Narrow search
Showing 1 - 10 of 217
Cover Image
Reliable real-time output gap estimates based on a modified Hamilton filter
Quast, Josefine; Wolters, Maik H. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 152-168
Persistent link: https://www.econbiz.de/10012804095
Cover Image
Nonlinear predictability of stock returns? : parametric versus nonparametric inference in predictive regressions
Demetrescu, Matei; Hillmann, Benjamin - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 382-397
Persistent link: https://www.econbiz.de/10012804123
Cover Image
Price dividend ratio and long-run stock returns : a score-driven state space model
Delle Monache, Davide; Petrella, Ivan; Venditti, Fabrizio - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1054-1065
Persistent link: https://www.econbiz.de/10012653225
Cover Image
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian; Koop, Gary; Onorante, Luca - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
Cover Image
Markov-switching three-pass regression filter
Guérin, Pierre; Leiva-Leon, Danilo; Marcellino, … - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
Cover Image
Real-time macroeconomic forecasting with a heteroscedastic inversion copula
Loiza-Maya, Ruben; Smith, Michael S. - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 470-486
Persistent link: https://www.econbiz.de/10012262488
Cover Image
Implications of return predictability for consumption dynamics and asset pricing
Favero, Carlo A.; Ortu, Fulvio; Tamoni, Andrea; Yang, Haoxi - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 527-541
Persistent link: https://www.econbiz.de/10012262492
Cover Image
The variance risk premium : components, term structures, and stock return predictability
Li, Junye; Zinna, Gabriele - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 411-425
Persistent link: https://www.econbiz.de/10012249166
Cover Image
Forecasting with nonspurious factors in U.S. macroeconomic time series
Yamamoto, Yohei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 81-106
Persistent link: https://www.econbiz.de/10011691219
Cover Image
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 118-127
Persistent link: https://www.econbiz.de/10011691233