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A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian - In: Economics letters 224 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
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Mixed-frequency VAR models with Markov-switching dynamics
Camacho, Maximo - In: Economics letters 121 (2013) 3, pp. 369-373
Persistent link: https://www.econbiz.de/10010391214
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Improved estimates and forecasts of error correction models in economics
Tran-van-Hoa - In: Economics letters 46 (1994) 3, pp. 195-202
Persistent link: https://www.econbiz.de/10001172374
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Evaluating multiperiod survey forecasts of real net exports
Baghestani, Hamid - In: Economics letters 44 (1994) 3, pp. 267-272
Persistent link: https://www.econbiz.de/10001160017
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Forecasting performance of seasonal-dummy models relative to some alternatives
Abeysinghe, Tilak - In: Economics letters 44 (1994) 4, pp. 365-370
Persistent link: https://www.econbiz.de/10001164015
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Rationality testing under asymmetric loss
Batchelor, Roy A. - In: Economics letters 61 (1998) 1, pp. 49-54
Persistent link: https://www.econbiz.de/10001250905
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The distance puzzle : on the interpretation of the distance coefficient in gravity equations
Buch, Claudia M.; Kleinert, Jörn; Toubal, Farid - In: Economics letters 83 (2004) 3, pp. 293-298
Persistent link: https://www.econbiz.de/10002048629
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Testing the stationarity of interest rates using a SUR approach
Balz, Christoph - In: Economics letters 60 (1998) 2, pp. 147-150
Persistent link: https://www.econbiz.de/10001251594
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New panel unit root tests of PPP
Coakley, Jerry - In: Economics letters 57 (1997) 1, pp. 17-22
Persistent link: https://www.econbiz.de/10001229597
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Prediction model averaging estimator
Xie, Tian - In: Economics letters 131 (2015), pp. 5-8
Persistent link: https://www.econbiz.de/10011422490