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subject:"Prognoseverfahren"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Guidolin, Massimo"
~subject:"Time series analysis"
~subject:"USA"
~subject:"United Kingdom"
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Prognoseverfahren
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Estimation
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Guidolin, Massimo
Koopman, Siem Jan
7
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International journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Predictions of short-term rates and the expectations hypothesis
Guidolin, Massimo
;
Thornton, Daniel L.
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 636-664
Persistent link: https://www.econbiz.de/10012031076
Saved in:
2
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
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