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Inflation, forecast intervals and long memory regression models
Bos, Charles S.; Franses, Philip Hans; Ooms, Marius - 2001
, we find that the ARMA(1,1) model performsworse than the other models over our evaluation period 1984-1999.The ARIMA(1 …
Persistent link: https://www.econbiz.de/10011316885
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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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Evaluating heterogeneous forecasts for vintages of macroeconomic variables
Franses, Philip Hans; Welz, Max - In: Journal of forecasting 41 (2022) 4, pp. 829-839
Persistent link: https://www.econbiz.de/10013287864
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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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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
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Testing for harmonic regressors
Franses, Philip Hans (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003414366
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Cycles in basic innovations
Groot, Bert de; Franses, Philip Hans - In: Technological forecasting & social change : an … 76 (2009) 8, pp. 1021-1025
Persistent link: https://www.econbiz.de/10003919070
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Testing changing harmonic regressors
Franses, Philip Hans - 2009
Persistent link: https://www.econbiz.de/10003877112
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Yet another look at MIDAS regression
Franses, Philip Hans - 2016
Persistent link: https://www.econbiz.de/10011541158