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What is firm heterogeneity in trade models? : the role of quality, scope, marups, and cost
Hottman, Colin; Redding, Stephen; Weinstein, David E. - 2014
Persistent link: https://www.econbiz.de/10010416811
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003976664
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When is nonfundamentalness in VARs a real problem? : an application to news shocks
Beaudry, Paul; Fève, Patrick; Guay, Alain; Portier, Franck - 2015
Persistent link: https://www.econbiz.de/10011347432
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Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario; Giovannelli, Alessandro; Lippi, Marco; … - 2016
Persistent link: https://www.econbiz.de/10011482273
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Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi; Lu, Jin; Rossi, Barbara - 2014
Persistent link: https://www.econbiz.de/10010416755
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Factor models in large cross-sections of time series
Reichlin, Lucrezia - 2002
Persistent link: https://www.econbiz.de/10001657592
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Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan; Ghysels, Eric - 2017
Persistent link: https://www.econbiz.de/10011715555
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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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Real interest rates, nominal shocks, and real shocks
Driffill, John - 1997
Persistent link: https://www.econbiz.de/10013422341
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The behaviour of the real exchange rate: A re-examination using finite sample approach
Kuo, Biing-shen - 1997
Persistent link: https://www.econbiz.de/10013422391