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Predictive systems : living with imperfect predictors
Pástor, Ľuboš; Stambaugh, Robert F. - 2007
Persistent link: https://www.econbiz.de/10003432364
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On the dynamics of hedge fund risk exposures
Patton, Andrew J.; Ramadorai, Tarun - 2010
Persistent link: https://www.econbiz.de/10003969312
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Do high-frequency financial data help forecast oil prices? : the MIDAS touch at work
Baumeister, Christiane; Guérin, Pierre; Kilian, Lutz - 2013
Persistent link: https://www.econbiz.de/10010243731
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Capital markets and grain prices : assessing the storage cost approach
Keller, Wolfgang; Shiue, Carol H.; Wang, Xin - 2018
Persistent link: https://www.econbiz.de/10011886395
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Currency crisis, sunspots and Markov-switching regimes
Jeanne, Olivier; Masson, Paul - 1998
Persistent link: https://www.econbiz.de/10000680182
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Unemployment persistence : does the size of the shock matter?
Bianchi, Marco; Gylfi Zoega - 1994
Persistent link: https://www.econbiz.de/10000673527
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Nonlinearity in deviations from uncovered interest parity : an explanation of the forward bias puzzle
Sarno, Lucio; Valente, Giorgio; Leon, Hyginus - 2006
Persistent link: https://www.econbiz.de/10003310568
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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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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
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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