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Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan; Kang, Kyu Ho - In: International journal of forecasting 37 (2021) 2, pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
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Bayesian median autoregression for robust time series forecasting
Zeng, Zijian; Li, Meng - In: International journal of forecasting 37 (2021) 2, pp. 1000-1010
Persistent link: https://www.econbiz.de/10012794774
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Oil price shocks and economic growth : the volatility link
Maheu, John M.; Song, Yong; Yang, Qiao - In: International journal of forecasting 36 (2020) 2, pp. 570-587
Persistent link: https://www.econbiz.de/10012415259
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Does the foreign sector help forecast domestic variables in DSGE models?
Kolasa, Marcin; Rubaszek, Michał - In: International journal of forecasting 34 (2018) 4, pp. 809-821
Persistent link: https://www.econbiz.de/10012031114
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Bayesian model averaging and principal component regression forecasts in a data rich environment
Ouysse, Rachida - In: International journal of forecasting 32 (2016) 3, pp. 763-787
Persistent link: https://www.econbiz.de/10011621808
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Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling
Hoogerheide, Lennart; Dijk, Herman K. van - In: International journal of forecasting 26 (2010) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10003980297
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Probability distributions or point predictions? : survey forecasts of US output growth and inflation
Clements, Michael P. - In: International journal of forecasting 30 (2013) 1, pp. 99-117
Persistent link: https://www.econbiz.de/10010247009
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A comprehensive evaluation of macroeconomic forecasting methods
Carriero, Andrea; Galvão, Ana Beatriz C.; Kapetanios, … - In: International journal of forecasting 35 (2019) 4, pp. 1226-1239
Persistent link: https://www.econbiz.de/10012305256
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Forecasting cryptocurrencies under model and parameter instability
Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco - In: International journal of forecasting 35 (2019) 2, pp. 485-501
Persistent link: https://www.econbiz.de/10012300691
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Euro area real-time density forecasting with financial or labor market frictions
McAdam, Peter; Warne, Anders - In: International journal of forecasting 35 (2019) 2, pp. 580-600
Persistent link: https://www.econbiz.de/10012300702