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Testing changing harmonic regressors
Franses, Philip Hans - 2009
Persistent link: https://www.econbiz.de/10003877112
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Testing for harmonic regressors
Franses, Philip Hans (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003414366
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Inflation, forecast intervals and long memory regression models
Bos, Charles S.; Franses, Philip Hans; Ooms, Marius - 2001
We examine recursive out-of-sample forecasting of monthly postwarU.S. core inflation and log price levels. We use theautoregressive fractionally integrated moving average model withexplanatory variables (ARFIMAX). Our analysis suggests asignificant explanatory power of leading indicators...
Persistent link: https://www.econbiz.de/10011316885
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Cycles in basic innovations
Groot, Bert de (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003116196
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Forecasting annual inflation in Suriname
Ooft, Gavin; Bhaghoe, Sailesh; Franses, Philip Hans - 2019
Persistent link: https://www.econbiz.de/10012113890
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Estimated parameters do not get the "wrong sign" due to collinearity across included variables
Franses, Philip Hans (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658835
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Gaussian Copula regression in the presence of thresholds
Eckert, Christine; Hohberger, Jan; Franses, Philip Hans - 2022
Persistent link: https://www.econbiz.de/10012879125
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Yet another look at MIDAS regression
Franses, Philip Hans - 2016
Persistent link: https://www.econbiz.de/10011541158
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Estimates of quarterly GDP growth using MIDAS regressions
Bhaghoe, Sailesh; Ooft, Gavin; Franses, Philip Hans - 2019
Persistent link: https://www.econbiz.de/10012149762
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Evaluating heterogeneous forecasts for vintages of macroeconomic variables
Franses, Philip Hans; Welz, Max - 2018 - This version: September 2018
Persistent link: https://www.econbiz.de/10011959123