Narrow search
Showing 1 - 10 of 1,727
Cover Image
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
Cover Image
High-frequency credit spread information and macroeconomic forecast revision
Deschamps, Bruno; Ioannidis, Christos; Ka, Kook - In: International journal of forecasting 36 (2020) 2, pp. 358-372
Persistent link: https://www.econbiz.de/10012414805
Cover Image
The term structure of volatility predictability
Li, Xingyi; Zakamulin, Valeriy - In: International journal of forecasting 36 (2020) 2, pp. 723-737
Persistent link: https://www.econbiz.de/10012415339
Cover Image
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
Cover Image
Nowcasting in real time using popularity priors
Monokroussos, George; Zhao, Yongchen - In: International journal of forecasting 36 (2020) 3, pp. 1173-1180
Persistent link: https://www.econbiz.de/10012498588
Cover Image
Forecasting inflation in Latin America with core measures
Pincheira, Pablo; Selaive, Jorge; Nolazco, Jose Luis - In: International journal of forecasting 35 (2019) 3, pp. 1060-1071
Persistent link: https://www.econbiz.de/10012305224
Cover Image
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van; Dijk, Dick van - In: International journal of forecasting 40 (2024) 1, pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Cover Image
Mixed frequency models : Bayesian approaches to estimation and prediction
Rodriguez, Abel; Puggioni, Gavino - In: International journal of forecasting 26 (2010) 2, pp. 293-311
Persistent link: https://www.econbiz.de/10003980371
Cover Image
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
Cover Image
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