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Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
Rossi, Barbara; Sekhposyan, Tatevik - In: International journal of forecasting 30 (2014) 3, pp. 662-682
Persistent link: https://www.econbiz.de/10010514762
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Forecasting long memory series subject to structural change : a two-stage approach
Papailias, Fotis; Dias, Gustavo Fruet - In: International journal of forecasting 31 (2015) 4, pp. 1056-1066
Persistent link: https://www.econbiz.de/10011474899
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Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua; Chen Zhou - In: International journal of forecasting 31 (2015) 2, pp. 349-363
Persistent link: https://www.econbiz.de/10011474104
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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 the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina; Lux, Thomas - In: International journal of forecasting 39 (2023) 4, pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
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Forecasting cryptocurrency volatility
Catania, Leopoldo; Grassi, Stefano - In: International journal of forecasting 38 (2022) 3, pp. 878-894
Persistent link: https://www.econbiz.de/10013349436
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Forecasting return volatility : level shifts with varying jump probability and mean reversion
Xu, Jiawen; Perron, Pierre - In: International journal of forecasting 30 (2014) 3, pp. 449-463
Persistent link: https://www.econbiz.de/10010511565
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Macroeconomic information, structural change, and the prediction of fiscal aggregates
Carriero, Andrea; Mumtaz, Haroon; Theophilopoulou, Angeliki - In: International journal of forecasting 31 (2015) 2, pp. 325-348
Persistent link: https://www.econbiz.de/10011474102
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Business cycle measurement in the presence of structural change : international evidence
Krolzig, Hans-Martin - In: International journal of forecasting 17 (2001) 3, pp. 349-368
Persistent link: https://www.econbiz.de/10001604344
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Bayesian VAR forecasts, survey information, and structural change in the euro area
Ganics, Gergely; Odendahl, Florens - In: International journal of forecasting 37 (2021) 2, pp. 971-999
Persistent link: https://www.econbiz.de/10012794772