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The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009627354
Saved in:
2
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009628606
Saved in:
3
A scoring rule for factor and autoregressive models under misspecification
Casarin, Roberto
;
Corradin, Fausto
;
Ravazzolo, Francesco
; …
-
2018
Persistent link: https://www.econbiz.de/10011956868
Saved in:
4
Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de
;
Ravazzolo, Francesco
;
Segers, Rene
; …
-
2008
Persistent link: https://www.econbiz.de/10003754318
Saved in:
5
The Macroeconomic Forecasting Performance of Autoregressive Models with Alternative Specifications of Time-Varying Volatility
Clark, Todd E.
-
2012
, stochastic volatility coupled with fat tails,
GARCH
, and mixture-of-innovation models. The comparison is based on the accuracy of …
Persistent link: https://www.econbiz.de/10013100483
Saved in:
6
The Macroeconomic Forecasting Performance of Autoregressive Models with Alternative Specifications of Time-Varying Volatility
Clark, Todd E.
-
2013
, stochastic volatility coupled with fat tails,
GARCH
and mixture of innovation models. The comparison is based on the accuracy of …
Persistent link: https://www.econbiz.de/10013082395
Saved in:
7
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
-
Norges Bank
-
2012
, stochastic volatility coupled with fat tails,
GARCH
and mixture of innovation models. The comparison is based on the accuracy of …
Persistent link: https://www.econbiz.de/10010787777
Saved in:
8
The Macroeconomic Forecasting Performance of Autoregressive Models with Alternative Specifications of Time-Varying Volatility
Clark, Todd E.
;
Ravazzolo, Francesco
-
2012
, stochastic volatility coupled with fat tails,
GARCH
and mixture of innovation models. The comparison is based on the accuracy of …
Persistent link: https://www.econbiz.de/10012143797
Saved in:
9
Combination schemes for turning point predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2012
Persistent link: https://www.econbiz.de/10011629026
Saved in:
10
Combination schemes for turning point predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2012
Persistent link: https://www.econbiz.de/10009524199
Saved in:
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