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Can Google econometrics predict unemployment? : evidence from Spain
González-Fernández, Marcos; González-Velasco, Carmen - In: Economics letters 170 (2018), pp. 42-45
Persistent link: https://www.econbiz.de/10012019603
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Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min; Jung, Hojin - In: Economics letters 145 (2016), pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
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Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre; Leiva-Leon, Danilo - In: Economics letters 157 (2017), pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
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Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
Nonejad, Nima - In: Economics letters 133 (2015), pp. 35-39
Persistent link: https://www.econbiz.de/10011431849
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Estimating the state vector of linearized DSGE models without the Kalman filter
Kollmann, Robert - In: Economics letters 120 (2013) 1, pp. 65-66
Persistent link: https://www.econbiz.de/10009760472
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A note on the two assumptions of standard unobserved components models
Nagakura, Daisuke - In: Economics letters 100 (2008) 1, pp. 123-125
Persistent link: https://www.econbiz.de/10003747495
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An auxiliary particle filter for nonlinear dynamic equilibrium models
Yang, Yuan; Wang, Lu - In: Economics letters 144 (2016), pp. 112-114
Persistent link: https://www.econbiz.de/10011617229
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Time scale evaluation of economic forecasts
Michis, Antonis A. - In: Economics letters 123 (2014) 3, pp. 279-281
Persistent link: https://www.econbiz.de/10010401387
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Conditional forecasts on SVAR models using the Kalman filter
Camba-Méndez, Gonzalo - In: Economics letters 115 (2012) 3, pp. 376-378
Persistent link: https://www.econbiz.de/10009632391
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Application of wavelet decomposition in time-series forecasting
Zhang, Keyi; Gençay, Ramazan; Yazgan, Mustafa Ege - In: Economics letters 158 (2017), pp. 41-46
Persistent link: https://www.econbiz.de/10011849785