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Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan; Ghysels, Eric - 2017
Persistent link: https://www.econbiz.de/10011715555
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Real-time forecasting of the US federal government budget : a simple mixed frequency data regression approach
Ghysels, Eric; Ozkan, Nazire - In: International journal of forecasting 31 (2015) 4, pp. 1009-1020
Persistent link: https://www.econbiz.de/10011474768
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Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan T.; Ghysels, Eric - In: Management science : journal of the Institute for … 64 (2018) 10, pp. 4936-4952
Persistent link: https://www.econbiz.de/10011932653
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Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick; Ghysels, Eric; Rubin, M. - In: Journal of financial econometrics : official journal of … 15 (2017) 4, pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
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Skewness in expected macro fundamentals and the predictability of equity returns : evidence and theory
Colacito, Riccardo; Ghysels, Eric; Meng, Jinghan; … - In: The review of financial studies 29 (2016) 8, pp. 2069-2109
Persistent link: https://www.econbiz.de/10011578976
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Applied economic forecasting using time series methods
Ghysels, Eric; Marcellino, Massimiliano - 2018
Persistent link: https://www.econbiz.de/10011750387
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Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick; Ghysels, Eric; Rubin, Mirco - 2016 - This version: January 2, 2016
We examine the relationship between MIDAS regressions and the estimation of state space models applied to mixed … a filtering scheme which relies on a combination of re-projection methods and now-casting MIDAS regressions with ARCH … computational efficiency. An application to forecasting quarterly GDP growth in the Euro area with monthly macroeconomic indicators …
Persistent link: https://www.econbiz.de/10011518987
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Essays in econometrics : collected papers of Clive W.J. Granger
Ghysels, Eric (contributor); Granger, C. W. J. (honouree) - 2001
Persistent link: https://www.econbiz.de/10001568987
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Should macroeconomic forecasters use daily financial data and how?
Andreou, Elena; Ghysels, Eric; Kourtellos, Andros - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 240-251
Persistent link: https://www.econbiz.de/10009753968
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Spectral analysis, seasonality, nonlinearity, methodology, and forecasting
Ghysels, Eric (contributor); Granger, C. W. J. (honouree) - 2001
Persistent link: https://www.econbiz.de/10001621177