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News media versus FRED-MD for macroeconomic forecasting
Ellingsen, Jon; Larsen, Vegard Høghaug; Thorsrud, Leif … - In: Journal of applied econometrics 37 (2022) 1, pp. 63-81
Persistent link: https://www.econbiz.de/10013165174
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Does model complexity add value to asset allocation? : evidence from machine learning forecasting models
Kynigakis, Iason; Panopoulou, Ekaterini - In: Journal of applied econometrics 37 (2022) 3, pp. 603-639
Persistent link: https://www.econbiz.de/10013186705
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How is machine learning useful for macroeconomic forecasting?
Goulet Coulombe, Philippe; Leroux, Maxime; Stevanović, … - In: Journal of applied econometrics 37 (2022) 5, pp. 920-964
Persistent link: https://www.econbiz.de/10013464642
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Addressing sample selection bias for machine learning methods
Brewer, Dylan; Carlson, Alyssa - In: Journal of applied econometrics 39 (2024) 3, pp. 383-400
Persistent link: https://www.econbiz.de/10014517489
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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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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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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
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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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An evaluation of the forecasts of the Federal Reserve : a pooled approach
Clements, Michael P.; Joutz, Frederick L.; Stekler, … - In: Journal of applied econometrics 22 (2007) 1, pp. 121-136
Persistent link: https://www.econbiz.de/10003448514