Similar Search Results

Comparison of methods for constructing joint confidence bands for impulse response functions

Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - In: International journal of forecasting 31 (2015) 3, pp. 782-798

Persistent link: https://www.econbiz.de/10011474568

Macroeconomic effects of oil price shocks in Brazil and in the United States

Cavalcanti, Tiago; Jalles, João Tovar - In: Applied Energy 104 (2013) C, pp. 475-486

This paper studies the effects of oil price shocks in the last 30years on the Brazilian and American inflation rate and rhythm of economic activity. The Brazilian and the United States economies are interesting polar cases, since they had a completely different path on the oil import dependence...

Persistent link: https://www.econbiz.de/10010688021

On the real effects of inflation in open economies: theory and empirics

Mallick, Sushanta; Mohsin, Mohammed - In: Empirical Economics 39 (2010) 3, pp. 643-673

Persistent link: https://www.econbiz.de/10008775751

Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand

Bloor, Chris; Matheson, Troy - In: Empirical Economics 39 (2010) 2, pp. 537-558

Persistent link: https://www.econbiz.de/10008674031

On using predictive-ability tests in the selection of time-series prediction models : a Monte Carlo evaluation

Costantini, Mauro; Kunst, Robert M. - In: International journal of forecasting 37 (2021) 2, pp. 445-460

Persistent link: https://www.econbiz.de/10012792843

Treating and pruning : new approaches to forecasting model selection and combination using prediction intervals

Meira, Erick; Oliveira, Fernando Luiz Cyrino; Jeon, Jooyoung - In: International journal of forecasting 37 (2021) 2, pp. 547-568

Persistent link: https://www.econbiz.de/10012792853

Forecast encompassing tests for the expected shortfall

Dimitriadis, Timo; Schnaitmann, Julie - In: International journal of forecasting 37 (2021) 2, pp. 604-621

Persistent link: https://www.econbiz.de/10012792857

Data visualization and forecast combination for probabilistic load forecasting in GEFCom2017 final match

Hoog, Julian de; Abdulla, Khalid - In: International journal of forecasting 35 (2019) 4, pp. 1451-1459

Persistent link: https://www.econbiz.de/10012305375

Online adaptive lasso estimation in vector autoregressive models for high dimensional wind power forecasting

Messner, Jakob W.; Pinson, Pierre - In: International journal of forecasting 35 (2019) 4, pp. 1485-1498

Persistent link: https://www.econbiz.de/10012305378

Machine learning for regularized survey forecast combination : partially-egalitarian LASSO and its derivatives

Diebold, Francis X.; Shin, Minchul - In: International journal of forecasting 35 (2019) 4, pp. 1679-1691

Persistent link: https://www.econbiz.de/10012305515