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Does disagreement amongst forecasters have predictive value?
Legerstee, Rianne; Franses, Philip Hans - In: Journal of forecasting 34 (2015) 4, pp. 290-302
Persistent link: https://www.econbiz.de/10011305176
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Forecasting changing seasonal components using periodic correlations
Franses, Philip Hans; Ooms, Marius - 1994
Persistent link: https://www.econbiz.de/10000898964
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Exploiting Spillovers to Forecast Crashes
Gresnigt, Francine - 2015
-excitation for these series. Out-of-sample, we find that the models that include spillover effects forecast crashes and the Value …
Persistent link: https://www.econbiz.de/10013013240
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Forecasting annual inflation in Suriname
Ooft, Gavin; Bhaghoe, Sailesh; Franses, Philip Hans - In: Journal of international financial markets, … 73 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012802134
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Simple Bayesian forecast combination
Franses, Philip Hans - In: Annals of financial economics 15 (2020) 4, pp. 1-7
Persistent link: https://www.econbiz.de/10012643023
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Averaging model forecasts and expert forecasts : why does it work?
Franses, Philip Hans - In: Interfaces : the INFORMS journal on the practice of … 41 (2011) 2, pp. 177-181
Persistent link: https://www.econbiz.de/10009125003
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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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Model-based forecast adjustment : with an illustration to inflation
Franses, Philip Hans - 2018 - This version: March 2018
Persistent link: https://www.econbiz.de/10011823289
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An empirical test for parities between metal prices at the LME
Franses, Philip Hans - In: The journal of futures markets 11 (1991) 6, pp. 729-736
Persistent link: https://www.econbiz.de/10001116050
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Testing for Smooth Transition Nonlinearity in the Presence of Outliers
Franses, Philip Hans; Lucas, Andre; van Dijk, Dick J. C. - 1998
In the present paper we confine ourselves to proposing tests for smooth transition nonlinearity in the presence ou outliers. We consider outlier robust estimation techniques to modify the tests developed by Luukkonen et al
Persistent link: https://www.econbiz.de/10014072270