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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Mathematische Optimierung"
~subject:"Prognoseverfahren"
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Mathematische Optimierung
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Diebold, Francis X.
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Ng, Serena
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Santa-Clara, Pedro
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1
Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong
-
1997
Persistent link: https://www.econbiz.de/10000967507
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2
Valuation of variance forecasts with simulated option markets
Engle, Robert F.
;
Hong, Che-hsiung T.
;
Kane, Alex
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1990
Persistent link: https://www.econbiz.de/10000790825
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3
Diffusion indexes
Stock, James H.
;
Watson, Mark W.
-
1998
Persistent link: https://www.econbiz.de/10000674170
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4
Forecasting aggregate period birth rates : the time series properties of a microdynamic neoclassical model of fertility
Heckman, James J.
;
Walker, James R.
-
1989
Persistent link: https://www.econbiz.de/10000774916
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5
Univariate v[ersu]s multivariate forecasts of GNP growth and stock returns : evidence and implications for the persistence of shocks, detrending methods, and tests of the permanent...
Cochrane, John H.
-
1990
Persistent link: https://www.econbiz.de/10000802322
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6
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
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7
Measuring short-run inflation for central bankers
Cecchetti, Stephen G.
-
1996
Persistent link: https://www.econbiz.de/10000609247
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8
Bayesian variable selection for nowcasting economic time series
Scott, Steven L.
;
Varian, Hal R.
-
2013
Persistent link: https://www.econbiz.de/10010205275
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9
Real-time forecasting with a mixed-frequency VAR
Schorfheide, Frank
;
Song, Dongho
-
2013
Persistent link: https://www.econbiz.de/10010227274
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10
A comparison of linear and nonlinear univariate models for forcasting macroeconomic time series
Stock, James H.
;
Watson, Mark W.
-
1998
Persistent link: https://www.econbiz.de/10000671211
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