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A dynamic factor model of the yield curve components as a predictor of the economy
Chauvet, Marcelle; Senyuz, Zeynep - In: International journal of forecasting 32 (2016) 2, pp. 324-343
Persistent link: https://www.econbiz.de/10011596830
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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
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(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei; Salish, Nazarii - In: International journal of forecasting 40 (2024) 2, pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
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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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Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio; Gallo, Giampiero M.; Otranto, Edoardo - In: International journal of forecasting 37 (2021) 1, pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
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Monitoring recessions : a Bayesian sequential quickest detection method
Li, Haixi; Sheng, Xuguang; Yang, Jingyun - In: International journal of forecasting 37 (2021) 2, pp. 500-510
Persistent link: https://www.econbiz.de/10012792846
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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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Density forecast evaluation in unstable environments
González-Rivera, Gloria; Sun, Yingying - In: International journal of forecasting 33 (2017) 2, pp. 416-432
Persistent link: https://www.econbiz.de/10011922146
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Economic forecasting in theory and practice : an interview with David F. Hendry
Ericsson, Neil R. - In: International journal of forecasting 33 (2017) 2, pp. 523-542
Persistent link: https://www.econbiz.de/10011922924
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Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data
Schumacher, Christian; Breitung, Jörg - In: International journal of forecasting 24 (2008) 3, pp. 386-398
Persistent link: https://www.econbiz.de/10003764088