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Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy
Tallman, Ellis W.; Zaman, Saeed - In: International journal of forecasting 36 (2020) 2, pp. 373-398
Persistent link: https://www.econbiz.de/10012414806
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An information-theoretic approach for forecasting interval-valued SP500 daily returns
Buansing, T. S. Tuang; Golan, Amos; Ullah, Aman - In: International journal of forecasting 36 (2020) 3, pp. 800-813
Persistent link: https://www.econbiz.de/10012496866
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A further test of the influence of leading indicators on the probability of US business cycle phase shifts
Layton, Allan P. - In: International journal of forecasting 14 (1998) 1, pp. 63-70
Persistent link: https://www.econbiz.de/10001242432
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Markov-switching mixed-frequency VAR models
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: International journal of forecasting 31 (2015) 3, pp. 692-711
Persistent link: https://www.econbiz.de/10011474529
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Probabilistic forecasting of industrial electricity load with regime switching behavior
Berk, K.; Hoffmann, A.; Müller, A. - In: International journal of forecasting 34 (2018) 2, pp. 147-162
Persistent link: https://www.econbiz.de/10012030887
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Forecasting crude oil price volatility
Herrera, Ana María; Hu, Liang; Pastor, Daniel - In: International journal of forecasting 34 (2018) 4, pp. 622-635
Persistent link: https://www.econbiz.de/10012031060
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Forecasting distress in cooperative banks : the role of asset quality
Forgione, Antonio Fabio; Migliardo, Carlo - In: International journal of forecasting 34 (2018) 4, pp. 678-695
Persistent link: https://www.econbiz.de/10012031082
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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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Dependence in credit default swap and equity markets : dynamic copula with Markov-switching
Fei, Fei; Fuertes, Ana María; Kalotychou, Elena - In: International journal of forecasting 33 (2017) 3, pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
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Infinite hidden markov switching VARs with application to macroeconomic forecast
Hou, Chenghan - In: International journal of forecasting 33 (2017) 4, pp. 1025-1043
Persistent link: https://www.econbiz.de/10011746941