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Trend/cycle decomposition of regime-switching processes
Morley, James C.; Piger, Jeremy Max - In: Journal of econometrics 146 (2008) 2, pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
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Efficient forecast tests for conditional policy forecasts
Faust, Jon; Wright, Jonathan H. - In: Journal of econometrics 146 (2008) 2, pp. 293-303
Persistent link: https://www.econbiz.de/10003782979
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Forecasting economic time series using targeted predictors
Bai, Jushan; Ng, Serena - In: Journal of econometrics 146 (2008) 2, pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
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Forecasting using a large number of predictors : is Bayesian shrinkage a valid alternative to principal components?
De Mol, Christine; Giannone, Domenico; Reichlin, Lucrezia - In: Journal of econometrics 146 (2008) 2, pp. 318-328
Persistent link: https://www.econbiz.de/10003782984
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Forecasting the yield curve in a data-rich environment : a no-arbitrage factor-augmented VAR approach
Mönch, Emanuel - In: Journal of econometrics 146 (2008) 1, pp. 26-43
Persistent link: https://www.econbiz.de/10003778196
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Evolution of forecast disagreement in a Bayesian learning model
Lahiri, Kajal; Sheng, Xuguang - In: Journal of econometrics 144 (2008) 2, pp. 325-340
Persistent link: https://www.econbiz.de/10003774622
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Estimating regional trade agreement effects on FDI in an interdependent world
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - In: Journal of econometrics 145 (2008) 1/2, pp. 194-208
Persistent link: https://www.econbiz.de/10003776456
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Are more data always better for factor analysis?
Boivin, Jean; Ng, Serena - In: Journal of econometrics 132 (2006) 1, pp. 169-194
Persistent link: https://www.econbiz.de/10003320258
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On the selection of forecasting models
Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 130 (2006) 2, pp. 273-306
Persistent link: https://www.econbiz.de/10003277965
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Forecasting economic aggregates by disaggregates
Hendry, David F. (contributor); Hubrich, Kirstin (contributor) - 2006
We suggest an alternative use of disaggregate information to forecast the aggregate variable of interest, that is to include disaggregate information or disaggregate variables in the aggregate model as opposed to first forecasting the disaggregate variables separately and then aggregating those...
Persistent link: https://www.econbiz.de/10003280663