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IAB-Kompendium Arbeitsmarkt- und Berufsforschung

Kleinhenz, Gerhard (ed.) - Institut für Arbeitsmarkt- und Berufsforschung - 2002

Persistent link: https://www.econbiz.de/10013278440

Estimating and forecasting large panels of volatilities with approximate dynamic factor models

Luciani, Matteo; Veredas, David - In: Journal of forecasting 34 (2015) 3, pp. 163-176

Persistent link: https://www.econbiz.de/10011305278

Forecasting exchange rates using panel model and model averaging

Garratt, Anthony; Mise, Emi - In: Economic modelling 37 (2014), pp. 32-40

Persistent link: https://www.econbiz.de/10010416858

Real exchange rates and fundamentals : robustness across alternative model specifications

Adler, Konrad; Grisse, Christian - 2014

This paper explores the robustness of behavioural equilibrium exchange rate (BEER) models, focusing on a panel … to (1) the combination of explanatory variables included in the model, (2) the set of currencies included in the panel …

Persistent link: https://www.econbiz.de/10010495246

Penalized estimation of panel vector autoregressive models : a panel LASSO approach

Camehl, Annika - In: International journal of forecasting 39 (2023) 3, pp. 1185-1204

Persistent link: https://www.econbiz.de/10014465265

Panel data nowcasting

Fosten, Jack; Greenaway-McGrevy, Ryan - In: Econometric reviews 41 (2022) 7, pp. 675-696

Persistent link: https://www.econbiz.de/10013364902

Adaptive forecasting of exchange rates with panel data

Morales-Arias, Leonardo; Dross, Alexander - 2010

panel data and alternative predictors. The candidate exchange rate predictors are drawn from (i) macroeconomic ‘fundamentals … lead to better market timing than most single predictors at higher horizons. -- Exchange rate forecasting ; panel data …