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How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008670005
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How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - In: International journal of forecasting 27 (2011) 4, pp. 1066-1075
Persistent link: https://www.econbiz.de/10009316905
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How accurate are government forecasts of economic fundamentals? The case of Taiwan
Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2009
Persistent link: https://www.econbiz.de/10003877073
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How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan
Chang, Chia-Lin - 2009
estimation methods, and examine the accuracy of initial and updated (or revised) government forecasts. An empirical example to … and inefficient estimation methods, as well as consistent and inconsistent covariance matrix estimates, can lead to …
Persistent link: https://www.econbiz.de/10013158278
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Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans; McAleer, Michael; Legerstee, Rianne - In: Journal of economic surveys 28 (2014) 2, pp. 195-208
Persistent link: https://www.econbiz.de/10011293027
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A note on the unbiasedness test of rationality using survey data
McAleer, Michael - In: Journal of macroeconomics 16 (1994) 2, pp. 369-374
Persistent link: https://www.econbiz.de/10001167828
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Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu; McAleer, Michael - In: Journal of econometrics 187 (2015) 2, pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
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Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu; McAleer, Michael - In: Journal of econometrics 189 (2015) 2, pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
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On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan; McAleer, Michael - In: Econometric reviews 37 (2018) 6/10, pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
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Review on efficiency and anomalies in stock markets
Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51
reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and …
Persistent link: https://www.econbiz.de/10012237439