Narrow search
Showing 1 - 10 of 154
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
The predictability of aggregate consumption growth in OECD countries : a panel data analysis
Everaert, Gerdie; Pozzi, Lorenzo - In: Journal of applied econometrics 29 (2014) 3, pp. 431-453
Persistent link: https://www.econbiz.de/10010414886
Cover Image
Can inflation data improve the real-time reliability of output gap estimates?
Planas, Christophe; Rossi, Alessandro - In: Journal of applied econometrics 19 (2004) 1, pp. 121-133
Persistent link: https://www.econbiz.de/10001924696
Cover Image
Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz - In: Journal of applied econometrics 14 (1999) 5, pp. 491-510
Persistent link: https://www.econbiz.de/10001421490