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Journal of applied econometrics
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ECONIS (ZBW)
159
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1
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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2
Estimating Bayesian decision problems with heterogeneous expertise
Hansen, Stephen
;
McMahon, Michael
;
Srisuma, Sorawoot
- In:
Journal of applied econometrics
31
(
2016
)
4
,
pp. 762-771
Persistent link: https://www.econbiz.de/10011645218
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3
Robust optimal monetary policy in a forward-looking model with parameter and shock uncertainty
Giannoni, Marc Paolo
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 179-213
Persistent link: https://www.econbiz.de/10003448520
Saved in:
4
Welfare-maximizing monetary policy under parameter uncertainty
Edge, Rochelle M.
;
Laubach, Thomas
;
Williams, John C.
- In:
Journal of applied econometrics
25
(
2010
)
1
,
pp. 129-143
Persistent link: https://www.econbiz.de/10008666812
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5
Binary quantile regression : a Bayesian approach based on the asymmetric Laplace distribution
Benoit, Dries F.
;
Van den Poel, Dirk
- In:
Journal of applied econometrics
27
(
2012
)
7
,
pp. 1174-1188
Persistent link: https://www.econbiz.de/10009677967
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6
Econometric applications of maxmin expected utility
Chamberlain, Gary
- In:
Journal of applied econometrics
15
(
2000
)
6
,
pp. 625-644
Persistent link: https://www.econbiz.de/10001544715
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7
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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8
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
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9
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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10
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
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