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An empirical growth model for major oil exporters

Esfahani, Hadi Salehi; Mohaddes, Kamiar; Pesaran, M. Hashem - In: Journal of applied econometrics 29 (2014) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10010414273

Unternehmens- versus Analystenbefragungen: Zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen

Hüfner, Felix P.; Schröder, Michael - 2001

In der vorliegenden Arbeit untersuchen wir die Eignung der ifo-Geschäftserwartungen und der ZEW-Konjunkturerwartungen als Frühindikatoren für die deutsche Industrieproduktion. Anhand von Granger-Kausalitätstests wird gezeigt, dass die auf Umfragen unter Finanzanalysten basierenden...

Persistent link: https://www.econbiz.de/10010297738

Forecasting economic activity in Germany: how useful are sentiment indicators?

Schröder, Michael; Hüfner, Felix P. - 2002

We analyze four economic sentiment indicators for the German economy regarding their ability to forecast economic activity. Using cross correlations and Granger causality tests we find that the ifo business expectations (ifo), the Purchasing Managers Index (PMI) and the ZEW Indicator of Economic...

Persistent link: https://www.econbiz.de/10010297904

Permanent vs transitory components and economic fundamentals

Garratt, Anthony; Robertson, Donald; Wright, Stephen - In: Journal of applied econometrics 21 (2006) 4, pp. 521-542

Persistent link: https://www.econbiz.de/10003338662

Averaging forecasts from VARs with uncertain instabilities

Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 25 (2010) 1, pp. 5-29

Persistent link: https://www.econbiz.de/10008666818

Forecasting realized volatility : a Bayesian model-averaging approach

Liu, Chun; Maheu, John M. - In: Journal of applied econometrics 24 (2009) 5, pp. 709-733

Persistent link: https://www.econbiz.de/10003931571

Macroeconomic forecasting performance under alternative specifications of time-varying volatility

Clark, Todd E.; Ravazzolo, Francesco - In: Journal of applied econometrics 30 (2015) 4, pp. 551-575

Persistent link: https://www.econbiz.de/10011332869

Local adaptive multiplicative error models for high-frequency forecasts

Härdle, Wolfgang; Hautsch, Nikolaus; Mihoci, Andrija - In: Journal of applied econometrics 30 (2015) 4, pp. 529-550

Persistent link: https://www.econbiz.de/10011332871

Smooth dynamic factor analysis with application to the US term structure of interest rates

Jungbacker, Borus; Koopman, Siem Jan; Wel, Michel van der - In: Journal of applied econometrics 29 (2014) 1, pp. 65-90

Persistent link: https://www.econbiz.de/10010414251

Constructing optimal density forecasts from point forecast combinations

Gaglianone, Wagner Piazza; Lima, Luiz Renato - In: Journal of applied econometrics 29 (2014) 5, pp. 736-757

Persistent link: https://www.econbiz.de/10010414854

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