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Liu, Yukun; Tsyvinski, Aleh - In: The review of financial studies 34 (2021) 6, pp. 2689-2727

Persistent link: https://www.econbiz.de/10012546311

Global portfolio rebalancing and exchange rates

Costa Neto, Nelson Camanho da; Hau, Harald; Rey, Hélène - In: The review of financial studies 35 (2022) 11, pp. 5228-5274

Persistent link: https://www.econbiz.de/10013400164

Measuring the expected effects of the global tax reform

Cram, Roberto Gómez; Olbert, Marcel - In: The review of financial studies 36 (2023) 12, pp. 4965-5011

Persistent link: https://www.econbiz.de/10014446393

Inflating away the public debt? : an empirical assessment

Hilscher, Jens; Raviv, Alon; Reis, Ricardo - In: The review of financial studies 35 (2022) 3, pp. 1553-1595

Persistent link: https://www.econbiz.de/10012879000

SVARs identification through bounds on the forecast error variance

Volpicella, Alessio - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1291-1301

Persistent link: https://www.econbiz.de/10013539513

Realized quantiles

Dimitriadis, Timo; Halbleib, Roxana - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1346-1361

Persistent link: https://www.econbiz.de/10013539526

Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds

Fries, Sébastien - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1596-1616

Persistent link: https://www.econbiz.de/10013540394

On testing equal conditional predictive ability under measurement error

Hoga, Yannick; Dimitriadis, Timo - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 364-376

Loss functions are widely used to compare several competing forecasts. However, forecast comparisons are often based on mismeasured proxy variables for the true target. We introduce the concept of exact robustness to measurement error for loss functions and fully characterize this class of loss...

Persistent link: https://www.econbiz.de/10014448164

Proper scoring rules for evaluating density forecasts with asymmetric loss functions

Iacopini, Matteo; Ravazzolo, Francesco; Rossini, Luca - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 482-496

Persistent link: https://www.econbiz.de/10014448252

Quantifying time-varying forecast uncertainty and risk for the real price of oil

Aastveit, Knut Are; Cross, Jamie; Dijk, Herman K. van - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 523-537

Persistent link: https://www.econbiz.de/10014448307