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Forecasting with vector autoregressive (VAR) models subject to business cycle restrictions
Simkins, Scott P. - In: International journal of forecasting 11 (1995) 4, pp. 569-583
Persistent link: https://www.econbiz.de/10001203020
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Testing for the Lucas critique : a quantitative investigation
Lindé, Jesper - In: The American economic review 91 (2001) 4, pp. 986-1005
Persistent link: https://www.econbiz.de/10001612505
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Optimal asset allocation for strategic investors
Laborda, Ricardo; Olmo, Jose - In: International journal of forecasting 33 (2017) 4, pp. 970-987
Persistent link: https://www.econbiz.de/10011746933
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Labor and the market value of the firm
Merz, Monika; Yashiv, Eran - In: The American economic review 97 (2007) 4, pp. 1419-1431
Persistent link: https://www.econbiz.de/10003586409
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Macroeconomic forecasting and structural analysis through regularized reduced-rank regression
Bernardini, Emmanuela; Cubadda, Gianluca - In: International journal of forecasting 31 (2015) 3, pp. 682-691
Persistent link: https://www.econbiz.de/10011474523
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An approximate long-memory range-based approach for value at risk estimation
Meng, Xiaochun; Taylor, James W. - In: International journal of forecasting 34 (2018) 3, pp. 377-388
Persistent link: https://www.econbiz.de/10012030985
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In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco; Koopman, Siem Jan; Łasak, Katarzyna; … - In: International journal of forecasting 32 (2016) 3, pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
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A hybrid model of kernel density estimation and quantile regression for GEFCom2014 probabilistic load forecasting
Haben, Stephen; Giasemidis, Georgios - In: International journal of forecasting 32 (2016) 3, pp. 1017-1022
Persistent link: https://www.econbiz.de/10011621987
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Constrained functional time series : applications to the Italian gas market
Canale, Antonio; Vantini, Simone - In: International journal of forecasting 32 (2016) 4, pp. 1340-1351
Persistent link: https://www.econbiz.de/10011622161
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Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
Rossi, Barbara; Sekhposyan, Tatevik - In: International journal of forecasting 30 (2014) 3, pp. 662-682
Persistent link: https://www.econbiz.de/10010514762