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On SETAR non-linearity and forecasting
Clements, Michael P.; Franses, Philip Hans; Smith, Jeremy; … - In: Journal of forecasting 22 (2003) 5, pp. 359-375
Persistent link: https://www.econbiz.de/10001781684
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Forecasting the yield curve in a data-rich environment using the factor-augmented Nelson-Siegel model
Exterkate, Peter; Dijk, Dick van; Heij, Christiaan; … - In: Journal of forecasting 32 (2013) 3, pp. 193-214
Persistent link: https://www.econbiz.de/10009758656
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Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model
Exterkate, Peter; Dijk, Dick Van; Heij, Christiaan; … - In: Journal of forecasting 32 (2013) 3, pp. 193-214
Persistent link: https://www.econbiz.de/10010095335
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Combining inflation density forecasts
Kascha, Christian; Ravazzolo, Francesco - In: Journal of forecasting 29 (2010) 1/2, pp. 231-250
Persistent link: https://www.econbiz.de/10003951839
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Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - In: Journal of forecasting 29 (2010) 1/2, pp. 251-269
Persistent link: https://www.econbiz.de/10003951847
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Forecasting financial markets with semantic network analysis in the COVID-19 crisis
Colladon, Andrea Fronzetti; Grassi, Stefano; Ravazzolo, … - In: Journal of forecasting 42 (2023) 5, pp. 1187-1204
Persistent link: https://www.econbiz.de/10014338840
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Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - In: Journal of forecasting 29 (2010) 1, pp. 251-270
Persistent link: https://www.econbiz.de/10008386634
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Combining inflation density forecasts
Kascha, Christian; Ravazzolo, Francesco - In: Journal of forecasting 29 (2010) 1, pp. 231-251
Persistent link: https://www.econbiz.de/10008386635
Cover Image
On SETAR non-linearity and forecasting
Clements, Michael P.; Franses, Philip Hans; Smith, Jeremy; … - In: Journal of forecasting 22 (2003) 5, pp. 359-376
Persistent link: https://www.econbiz.de/10006887467