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A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - In: Journal of econometrics 193 (2016) 2, pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
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Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - In: Journal of econometrics 192 (2016) 2, pp. 391-405
Persistent link: https://www.econbiz.de/10011704724
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Determining the MSE-optimal cross section to forecast
Arbués, Ignacio - In: Journal of econometrics 175 (2013) 2, pp. 61-70
Persistent link: https://www.econbiz.de/10009764428
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Comparing forecasting performance in cross-sections
Qu, Ritong; Timmermann, Allan; Zhu, Yinchu - In: Journal of econometrics 237 (2023) 2,3, pp. 1-31
Persistent link: https://www.econbiz.de/10014471796
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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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Forecasting inflation using commodity price aggregates
Chen, Yu-chin; Turnovsky, Stephen J.; Zivot, Eric - In: Journal of econometrics 183 (2014) 1, pp. 117-134
Persistent link: https://www.econbiz.de/10010506079
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Can we measure inflation expectations using Twitter?
Angelico, Cristina; Marcucci, Juri; Miccoli, Marcello; … - In: Journal of econometrics 228 (2022) 2, pp. 259-277
Persistent link: https://www.econbiz.de/10013441747
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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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Forecasting using random subspace methods
Boot, Tom; Nibbering, Didier - In: Journal of econometrics 209 (2019) 2, pp. 391-406
Persistent link: https://www.econbiz.de/10012302640
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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