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Model combinations through revised base rates

Petropoulos, Fotios; Spiliotis, Evangelos; … - In: International journal of forecasting 39 (2023) 3, pp. 1477-1492

Persistent link: https://www.econbiz.de/10014465296

Comparison of methods for constructing joint confidence bands for impulse response functions

Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - In: International journal of forecasting 31 (2015) 3, pp. 782-798

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Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK

Mizon, Grayham E.; Hendry, David F. - In: Empirical Economics 23 (1998) 3, pp. 267-294

Since the objective of economic policy is to change target variables in the DGP, when economic policy analysis uses an econometric model, it is important that the model delivers reliable inferences about policy responses in the DGP. This requires that the model be congruent and encompassing, and...

Persistent link: https://www.econbiz.de/10005166743

On the real effects of inflation in open economies: theory and empirics

Mallick, Sushanta; Mohsin, Mohammed - In: Empirical Economics 39 (2010) 3, pp. 643-673

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Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand

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Forecasting with dimension switching VARs

Koop, Gary - In: International journal of forecasting 30 (2014) 2, pp. 280-290

Persistent link: https://www.econbiz.de/10010510910

Forecasting macroeconomic time series : LASSO-based approaches and their forecast combinations with dynamic factor models

Li, Jiahan; Chen, Weiye - In: International journal of forecasting 30 (2014) 4, pp. 996-1015

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Can we vote with our tweet? : on the perennial difficulty of election forecasting with social media

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Nowcasting French GDP in real-time with surveys and “blocked” regressions : combining forecasts or pooling information?

Bec, Frédérique; Mogliani, Matteo - In: International journal of forecasting 31 (2015) 4, pp. 1021-1042

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Modelling non-stationary "Big Data"

Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: International journal of forecasting 37 (2021) 4, pp. 1556-1575

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