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Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong - 1997
Persistent link: https://www.econbiz.de/10000967507
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Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan - 2004
Persistent link: https://www.econbiz.de/10002398483
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Valuation of variance forecasts with simulated option markets
Engle, Robert F.; Hong, Che-hsiung T.; Kane, Alex - 1990
Persistent link: https://www.econbiz.de/10000790825
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Diffusion indexes
Stock, James H.; Watson, Mark W. - 1998
Persistent link: https://www.econbiz.de/10000674170
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
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Measuring short-run inflation for central bankers
Cecchetti, Stephen G. - 1996
Persistent link: https://www.econbiz.de/10000609247
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
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Forecasting using a large number of predictors : is Bayesian regression a valid alternative to principal components?
Mol, Christine de; Giannone, Domenico; Reichlin, Lucrezia - 2006
Persistent link: https://www.econbiz.de/10003381781
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Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2008
Persistent link: https://www.econbiz.de/10003668444