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Forecast densities for economic aggregates from disaggregate ensembles
Ravazzolo, Francesco; Vahey, Shaun P. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 4, pp. 367-381
Persistent link: https://www.econbiz.de/10010461273
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Prediction of stock index of two-scale long short-term memory model based on multiscale nonlinear integration
Tang, Decai; Pan, Zhiwei; Bethel, Brandon J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 723-735
Persistent link: https://www.econbiz.de/10013554949
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Forecast uncertainty and the Bank of England’s interest rate decisions
Schultefrankenfeld, Guido - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10009714351
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Semi-parametric forecasting of realized volatility
Becker, Ralf; Clements, Adam; Hurn, Stan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10009521204
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Forecasting Japanese inflation with a news-based leading indicator of economic activities
Goshima, Keiichi; Ishijima, Hiroshi; Shintani, Mototsugu; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 4, pp. 111-133
Persistent link: https://www.econbiz.de/10012657674
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The role of the threshold effect for the dynamics of futures and spot prices of energy commodities
Rubaszek, Michal; Karolak, Zuzanna; Kwas, Marek; Uddin, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-20
Persistent link: https://www.econbiz.de/10012406037
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Uncertainty and forecasts of U.S. recessions
Pierdzioch, Christian; Gupta, Rangan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10012299545
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Bond risk premia and the return forecasting factor
Gutierrez, Agustin; Hevia, Constantino; Sola, Martin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10012198495
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Multi-level factor analysis of bond risk premia
Kim, Dukpa; Kim, Yunjung; Bak, Yuhyeon - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 5, pp. 1-19
Persistent link: https://www.econbiz.de/10011897566
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Challenges and opportunities for twenty first century Bayesian econometricians : a personal view
Dijk, Herman K. van - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 155-176
Persistent link: https://www.econbiz.de/10014631897