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The measurement and characteristics of professional forecasters' uncertainty
Boero, Gianna; Smith, Jeremy; Wallis, Kenneth Frank - In: Journal of applied econometrics 30 (2015) 7, pp. 1029-1046
Persistent link: https://www.econbiz.de/10011431723
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Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
Rossi, Barbara; Sekhposyan, Tatevik - In: Journal of applied econometrics 31 (2016) 3, pp. 507-532
Persistent link: https://www.econbiz.de/10011642621
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The measurement and behavior of uncertainty : evidence from the ECB Survey of Professional Forecasters
Abel, Joshua; Rich, Robert W.; Song, Joseph; Tracy, … - In: Journal of applied econometrics 31 (2016) 3, pp. 533-550
Persistent link: https://www.econbiz.de/10011642628
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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
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Forecasting with global vector autoregressive models : a Bayesian approach
Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - In: Journal of applied econometrics 31 (2016) 7, pp. 1371-1391
Persistent link: https://www.econbiz.de/10011687530
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Spotting the danger zone : forecasting financial crises with classification tree ensembles and many predictors
Ward, Felix - In: Journal of applied econometrics 32 (2017) 2, pp. 359-378
Persistent link: https://www.econbiz.de/10011690208
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Tests of predictive ability for vector autoregressions used for conditional forecasting
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 32 (2017) 3, pp. 533-553
Persistent link: https://www.econbiz.de/10011694662
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Efficient estimation of Bayesian VARMAs with time‐varying coefficients
Chan, Joshua; Eisenstat, Eric - In: Journal of applied econometrics 32 (2017) 7, pp. 1277-1297
Persistent link: https://www.econbiz.de/10011862722
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Bayesian VARs : specification choices and forecast accuracy
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of applied econometrics 30 (2015) 1, pp. 46-73
Persistent link: https://www.econbiz.de/10011327653
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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