Similar Search Results - EconBiz

A comparison of linear and nonlinear univariate models for forcasting macroeconomic time series

Stock, James H.; Watson, Mark W. - 1998

Persistent link: https://www.econbiz.de/10000671211

Diffusion indexes

Stock, James H.; Watson, Mark W. - 1998

Persistent link: https://www.econbiz.de/10000674170

Economic and financial crises and the predictability of US stock returns

Hartmann, Daniel; Kempa, Bernd; Pierdzioch, Christian - In: Journal of empirical finance 15 (2008) 3, pp. 468-480

Persistent link: https://www.econbiz.de/10003759550

Real-time macroeconomic data and ex ante predictability of stock returns

Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - 2006

We report results on the ex ante predictability of monthly excess stock returns in Germany using real-time and revised macroeconomic data. Our real-time macroeconomic data cover the period 1994-2005. We report three results. 1) Real-time macroeconomic data did not contribute much to ex ante...

Persistent link: https://www.econbiz.de/10003341534

A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series

Marcellino, Massimiliano; Stock, James H.; Watson, Mark W. - In: Journal of econometrics 135 (2006) 1/2, pp. 499-526

Persistent link: https://www.econbiz.de/10003376109

International equity flows and the predictability of US stock returns

Hartmann, Daniel; Pierdzioch, Christian - In: Journal of forecasting 26 (2007) 8, pp. 583-599

Persistent link: https://www.econbiz.de/10003608154

Modeling inflation after the crisis

Stock, James H.; Watson, Mark W. - 2010

Persistent link: https://www.econbiz.de/10008991057

Modeling inflation after the crisis

Stock, James H.; Watson, Mark W. - In: Macroeconomic challenges : the decade ahead : a …, (pp. 173-220). 2011

Persistent link: https://www.econbiz.de/10009158106

Disentangling the channels of the 2007-2009 recession

Stock, James H.; Watson, Mark W. - 2012

Persistent link: https://www.econbiz.de/10009551839

Disentangling the channels of the 2007 - 09 recession

Stock, James H.; Watson, Mark W. - In: Brookings papers on economic activity : BPEA (2012) 1, pp. 81-156

Persistent link: https://www.econbiz.de/10009659872

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