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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
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Forecast encompassing tests and probability forecasts
Clements, Michael P.; Harvey, David I. - In: Journal of applied econometrics 25 (2010) 6, pp. 1028-1062
Persistent link: https://www.econbiz.de/10008667429
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Estimating time variation in measurement error from data revisions : an application to backcasting and forecasting in dynamic models
Kapetanios, George; Yates, Anthony - In: Journal of applied econometrics 25 (2010) 5, pp. 869-893
Persistent link: https://www.econbiz.de/10008667439
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Forecast comparisons in unstable environments
Giacomini, Raffaella; Rossi, Barbara - In: Journal of applied econometrics 25 (2010) 4, pp. 595-620
Persistent link: https://www.econbiz.de/10008667472
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Measuring forecast uncertainty by disagreement : the missing link
Lahiri, Kajal; Sheng, Xuguang - In: Journal of applied econometrics 25 (2010) 4, pp. 514-538
Persistent link: https://www.econbiz.de/10008667481
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Forecast uncertainty : sources, measurement and evaluation
Ciccarelli, Matteo; Hubrich, Kirstin - In: Journal of applied econometrics 25 (2010) 4, pp. 509-513
Persistent link: https://www.econbiz.de/10008667509
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Special issue: Forecast uncertainty in macroeconomics and finance
Bollerslev, Tim (contributor) - 2010
Persistent link: https://www.econbiz.de/10008667511
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Dating and forecasting turning points by Bayesian clustering with dynamic structure : a suggestion with an application to Austrian data
Kaufmann, Sylvia - In: Journal of applied econometrics 25 (2010) 2, pp. 309-344
Persistent link: https://www.econbiz.de/10008667598
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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
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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