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Revisiting useful approaches to data-rich macroeconomic forecasting
Groen, Jan J. J.
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003671730
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2
Tests of equal accuracy for nested models with estimated factors
Gonçalves, Sílvia
;
McCracken, Michael W.
;
Perron, Benoit
-
2015
Persistent link: https://www.econbiz.de/10011392844
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3
A steady-state approach to trend/cycle decomposition
Morley, James C.
(
contributor
); …
-
2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001987194
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Recessions as breadwinner for forecasters state-dependent evaluation of predictive ability: evidence from big macroeconomic US data
Siliverstovs, Boriss
;
Wochner, Daniel S.
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2020
Persistent link: https://www.econbiz.de/10012302444
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5
Can risk explain the profitability of technical trading in currency markets?
Ivanova, Yuliya
;
Neely, Christopher J.
;
Rapach, David E.
; …
-
2014
Persistent link: https://www.econbiz.de/10010423540
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
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7
Which continuous-time model is most appropriate for exchange rates?/ Deniz Erdemlioglu; S´ebastien Laurent; Christopher J. Neely
Erdemlioglu, Deniz
;
Laurent, S´ebastien
;
Neely, …
-
2013
Persistent link: https://www.econbiz.de/10009791133
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8
Maturity induced bias in estimating spot rate diffusion models
Honoré, Peter
-
1997
Persistent link: https://www.econbiz.de/10000975531
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9
Maximum likelihood estimation of non-linear continuous-time term-structure models
Honoré, Peter
-
1997
Persistent link: https://www.econbiz.de/10000975535
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10
Markov-switching score-driven multivariate models : outlier-robust measurement of the relationships between world crude oil production and US industrial production
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2019
Persistent link: https://www.econbiz.de/10012158760
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