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~isPartOf:"Journal of applied econometrics"
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Clements, Michael P.
9
Marcellino, Massimiliano
9
Clark, Todd E.
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6
Galvão, Ana Beatriz C.
6
Koop, Gary
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Journal of applied econometrics
International journal of forecasting
1,738
NBER working paper series
1,033
Journal of forecasting
1,004
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920
Journal of econometrics
918
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
299
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1
A Monte Carlo study of the
forecasting
performance of empirical SETAR models
Clements, Michael P.
;
Smith, Jeremy
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 123-141
Persistent link: https://www.econbiz.de/10001387355
Saved in:
2
Forecasting
disconnected exchange rates
Berge, Travis J.
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 713-735
Persistent link: https://www.econbiz.de/10010414857
Saved in:
3
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
Saved in:
4
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
5
Forecasting
with the standardized self-perturbed Kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 318-341
Persistent link: https://www.econbiz.de/10011689787
Saved in:
6
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
7
Feasible cross-validatory model selection for general stationary processes
Racine, Jeffrey
- In:
Journal of applied econometrics
12
(
1997
)
2
,
pp. 169-179
Persistent link: https://www.econbiz.de/10001218279
Saved in:
8
Detecting periodically collapsing bubbles : a Markov-switching unit root test
Hall, Stephen G.
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 143-154
Persistent link: https://www.econbiz.de/10001387376
Saved in:
9
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
Saved in:
10
A forecast comparison of volatility models : does anything beat a GARCH (1,1)?
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of applied econometrics
20
(
2005
)
7
,
pp. 873-889
Persistent link: https://www.econbiz.de/10003243445
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