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~person:"Cebula, Richard J."
~person:"Feldstein, Martin S."
~person:"Timmermann, Allan"
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Predicting Inflation : Does Th...
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ECONIS (ZBW)
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1
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
Saved in:
2
Breaks in the Phillips Curve : Evidence from Panel Data
Smith, Simon C.
;
Timmermann, Allan
;
Wright, Jonathan H.
-
National Bureau of Economic Research
-
2023
curves display similar patterns of instability and to examine lead-lag patterns in how individual
inflation
series change. We …
Persistent link: https://www.econbiz.de/10014250170
Saved in:
3
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
4
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
5
Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2022
Persistent link: https://www.econbiz.de/10013165978
Saved in:
6
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010409119
Saved in:
7
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003814581
Saved in:
8
Fluctuations in economic uncertainty and transmission of monetary policy shocks : evidence using daily surveys from Brazil
Burjack, Rafael
;
Qu, Ritong
;
Timmermann, Allan
-
2019
Persistent link: https://www.econbiz.de/10012203196
Saved in:
9
Comparing forecasting performance with panel data
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 918-941
Persistent link: https://www.econbiz.de/10014547226
Saved in:
10
Comparing forecasting performance with panel data
Timmermann, Allan
;
Zhu, Yinchu
-
2019
Persistent link: https://www.econbiz.de/10012166056
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