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Modelling and forecasting WIG20 daily returns
Amado, Cristina; Silvennoinen, Annastiina; Teräsvirta, Timo - 2017
Persistent link: https://www.econbiz.de/10011721046
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Use of preliminary values in forecasting industrial production
Boucelham, Jamel - In: International journal of forecasting 6 (1990) 4, pp. 463-468
Persistent link: https://www.econbiz.de/10001104624
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A time series model for an exchange rate in a target zone with applications
Lundbergh, Stefan (contributor);  … - 2003 - [Elektronische Ressource]
In this paper we introduce a flexible target zone model that is capable of characterizing the dynamic behaviour of an exchange rate implied by the original target zone model of Krugman (1991) and its modifications. Our framework also enables the modeller to estimate an implicit target zone if it...
Persistent link: https://www.econbiz.de/10001786381
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A time series model for an exchange rate in a target zone with applications
Lundbergh, Stefan; Teräsvirta, Timo - In: Journal of econometrics 131 (2006) 1/2, pp. 579-609
Persistent link: https://www.econbiz.de/10003298619
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A nonlinear time series model of El Niño
Hall, Anthony D.; Skalin, Joakim; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000994162
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Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl; Teräsvirta, Timo - In: Econometric reviews 35 (2016) 8/10, pp. 1753-1779
Persistent link: https://www.econbiz.de/10011592391
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Discussion of the paper "Forecasting performance of three automated modeling techniques during the economic crisis 2007 - 2009" by A. Kock and T. Teräsvirta
Dubois, Eric - In: International journal of forecasting 30 (2014) 3, pp. 632-634
Persistent link: https://www.econbiz.de/10010514784
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Forecasting performances of three automated modelling techniques during the economic crisis : 2007 - 2009
Kock, Anders Bredahl; Teräsvirta, Timo - In: International journal of forecasting 30 (2014) 3, pp. 616-631
Persistent link: https://www.econbiz.de/10010514786
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Forecasting with smooth transition autoregressive models
Lundbergh, Stefan; Teräsvirta, Timo - 2000
Persistent link: https://www.econbiz.de/10001515430
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Forecasting with smooth transition autoregressive models
Lundbergh, Stefan; Teräsvirta, Timo - In: A companion to economic forecasting, (pp. 485-509). 2002
Persistent link: https://www.econbiz.de/10001894083