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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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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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Nowcasting with large Bayesian vector autoregressions
Cimadomo, Jacopo; Giannone, Domenico; Lenza, Michele; … - 2021
Persistent link: https://www.econbiz.de/10012484579
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Addressing Covid-19 outliers in bvars with stochastic volatility
Marcellino, Massimiliano; Clark, Todd E.; Carriero, Andrea - 2021
Persistent link: https://www.econbiz.de/10012495968
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A hitchhiker guide to empirical macro models
Canova, Fabio; Ferroni, Filippo - 2020
Persistent link: https://www.econbiz.de/10012321243
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Cash flow news and stock price dynamics
Pettenuzzo, Davide; Sabbatucci, Riccardo; Timmermann, Allan - 2019
Persistent link: https://www.econbiz.de/10012206550