Similar Search Results

Publications Events

Retain my current filters

Search options

Open Access only

Advanced Search history

My EconBiz

Favorites

Multimodality in macro-financial dynamics

Adrian, Tobias; Boyarchenko, Nina; Giannone, Domenico - 2019

We estimate the evolution of the conditional joint distribution of economic and financial conditions in the United States, documenting a novel empirical fact: while the joint distribution is approximately Gaussian during normal periods, sharp tightenings of financial conditions lead to the...

Persistent link: https://www.econbiz.de/10012123512

Short-term inflation projections : a Bayesian vector autoregressive approach

Giannone, Domenico; Lenza, Michele; Momferatou, Daphne; … - In: International journal of forecasting 30 (2014) 3, pp. 635-644

Persistent link: https://www.econbiz.de/10010514782

An evaluation of business survey indices for short-term forecasting : balance method versus Carlson-Parkin method

Vermeulen, Philip - In: International journal of forecasting 30 (2014) 4, pp. 882-897

Persistent link: https://www.econbiz.de/10010517780

A semi-parametric approach for estimating critical fractiles under autocorrelated demand

Lee, Yun Shin - In: European journal of operational research : EJOR 234 (2014) 1, pp. 163-173

Persistent link: https://www.econbiz.de/10010247342

The stability of survival model parameter estimates for predicting the probability of default : empirical evidence over the credit crisis

Leow, Mindy; Crook, Jonathan N. - In: European journal of operational research : EJOR 249 (2016) 2, pp. 457-464

Persistent link: https://www.econbiz.de/10011436709

Easy, reliable method for mid-term demand forecasting based on the Bass model : a hybrid approach of NLS and OLS

Hong, Jungsik; Koo, Hoonyoung; Kim, Taegu - In: European journal of operational research : EJOR 248 (2016) 2, pp. 681-690

Persistent link: https://www.econbiz.de/10011409746

Realized volatility forecasting : Robustness to measurement errors

Cipollini, Fabrizio; Gallo, Giampiero M.; Otranto, Edoardo - In: International journal of forecasting 37 (2021) 1, pp. 44-57

Persistent link: https://www.econbiz.de/10012692572

Boosting nonlinear predictability of macroeconomic time series

Kauppi, Heikki; Virtanen, Timo - In: International journal of forecasting 37 (2021) 1, pp. 151-170

Persistent link: https://www.econbiz.de/10012692684

Model averaging for interval-valued data

Sun, Yuying; Zhang, Xinyu; Wan, Alan T. K.; Wang, Shouyang - In: European journal of operational research : EJOR 301 (2022) 2, pp. 772-784

Persistent link: https://www.econbiz.de/10013207677

Modeling and predicting U.S. recessions using machine learning techniques

Vrontos, Spyridon D.; Galakis, John; Vrontos, Ioannis D. - In: International journal of forecasting 37 (2021) 2, pp. 647-671

Persistent link: https://www.econbiz.de/10012792860