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Real-time forecasting with a mixed-frequency VAR
Schorfheide, Frank; Song, Dongho - 2013
Persistent link: https://www.econbiz.de/10010227274
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Bayesian variable selection for nowcasting economic time series
Scott, Steven L.; Varian, Hal R. - 2013
Persistent link: https://www.econbiz.de/10010205275
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How prediction markets can save event studies
Snowberg, Erik; Wolfers, Justin; Zitzewitz, Eric - 2011
Persistent link: https://www.econbiz.de/10009006797
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Tests of excess forecast volatility in the foreign exchange and stock markets
Froot, Kenneth - 1987
Persistent link: https://www.econbiz.de/10009571466
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Prediction markets for economic forecasting
Snowberg, Erik; Wolfers, Justin; Zitzewitz, Eric - 2012
Persistent link: https://www.econbiz.de/10009573963
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What is the chance that the equity premium varies over time? : evidence from predictive regressions
Wachter, Jessica; Warusawitharana, Missaka - 2011
Persistent link: https://www.econbiz.de/10009308138
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An equilibrium model of institutional demand and asset prices
Koijen, Ralph S. J.; Yogo, Motohiro - 2015
Persistent link: https://www.econbiz.de/10011420916
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Nonparametric counterfactual predictions in neoclassical models of international trade
Adao, Rodrigo; Costinot, Arnaud; Donaldson, Dave - 2015
Persistent link: https://www.econbiz.de/10011326244
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Measuring uncertainty about long-run prediction
Müller, Ulrich K.; Watson, Mark W. - 2013
Persistent link: https://www.econbiz.de/10009730746
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Prior selection for vector autoregressions
Giannone, Domenico; Lenza, Michele; Primiceri, Giorgio E. - 2012
Persistent link: https://www.econbiz.de/10009667207