Similar Search Results - EconBiz

Model averaging in Markov-switching models : predicting national recessions with regional data

Guérin, Pierre; Leiva-Leon, Danilo - In: Economics letters 157 (2017), pp. 45-49

Persistent link: https://www.econbiz.de/10011847300

Model averaging in Markov-switching models : predicting national recessions with regional data

Guérin, Pierre; Leiva-Leon, Danilo - 2017

Persistent link: https://www.econbiz.de/10011791491

Reading the Tea Leaves : Model Uncertainty, Robust Forecasts, and the Autocorrelation of Analysts' Forecast Errors

Linnainmaa, Juhani T. - 2015

mechanism explains approximately 60% of the autocorrelation in analysts' forecast errors. The remainder stems from the cross … autocorrelation of analyst's forecast errors are rejected. Our model of robust forecasting applies not only to analysts' forecasts but …

Persistent link: https://www.econbiz.de/10013039156

A novel cluster HAR-type model for forecasting realized volatility

Yao, Xingzhi; Izzeldin, Marwan; Li, Zhenxiong - In: International journal of forecasting 35 (2019) 4, pp. 1318-1331

Persistent link: https://www.econbiz.de/10012305326

Reading the tea leaves : model uncertainty, robust forecasts, and the autocorrelation of analysts' forecast errors

Linnainmaa, Juhani; Torous, Walter N.; Yae, James - In: Journal of financial economics 122 (2016) 1, pp. 42-64

Persistent link: https://www.econbiz.de/10011590878

Volatility forecasting revisited using Markov-switching with time-varying probability transition

Wang, Jiqian; Ma, Feng; Liang, Chao; Chen, Zhonglu - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1387-1400

Persistent link: https://www.econbiz.de/10012815077

Trefzekerheid CPB-prognoses 1971 - 2007

Kranendonk, Henk C.; Jong, Jasper de; Verbruggen, Johan P. - 2009

Persistent link: https://www.econbiz.de/10003805313

Forecasting GDP at the regional level with many predictors

Lehmann, Robert; Wohlrabe, Klaus - In: German economic review 16 (2015) 2, pp. 226-254

Persistent link: https://www.econbiz.de/10011385634

Forecasting economic activity in data-rich environment

Leroux, Maxime; Kotchoni, Rachidi; Stevanovic, Dalibor - 2017

Persistent link: https://www.econbiz.de/10011590324

Forecasting economic activity in data-rich environment

Leroux, Maxime; Kotchoni, Rachidi; Stevanovic, Dalibor - 2017

Persistent link: https://www.econbiz.de/10011738071

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