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Forecasting with approximate dynamic factor models : the role of non-pervasive shocks
Luciani, Matteo - In: International journal of forecasting 30 (2013) 1, pp. 20-29
Persistent link: https://www.econbiz.de/10010243647
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Testing for threshold effect in ARFIMA models : application to US unemployment rate data
Lahiani, A.; Scaillet, Olivier - In: International journal of forecasting 25 (2009) 2, pp. 418-428
Persistent link: https://www.econbiz.de/10003870074
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Testing Granger causality in the presence of threshold effects
Li, Jing - In: International journal of forecasting 22 (2006) 4, pp. 771-780
Persistent link: https://www.econbiz.de/10003385876
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A note on multi-step forecasting with functional coefficient autoregressive models
Harvill, Jane L.; Ray, Bonnie K. - In: International journal of forecasting 21 (2005) 4, pp. 717-727
Persistent link: https://www.econbiz.de/10003150697
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Forecasting unemployment using an autoregression with censored latent effects parameters
Franses, Philip Hans; Paap, Richard; Vroomen, Björn - In: International journal of forecasting 20 (2004) 2, pp. 255-271
Persistent link: https://www.econbiz.de/10002033472
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Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco; Hoogerkamp, Meindert Heres; … - In: International journal of forecasting 37 (2021) 4, pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
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Forecasting dynamically asymmetric fluctuations of the U.S. business cycle
Zanetti Chini, Emilio - In: International journal of forecasting 34 (2018) 4, pp. 711-732
Persistent link: https://www.econbiz.de/10012031089
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The predictive power of Google searches in forecasting US unemployment
D'Amuri, Francesco; Marcucci, Juri - In: International journal of forecasting 33 (2017) 4, pp. 801-816
Persistent link: https://www.econbiz.de/10011746909
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Nowcasting unemployment insurance claims in the time of COVID-19
Larson, William; Sinclair, Tara M. - In: International journal of forecasting 38 (2022) 2, pp. 635-647
Persistent link: https://www.econbiz.de/10013348688
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A framework for decomposing shocks and measuring volatilities derived from multi-dimensional panel data of survey forecasts
Davies, Antony - In: International journal of forecasting 22 (2006) 2, pp. 373-393
Persistent link: https://www.econbiz.de/10003315672