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A near optimal test for structural breaks when forecasting under square error loss
Boot, Tom; Pick, Andreas - 2017
forecasting occur much less frequently than indicated by existing tests. …
Persistent link: https://www.econbiz.de/10011636475
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Forecasting with vector autoregressive models of data vintages : US output growth and inflation
Clements, Michael P.; Galvão, Ana Beatriz C. - In: International journal of forecasting 29 (2013) 4, pp. 698-714
Persistent link: https://www.econbiz.de/10010221301
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Forecasting with Bayesian multivariate vintage-based VARs
Carriero, Andrea; Clements, Michael P.; Galvão, Ana … - In: International journal of forecasting 31 (2015) 3, pp. 757-768
Persistent link: https://www.econbiz.de/10011474551
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Forecasting using random subspace methods
Boot, Tom; Nibbering, Didier - 2016
provide a theoretical justification of the use of random subspace methods and show their usefulness when forecasting monthly …
Persistent link: https://www.econbiz.de/10011531132
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How local is the local inflation factor? : evidence from emerging European countries
Cepni, Oguzhan; Clements, Michael P. - In: International journal of forecasting 40 (2024) 1, pp. 160-183
Persistent link: https://www.econbiz.de/10014450265