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Long-term forecasting and evaluation

Granger, C. W. J.; Jeon, Yongil - In: International journal of forecasting 23 (2007) 4, pp. 539-551

Persistent link: https://www.econbiz.de/10003616008

Evaluation of global models

Granger, C. W. J.; Jeon, Yongil - In: Economic modelling 24 (2007) 6, pp. 980-989

Persistent link: https://www.econbiz.de/10003569060

The impact of the use of forecasts in information sets

Gallo, Giampiero M.; Granger, C. W. J.; Jeon, Yongil - 1999

We analyze the properties of multiperiod forecasts which are formulated by a number of companies for a fixed horizon ahead which moves each month one period closer and are collected and diffused each month by some polling agency. Some descriptive evidence and a formal model suggest that knowing...

Persistent link: https://www.econbiz.de/10010504318

Copycats and common swings : the impact of the use of forecasts in information sets

Gallo, Giampiero M.; Granger, C. W. J.; Jeon, Yongil - In: IMF staff papers 49 (2002) 1, pp. 4-21

Persistent link: https://www.econbiz.de/10001663876

The distributional properties of shocks to a fractional I (d) process having a marginal exponential distribution

Granger, C. W. J.; Jeon, Yongil - In: Applied financial economics 11 (2001) 5, pp. 469-474

Persistent link: https://www.econbiz.de/10001621591

Measuring lag structure in forecasting models : the introduction of time distance

Granger, C. W. J.; Jeon, Yongil - 1997

Persistent link: https://www.econbiz.de/10000979041

The impact of the use of forecasts in information sets

Gallo, Giampiero M.; Granger, C. W. J.; Jeon, Yongil - 1999

Persistent link: https://www.econbiz.de/10001429362

A time-distance criterien for evaluating forecasting models

Granger, C. W. J.; Jeon, Yongil - In: International journal of forecasting 19 (2003) 2, pp. 199-215

Persistent link: https://www.econbiz.de/10001764883

Interactions between large macro models and time series analysis

Granger, C. W. J.; Jeon, Yongil - In: International journal of finance & economics : IJFE 8 (2003) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10001806059

Comparing forecasts of inflation using time distance

Granger, C. W. J.; Jeon, Yongil - In: International journal of forecasting 19 (2003) 3, pp. 339-349

Persistent link: https://www.econbiz.de/10001793004

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