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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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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
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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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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
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Reassessing the relative power of the yield spread in forecasting recessions
Croushore, Dean Darrell; Marsten, Katherine - In: Journal of applied econometrics 31 (2016) 6, pp. 1183-1191
Persistent link: https://www.econbiz.de/10011687424
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Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane; Killian, Lutz; Lee, Thomas - In: Journal of applied econometrics 32 (2017) 2, pp. 275-295
Persistent link: https://www.econbiz.de/10011689781
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Anchoring the yield curve using survey expectations
Altavilla, Carlo; Giacomini, Raffaella; Ragusa, Giuseppe - In: Journal of applied econometrics 32 (2017) 6, pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
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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