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institution:"Federal Reserve Bank of San Francisco"
type_genre:"Working Paper"
~institution:"Boston College / Department of Economics"
~institution:"University of Warwick / Department of Economics"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Theory"
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Prognoseverfahren
Theorie
160
Theory
160
Geldpolitik
26
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17
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17
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12
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García López, José A.
2
Giacomini, Raffaella
2
Boero, Gianna
1
Clements, Michael P.
1
Duffee, Greg
1
Komunjer, Ivana
1
Lansing, Kevin J.
1
Marrocu, Emanuela
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Smith, Jeremy
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1
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7
Ekonomiska forskningsinstitutet <Stockholm>
5
Federal Reserve System / Division of Research and Statistics
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
University of Strathclyde / Department of Economics
5
Econometrisch Instituut <Rotterdam>
4
European University Institute / Department of Economics
4
Rutgers University / Department of Economics
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Erasmus Research Institute of Management
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Federal Reserve Bank of St. Louis
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Robert Schuman Centre for Advanced Studies
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School of Economics and Finance <Brisbane>
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University of Cambridge / Department of Applied Economics
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Brown University / Department of Economics
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Centre for Analytical Finance <Århus>
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Fachhochschule Jena / Fachbereich Betriebswirtschaft
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2
Foerder Institute for Economic Research <Tēl-Āvîv>
2
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2
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Working papers series / Federal Reserve Bank of San Francisco
4
Boston College working papers in economics
2
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ECONIS (ZBW)
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1
Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116841
Saved in:
2
The performance of SETAR models : a regime conditional evaluation of point, interval and density forecasts
Boero, Gianna
(
contributor
);
Marrocu, Emanuela
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729483
Saved in:
3
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
Saved in:
4
Evaluating covariance matrix forecasts in a value-at-risk framework
García López, José A.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577834
Saved in:
5
Term premia and interest rate forecasts in affine models
Duffee, Greg
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577848
Saved in:
6
Evaluation and combination of conditional quantile forecast
Giacomini, Raffaella
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10002911904
Saved in:
7
Tests of conditional predictive ability
Giacomini, Raffaella
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10002911954
Saved in:
8
A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.
;
Smith, Jeremy
-
1996
Persistent link: https://www.econbiz.de/10000597093
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