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MAKMODEL : a macro-econometric model for the Republic of Macedonia

Haan, Leo de; Naumovska, Aneta; Peeters, Marga - 2001

the econometric model. The last sections present some simulation and forecasting examples. The ultimate aim of MAKMODEL is …

Persistent link: https://www.econbiz.de/10011671798

Financial conditions and density forecasts for US output and inflation

Alessandri, Piergiorgio; Mumtaz, Haroon - 2014

real economy is state-dependent and financial indicators may turn out to be useful particularly in forecasting "tail …

Persistent link: https://www.econbiz.de/10010339756

Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence

Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2010

Persistent link: https://www.econbiz.de/10008668600

Large vector autoregressions with asymmetric priors

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2015 - This draft: November 2015

We propose a new algorithm which allows easy estimation of Vector Autoregressions (VARs) featuring asymmetric priors and time varying volatilities, even when the cross sectional dimension of the system N is particularly large. The algorithm is based on a simple triangularisation which allows to...

Persistent link: https://www.econbiz.de/10011389735

Real-time forecasting with a large, mixed frequency, Bayesian VAR

McCracken, Michael W.; Owyang, Michael T.; Sekhposyan, … - 2015

Persistent link: https://www.econbiz.de/10011392887

Skewed exchange-rate forecasts

Pierdzioch, Christian; Stadtmann, Georg - In: The European journal of finance 21 (2015) 13/15, pp. 1161-1175

Persistent link: https://www.econbiz.de/10011419815

Regime-switching models for exchange rates

Panopulu, Aikaterinē; Pantelidis, Theologos - In: The European journal of finance 21 (2015) 10/12, pp. 1023-1069

Persistent link: https://www.econbiz.de/10011301934

Carbon price analysis using empirical mode decomposition

Zhu, Bangzhu; Wang, Ping; Chevallier, Julien; Wei, Yi-Ming - In: Computational economics 45 (2015) 2, pp. 195-206

Persistent link: https://www.econbiz.de/10011325724

Modeling commodity value at risk with Psi Sigma neural networks using open-high-low-close data

Sermpinis, Georgios; Laws, Jason; Dunis, Christian - In: The European journal of finance 21 (2015) 4/6, pp. 316-336

Persistent link: https://www.econbiz.de/10010528195

Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets

Zhang, Yuanyuan; Choudhry, Taufiq - In: The European journal of finance 21 (2015) 4/6, pp. 376-399

Persistent link: https://www.econbiz.de/10010528976