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Forecasting in the presence of structural breaks and model uncertainty

Beladi, Hamid; Choi, Kwang - 2008

Forecasting macroeconomic variables using diffusion indexes in short samples with structural change / Anindya Banerjee, Massimiliano Marcellino, Igor Masten -- Predictive inference under model misspecification / Nii Ayi Armah, Norman R. Swanson -- Forecasting persistent data with possible...

Persistent link: https://www.econbiz.de/10012049816

Testing the monetary model of exchange rate determination : new evidence from a century of data

Rapach, David E.; Wohar, Mark E. - In: Journal of international economics 58 (2002) 2, pp. 359-385

Persistent link: https://www.econbiz.de/10001704244

Testing the monetary model of exchange rate determination : a closer look at panels

Rapach, David E.; Wohar, Mark E. - In: Journal of international money and finance 23 (2004) 6, pp. 867-895

Persistent link: https://www.econbiz.de/10002200556

The persistence in international real interest rates

Rapach, David E.; Wohar, Mark E. - In: International journal of finance & economics : IJFE 9 (2004) 4, pp. 339-346

Persistent link: https://www.econbiz.de/10002460250

Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds : international evidence

Rapach, David E.; Wohar, Mark E. - In: Journal of international money and finance 28 (2009) 3, pp. 427-453

Persistent link: https://www.econbiz.de/10003835183

Structural breaks and predictive regression models of aggregate US stock returns

Rapach, David E.; Wohar, Mark E. - In: Journal of financial econometrics : official journal of … 4 (2006) 2, pp. 238-274

Persistent link: https://www.econbiz.de/10003318450

The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior

Rapach, David E.; Wohar, Mark E. - In: International journal of forecasting 22 (2006) 2, pp. 341-361

Persistent link: https://www.econbiz.de/10003315668

In-sample vs. out-of-sample tests of stock return predictability in the context of data mining

Rapach, David E.; Wohar, Mark E. - In: Journal of empirical finance 13 (2006) 2, pp. 231-247

Persistent link: https://www.econbiz.de/10003296950

Forecasting the recent behavior of US business fixed investment spending : an analysis of competing models

Rapach, David E.; Wohar, Mark E. - In: Journal of forecasting 26 (2007) 1, pp. 33-51

Persistent link: https://www.econbiz.de/10003406092

A note on long horizon forecasts of nonlinear models of real exchange rates : comments on Rapach and Wohar (2006)

Buncic, Daniel (contributor); Rapach, David E. (reviewed); … - 2008

Persistent link: https://www.econbiz.de/10003633175