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~subject:"Forecasting model"
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Forecasting model
USA
31
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31
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24
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22
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22
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21
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21
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19
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18
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18
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15
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15
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15
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forecasting
9
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English
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Valente, Giorgio
24
Sarno, Lucio
17
Thornton, Daniel L.
6
Taylor, Mark P.
5
Clarida, Richard H.
4
McCracken, Michael W.
3
Abhyankar, Abhay
2
Clarida, Richard
2
Ahmed, Shamim
1
Della Corte, Pasquale
1
Liu, Xiaoquan
1
Taylor, Mark
1
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5
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4
Journal of international economics
2
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1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Journal of the European Economic Association
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ECONIS (ZBW)
24
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1
The out-of-sample success of term structure models as exchange rate predictors : a step beyond
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
- In:
Journal of international economics
60
(
2003
)
1
,
pp. 61-83
Persistent link: https://www.econbiz.de/10001754209
Saved in:
2
Federal funds rate prediction
Sarno, Lucio
(
contributor
);
Thornton, Daniel L.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971188
Saved in:
3
Empirical exchange rate models and currency risk : some evidence density forecasts
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of international money and finance
24
(
2005
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10002636012
Saved in:
4
Comparing the accuracy of density forecasts from competing models
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of forecasting
23
(
2004
)
8
,
pp. 541-557
Persistent link: https://www.econbiz.de/10002494582
Saved in:
5
Out-of-sample predictions of bond excess returns and forward rates : an asset-allocation perspective
Thornton, Daniel L.
;
Valente, Giorgio
-
2010
Persistent link: https://www.econbiz.de/10008668608
Saved in:
6
Out-of-sample predictions of bond excess returns and forward rates : an asset allocation perspective
Thornton, Daniel L.
;
Valente, Giorgio
- In:
The review of financial studies
25
(
2012
)
10
,
pp. 3141-3168
Persistent link: https://www.econbiz.de/10009630174
Saved in:
7
Testing the economic value of asset return predictability
McCracken, Michael W.
;
Valente, Giorgio
-
2012
Persistent link: https://www.econbiz.de/10009632652
Saved in:
8
A century of equity premium predictability and the consumption-wealth ratio : an international perspective
Della Corte, Pasquale
;
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 313-331
Persistent link: https://www.econbiz.de/10009267297
Saved in:
9
Exchange rates and fundamentals : footloose or evolving relationship?
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of the European Economic Association
7
(
2009
)
4
,
pp. 786-830
Persistent link: https://www.econbiz.de/10003991826
Saved in:
10
The role of asymmetries and regime shifts in the term structure of interest rates
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1193-1224
Persistent link: https://www.econbiz.de/10003336984
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