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Structural break threshold VARs for predicting US recessions using the spread
Galvão, Ana Beatriz C. - In: Journal of applied econometrics 21 (2006) 4, pp. 463-487
Persistent link: https://www.econbiz.de/10003338656
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Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco; Trojani, Fabio - In: Journal of applied econometrics 21 (2006) 3, pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
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Does the option market produce superior forecasts of noise-corrected volatility measures?
Martin, Gael M.; Reidy, Andrew; Wright, Jill - In: Journal of applied econometrics 24 (2009) 1, pp. 77-104
Persistent link: https://www.econbiz.de/10003807531
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Modelling multi-period inflation uncertainty using a panel of density forecasts
Lahiri, Kajal; Liu, Fushang - In: Journal of applied econometrics 21 (2006) 8, pp. 1199-1219
Persistent link: https://www.econbiz.de/10003406289
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An evaluation of the forecasts of the Federal Reserve : a pooled approach
Clements, Michael P.; Joutz, Frederick L.; Stekler, … - In: Journal of applied econometrics 22 (2007) 1, pp. 121-136
Persistent link: https://www.econbiz.de/10003448514
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The emerging market crisis and stock market linkages : further evidence
Yang, Jian; Hsiao, Cheng; Li, Qi; Wang, Zijun - In: Journal of applied econometrics 21 (2006) 6, pp. 727-744
Persistent link: https://www.econbiz.de/10003387912
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Anticipating long-term stock market volatility
Conrad, Christian; Stürmer, Karin - In: Journal of applied econometrics 30 (2015) 7, pp. 1090-1114
Persistent link: https://www.econbiz.de/10011431726
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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
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A theoretical foundation for the Nelson-Siegel class of yield curve models
Krippner, Leo - In: Journal of applied econometrics 30 (2015) 1, pp. 97-118
Persistent link: https://www.econbiz.de/10011327646
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Modeling and forecasting short-term interest rates : the benefits of smooth regimes, macroeconomic variables, and bagging
Audrino, Francesco; Medeiros, Marcelo C. - In: Journal of applied econometrics 26 (2011) 6, pp. 999-1022
Persistent link: https://www.econbiz.de/10009408836