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Bayesian forecasting of US recessions using new Keynesian models with heterogeneous expectations
Elias, Christopher J. - In: Applied economics letters 30 (2023) 9, pp. 1218-1221
Persistent link: https://www.econbiz.de/10014303846
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How to predict the economic growth rates of a country? : a DSGE model with the accumulation of human capital
Mu, Junlin; Yan, Lipeng - In: Applied economics letters 30 (2023) 11, pp. 1540-1560
Persistent link: https://www.econbiz.de/10014304416
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A price dynamic equilibrium model with trading volume weights based on a price-volume probability wave differential equation
Shi, Leilei; Wang, Binghong; Guo, Xinshuai; Li, Honggang - In: International review of financial analysis 74 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012803796
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Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre; Ivashchenko, Sergey; Gupta, Rangan; … - In: International review of financial analysis 93 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
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Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models
Hatemi-J, Abdulnasser - In: Applied economics letters 15 (2008) 4/6, pp. 239-243
Persistent link: https://www.econbiz.de/10003727223
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Shocking! : do forecasters share a common belief?
Döpke, Jörg; Fritsche, Ulrich - In: Applied economics letters 15 (2008) 4/6, pp. 355-358
Persistent link: https://www.econbiz.de/10003727342
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The Shapley decomposition for portfolio risk
Mussard, Stéphane; Terraza, Virginie - In: Applied economics letters 15 (2008) 7/9, pp. 713-715
Persistent link: https://www.econbiz.de/10003741652
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Evaluating a non-linear asset pricing model on international data
Asgharian, Hossein; Karlsson, Sonnie - In: International review of financial analysis 17 (2008) 3, pp. 604-621
Persistent link: https://www.econbiz.de/10003764509
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Real-time macroeconomic data and ex ante stock return predictability
Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - In: International review of financial analysis 17 (2008) 2, pp. 274-290
Persistent link: https://www.econbiz.de/10003765017
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A study of financial volatility forecasting techniques in the FTSE ASE 20 index
Maris, K.; Pantou, G.; Nikolopoulos, K.; Pagourtzi, E.; … - In: Applied economics letters 11 (2004) 7, pp. 453-457
Persistent link: https://www.econbiz.de/10002111344