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1
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
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2
Markov-switching mixed-frequency VAR models
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010342583
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3
Can we automate earnings forecasts and beat analysts?
Ball, Ryan
;
Ghysels, Eric
;
Zhou, Huan
-
2014
Persistent link: https://www.econbiz.de/10010440189
Saved in:
4
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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5
Markov-switching MIDAS models
Guérin, Pierre
;
Marcellino, Massimiliano
-
2011
Persistent link: https://www.econbiz.de/10008909935
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6
Data abundance and asset price informativeness
Dugast, Jèrôme
;
Foucault, Thierry
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2016
Persistent link: https://www.econbiz.de/10011482235
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7
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010416758
Saved in:
8
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
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9
Why so glum? : the Meese-Rogoff methodology meets the stock market
Flood, Robert P.
;
Rose, Andrew
-
2008
Persistent link: https://www.econbiz.de/10003676075
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10
Currency crisis, sunspots and Markov-switching regimes
Jeanne, Olivier
;
Masson, Paul
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1998
Persistent link: https://www.econbiz.de/10000680182
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