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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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Some comments on risk
Granger, C. W. J. - In: Journal of applied econometrics 17 (2002) 5, pp. 447-456
Persistent link: https://www.econbiz.de/10001709310
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Forecast uncertainty, disagreement, and the linear pool
Knüppel, Malte; Krüger, Fabian - In: Journal of applied econometrics 37 (2022) 1, pp. 23-41
Persistent link: https://www.econbiz.de/10013165163
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Is there a risk-return trade-off? : evidence from high-frequency data
Bali, Turan G.; Peng, Lin - In: Journal of applied econometrics 21 (2006) 8, pp. 1169-1198
Persistent link: https://www.econbiz.de/10003406262
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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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The asymmetric effects of uncertainty on inflation and output growth
Grier, Kevin; Henry, Ólan Thomas John; Olekalns, Nilss; … - In: Journal of applied econometrics 19 (2004) 5, pp. 551-565
Persistent link: https://www.econbiz.de/10002342758
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Commodity prices and inflation risk
Garratt, Anthony; Petrella, Ivan - In: Journal of applied econometrics 37 (2022) 2, pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
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Replication of Grier, Henry, Olekalns and Shields (2004): The asymmetric effects of uncertainty on inflation and output growth
Savva, Christos S. - In: Journal of applied econometrics 31 (2016) 6, pp. 1192-1196
Persistent link: https://www.econbiz.de/10011689079