Similar Search Results

Comments on "Some methods for assessing the need for non-linear models in business cycle analysis"

Perez Quiros, Gabriel - In: International Journal of Forecasting 21 (2005) 4, pp. 663-666

Persistent link: https://www.econbiz.de/10005428926

Introduction to nonlinearities, business cycles, and forecasting

Garcia-Ferrer, Antonio; Gooijer, Jan G. De; Poncela, Pilar - In: International Journal of Forecasting 21 (2005) 4, pp. 623-625

Persistent link: https://www.econbiz.de/10005418565

Time series analysis by state space methods: J. Durbin and S.J. Koopman, Oxford Statistical Series 24, 2001, Oxford University Press, ISBN 0-19-852354-8, 254 pages, price: [UK poun...

Poncela, Pilar - In: International Journal of Forecasting 20 (2004) 1, pp. 139-141

Persistent link: https://www.econbiz.de/10005418573

Forecast combination through dimension reduction techniques

Poncela, Pilar; Rodríguez, Julio; Sánchez-Mangas, Rocío - In: International Journal of Forecasting 27 (2011) 2, pp. 224-237

This paper considers several methods of producing a single forecast from several individual ones. We compare "standard" but hard to beat combination schemes (such as the average of forecasts at each period, or consensus forecast and OLS-based combination schemes) with more sophisticated...

Persistent link: https://www.econbiz.de/10008871348

Forecast combination through dimension reduction techniques

Poncela, Pilar; Rodríguez, Julio; Sánchez-Mangas, Rocío - In: International Journal of Forecasting 27 (2011) 2, pp. 224-237

This paper considers several methods of producing a single forecast from several individual ones. We compare “standard” but hard to beat combination schemes (such as the average of forecasts at each period, or consensus forecast and OLS-based combination schemes) with more sophisticated...

Persistent link: https://www.econbiz.de/10011051454

Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models

Ortega, Jose Antonio; Poncela, Pilar - In: International Journal of Forecasting 21 (2005) 3, pp. 539-550

Persistent link: https://www.econbiz.de/10005429134

A useful tool for forecasting the Euro-area business cycle phases

Bengoechea, Pilar; Camacho, Maximo; Perez-Quiros, Gabriel - In: International Journal of Forecasting 22 (2006) 4, pp. 735-749

Persistent link: https://www.econbiz.de/10005429461