Series.
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Aggregation of Space-Time Processes. (2002). Granger, Clive ; Giacomini, Raffaella.
In: Boston College Working Papers in Economics.
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Statistical Issues in Macroeconomic Modelling-super-. (2002). Jansen, Eilev.
In: Scandinavian Journal of Statistics.
RePEc:bla:scjsta:v:29:y:2002:i:2:p:193-213.
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Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data. (2002). Moran, Kevin ; Dolar, Veronika.
In: Staff Working Papers.
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USDA PRODUCTION FORECASTS FOR PORK, BEEF, AND BROILERS: AN EVALUATION. (2002). Manfredo, Mark ; Sanders, Dwight R..
In: Journal of Agricultural and Resource Economics.
RePEc:ags:jlaare:31080.
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Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models?. (2002). Schumacher, Christian ; Dreger, Christian.
In: Discussion Paper Series.
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Forecasting Economic Time Series. (1998). Clements, Michael ; Hendry, David .
In: Cambridge Books.
RePEc:cup:cbooks:9780521632423.
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Forecasting Economic Time Series. (1998). Clements, Michael ; Hendry, David .
In: Cambridge Books.
RePEc:cup:cbooks:9780521632423.
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