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Journal of forecasting
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ECONIS (ZBW)
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1
Forecasting aggregates with disaggregate variables : does boosting help to select the most relevant predictors?
Zeng, Jing
- In:
Journal of forecasting
36
(
2017
)
1
,
pp. 74-90
Persistent link: https://www.econbiz.de/10011729069
Saved in:
2
Affine term structure model with macroeconomic factors : do no-arbitrage restriction and macroeconomic factors imply better out-of-sample forecasts?
Ullah, Wali
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 329-346
Persistent link: https://www.econbiz.de/10011580766
Saved in:
3
The effects of disaggregation on forecasting nonstationary time series
Poncela, Pilar
;
García-Ferrer, Antonio
- In:
Journal of forecasting
33
(
2014
)
4
,
pp. 300-314
Persistent link: https://www.econbiz.de/10010425715
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4
Estimating and forecasting large panels of volatilities with approximate dynamic factor models
Luciani, Matteo
;
Veredas, David
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 163-176
Persistent link: https://www.econbiz.de/10011305278
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5
Revisiting targeted factors
Fosten, Jack
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 207-216
Persistent link: https://www.econbiz.de/10011729139
Saved in:
6
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
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7
Integrating quarterly data into a dynamic factor model of US monthly GDP
Vlavonou, Firmin
;
Gordon, Stephen F.
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 325-336
Persistent link: https://www.econbiz.de/10011860413
Saved in:
8
In search of leading indicators of economic activity in Germany
Bandholz, Harm
;
Funke, Michael
- In:
Journal of forecasting
22
(
2003
)
4
,
pp. 277-297
Persistent link: https://www.econbiz.de/10001775826
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9
Comparing the DSGE model with the factor model : an out-of-sample forecasting experiment
Wang, Mu-chun
- In:
Journal of forecasting
28
(
2009
)
2
,
pp. 167-182
Persistent link: https://www.econbiz.de/10003814284
Saved in:
10
Are more data always better for factor analysis? : results for the euro area, the six largest euro area countries and the UK
Caggiano, Giovanni
;
Kapetanios, George
;
Labhard, Vincent
- In:
Journal of forecasting
30
(
2011
)
8
,
pp. 736-752
Persistent link: https://www.econbiz.de/10009423355
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