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Does disagreement amongst forecasters have predictive value?

Legerstee, Rianne; Franses, Philip Hans - In: Journal of forecasting 34 (2015) 4, pp. 290-302

Persistent link: https://www.econbiz.de/10011305176

Asymmetric time aggregation and its potential benefits for forecasting annual data

Kunst, Robert M.; Franses, Philip Hans - 2010

For many economic time-series variables that are observed regularly and frequently, for example weekly, the underlying activity is not distributed uniformly across the year. For the aim of predicting annual data, one may consider temporal aggregation into larger subannual units based on an...

Persistent link: https://www.econbiz.de/10009733809

On SETAR non-linearity and forecasting

Clements, Michael P.; Franses, Philip Hans; Smith, Jeremy; … - In: Journal of forecasting 22 (2003) 5, pp. 359-375

Persistent link: https://www.econbiz.de/10001781684

A Bayesian analysis of periodic integration

Franses, Philip Hans - In: Journal of forecasting 16 (1997) 7, pp. 509-532

Persistent link: https://www.econbiz.de/10001233075

The impact of seasonal constants on forecasting seasonally cointegrated time series

Kunst, Robert M. - In: Journal of forecasting 17 (1998) 2, pp. 109-124

Persistent link: https://www.econbiz.de/10001244492

Multi-step forecast error variances for periodically integrated time series

Franses, Philip Hans - In: Journal of forecasting 15 (1996) 2, pp. 83-95

Persistent link: https://www.econbiz.de/10001195087

Forecasting time series with long memory and level shifts

Hyung, Namwon; Franses, Philip Hans - In: Journal of forecasting 24 (2005) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10002569962

Evaluating heterogeneous forecasts for vintages of macroeconomic variables

Franses, Philip Hans; Welz, Max - In: Journal of forecasting 41 (2022) 4, pp. 829-839

Persistent link: https://www.econbiz.de/10013287864

Do seasonal unit roots matter for forecasting monthly industrial production?

Kawasaki, Yoshinori; Franses, Philip Hans - In: Journal of forecasting 23 (2004) 2, pp. 77-88

Persistent link: https://www.econbiz.de/10001980691

Exploiting spillovers to forecast crashes

Gresnigt, Francine; Kole, Erik; Franses, Philip Hans - In: Journal of forecasting 36 (2017) 8, pp. 936-955

Persistent link: https://www.econbiz.de/10011860928

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