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Forecasting crude oil prices with a large set of predictors : Can LASSO select powerful predictors?

Zhang, Yaojie; Ma, Feng; Wang, Yudong - In: Journal of empirical finance 54 (2019), pp. 97-117

Persistent link: https://www.econbiz.de/10012174816

Tactical sales forecasting using a very large set of macroeconomic indicators

Sagaert, Yves R.; Aghezzaf, El-Houssaine; Kourentzes, … - In: European journal of operational research : EJOR 264 (2018) 2, pp. 558-569

Persistent link: https://www.econbiz.de/10011801845

Forecasting economic activity with targeted predictors

Bulligan, Guido; Marcellino, Massimiliano; Venditti, … - In: International journal of forecasting 31 (2015) 1, pp. 188-206

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Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the euro area and Germany

Wohlrabe, Klaus; Buchen, Teresa - In: Journal of forecasting 33 (2014) 4, pp. 231-242

Persistent link: https://www.econbiz.de/10010424821

Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the Euro Area, and Germany ; conference paper

Buchen, Teresa; Wohlrabe, Klaus - 2014

The use of large datasets for macroeconomic forecasting has received a great deal of interest recently. Boosting is one possible method of using high-dimensional data for this purpose. It is a stage-wise additive modelling procedure, which, in a linear specification, becomes a variable selection...

Persistent link: https://www.econbiz.de/10010491104

Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors

Bennedsen, Mikkel; Hillebrand, Eric; Koopman, Siem Jan - In: Energy economics 96 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012818590

Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes

Cepni, Oguzhan; Güney, Ethem; Swanson, Norman R. - In: International journal of forecasting 35 (2019) 2, pp. 555-572

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In-sample inference and forecasting in misspecified factor models

Carrasco, Marine; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 313-338

Persistent link: https://www.econbiz.de/10011691438

Steady-state priors and Bayesian variable selection in VAR forecasting

Louzis, Dimitrios P. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 5, pp. 495-527

Persistent link: https://www.econbiz.de/10011649150

Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors

Bennedsen, Mikkel; Hillebrand, Eric; Koopman, Siem Jan - 2019

Persistent link: https://www.econbiz.de/10012316908