Similar Search Results - EconBiz

Modeling day-of-the-week seasonality in the S&P 500 index

Franses, Philip Hans; Paap, Richard - 1998

Persistent link: https://www.econbiz.de/10000988101

Real-time inflation forecasting in a changing world

Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco - 2009

This paper revisits inflation forecasting using reduced-form Phillips curve forecasts, that is, inflation forecasts that use activity and expectations variables. We propose a Phillips-curve-type model that results from averaging across different regression specifications selected from a set of...

Persistent link: https://www.econbiz.de/10003947544

GARCH effects on a test of cointegration

Franses, Philip Hans; Kofman, Paul; Moser, James T. - 1993

Persistent link: https://www.econbiz.de/10000893748

Testing for seasonal unit roots in monthly panels of time series

Kunst, Robert M.; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 73 (2011) 4, pp. 469-488

Persistent link: https://www.econbiz.de/10009241613

Constructing seasonally adjusted data with time-varying confidence intervals

Koopman, Siem Jan; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 509-526

Persistent link: https://www.econbiz.de/10001741990

Forecasting exchange rates using neural networks for technical trading rules

Franses, Philip Hans; Griensven, Kapser van - 1997

Persistent link: https://www.econbiz.de/10000969008

Additive outliers, garch and forecasting volatility

Franses, Philip Hans; Ghijsels, Hendrik - 1997

Persistent link: https://www.econbiz.de/10000969033

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