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Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan; Wu, Jyh-lin - In: Journal of forecasting 43 (2024) 1, pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
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Two tales of return predictability : the case of Asia-Pacific equity markets
Shynkevich, Andrei - In: Journal of forecasting 36 (2017) 3, pp. 257-272
Persistent link: https://www.econbiz.de/10011729255
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Yield spread selection in predicting recession probabilities
Choi, Jaehyuk; Ge, Desheng; Kang, Kyu Ho; Sohn, Sungbin - In: Journal of forecasting 42 (2023) 7, pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
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Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the euro area and Germany
Wohlrabe, Klaus; Buchen, Teresa - In: Journal of forecasting 33 (2014) 4, pp. 231-242
Persistent link: https://www.econbiz.de/10010424821
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Bayesian model averaging under regime switching with application to cyclical macro variable forecasting
Shi, Jianmin - In: Journal of forecasting 35 (2016) 3, pp. 250-262
Persistent link: https://www.econbiz.de/10011580285
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Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
Gupta, Rangan; Olson, Eric; Wohar, Mark E. - In: Journal of forecasting 36 (2017) 6, pp. 640-650
Persistent link: https://www.econbiz.de/10011861401
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Local prediction pools
Oelrich, Oscar; Villani, Mattias; Ankargren, Sebastian - In: Journal of forecasting 43 (2024) 1, pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
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Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Hou, Chenghan; Nguyen, Bao; Zhang, Bo - In: Journal of forecasting 42 (2023) 2, pp. 418-451
Persistent link: https://www.econbiz.de/10014292196
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Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai; Huang, Yuming; Lee, Chien-chiang - In: Journal of forecasting 43 (2024) 2, pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
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Downturns and changes in the yield slope
Abbritti, Mirko; Equiza, Juan; Moreno, Antonio; Trani, … - In: Journal of forecasting 43 (2024) 3, pp. 673-701
Persistent link: https://www.econbiz.de/10014532378