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Comments on "Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model"
Poncela, Pilar - In: International journal of forecasting 29 (2013) 4, pp. 676-694
Persistent link: https://www.econbiz.de/10010221303
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Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model
Koopman, Siem Jan; Wel, Michel van der - In: International journal of forecasting 29 (2013) 4, pp. 676-694
Persistent link: https://www.econbiz.de/10010221305
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Factor extraction using Kalman filter and smoothing : this is not just another survey
Poncela, Pilar; Ruiz, Esther; Miranda, Karen - In: International journal of forecasting 37 (2021) 4, pp. 1399-1425
Persistent link: https://www.econbiz.de/10013274284
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Shrinkage estimator for exponential smoothing models
Pritularga, Kandrika F.; Svetunkov, Ivan; Kourentzes, … - In: International journal of forecasting 39 (2023) 3, pp. 1351-1365
Persistent link: https://www.econbiz.de/10014465285
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Short-term inflation forecasting : the M.E.T.A. approach
Sbrana, Giacomo; Silvestrini, Andrea; Venditti, Fabrizio - In: International journal of forecasting 33 (2017) 4, pp. 1065-1081
Persistent link: https://www.econbiz.de/10011746944
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The RWDAR model : a novel state-space approach to forecasting
Sbrana, Giacomo; Silvestrini, Andrea - In: International journal of forecasting 39 (2023) 2, pp. 922-937
Persistent link: https://www.econbiz.de/10014465165
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Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan; Schröder, Maximilian - In: International journal of forecasting 39 (2023) 3, pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
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Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models
Yu, Wei-choun; Zivot, Eric - In: International journal of forecasting 27 (2011) 2, pp. 579-591
Persistent link: https://www.econbiz.de/10009247403
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Predicting recessions with a composite real-time dynamic probit model
Proaño Acosta, Christian; Theobald, Thomas - In: International journal of forecasting 30 (2014) 4, pp. 898-917
Persistent link: https://www.econbiz.de/10010517779
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Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations
Magnus, Jan R.; Vasnev, Andrey L. - In: International journal of forecasting 31 (2015) 3, pp. 769-781
Persistent link: https://www.econbiz.de/10011474558