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Forecasting with equilibrium-correction models during structural breaks
Castle, Jennifer; Fawcett, Nicholas W. P.; Hendry, David F. - In: Journal of econometrics 158 (2010) 1, pp. 25-36
Persistent link: https://www.econbiz.de/10008826878
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Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak; Swanson, Norman R. - In: Journal of econometrics 178 (2014) 1, pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
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Dynamic econometric modeling and forecasting in the presence of instability
Timmermann, Allan; Dijk, Herman K. van - In: Journal of econometrics 177 (2013) 2, pp. 131-133
Persistent link: https://www.econbiz.de/10010254883
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Long-term forecasting of El Niño events via dynamic factor simulations
Li, Mengheng; Koopman, Siem Jan; Lit, Rutger; Petrova, … - In: Journal of econometrics 214 (2020) 1, pp. 46-66
Persistent link: https://www.econbiz.de/10012438104
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Dynamic Bayesian predictive synthesis in time series forecasting
McAlinn, Kenichiro; West, Mike - In: Journal of econometrics 210 (2019) 1, pp. 155-169
Persistent link: https://www.econbiz.de/10012303388
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Rolling window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi; Lu, Jin; Rossi, Barbara - In: Journal of econometrics 196 (2017) 1, pp. 55-67
Persistent link: https://www.econbiz.de/10011743498
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Data revisions and DSGE models
Galvão, Ana Beatriz C. - In: Journal of econometrics 196 (2017) 1, pp. 215-232
Persistent link: https://www.econbiz.de/10011743799
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Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian; Koop, Gary; Onorante, Luca; Pfarrhofer, … - In: Journal of econometrics 232 (2023) 1, pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
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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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A panel data approach to economic forecasting : the bias-corrected average forecast
Issler, João Victor; Lima, Luiz Renato - In: Journal of econometrics 152 (2009) 2, pp. 153-164
Persistent link: https://www.econbiz.de/10003892734