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A conditionally heteroskedastic global inflation model
Morales-Arias, Leonardo; Moura, Guilherme Valle - 2010
This article proposes a multivariate model of inflation with conditionally heteroskedastic common and country-specific components. The model is estimated in one-step via Quasi-Maximum Likelihood for the G7 countries for the period Q1-1960 to Q4-2009. It is found that various model specifications...
Persistent link: https://www.econbiz.de/10008738372
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International evidence for return predictability and the implications for long-run covariation of the G7 stock markets
Nitschka, Thomas - 2007
Persistent link: https://www.econbiz.de/10003690964
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The improvement of annual economic forecasts by using non-annual indicators : an empirical investigation for the G7 states
Scheier, Johannes - 2012
Persistent link: https://www.econbiz.de/10009571082
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International evidence for return predictability and the implications for long-run covariation of the G7 stock markets
Nitschka, Thomas - In: German economic review 11 (2010) 4, pp. 527-544
Persistent link: https://www.econbiz.de/10008772903
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Estimation and testing of forecast rationality under flexible loss
Elliott, Graham; Komunjer, Ivana; Timmermann, Allan - In: The review of economic studies 72 (2005) 4, pp. 1107-1125
Persistent link: https://www.econbiz.de/10003173820
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Forecast quality and simple instrument rules a real-time data approach
Glück, Heinz (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002433797
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Forward exchange market efficiency revisited : robust cointegration testing and dynamic rationality
Varadan, Rangan (contributor) - In: Advances in financial planning and forecasting 9 (2000), pp. 221-241
Persistent link: https://www.econbiz.de/10001614725
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Election surprises and exchange rate uncertainty
Garfinkel, Michelle Robin; Glazer, Amihai; Yi, Chae-u - In: Economics & politics 11 (1999) 3, pp. 255-274
Persistent link: https://www.econbiz.de/10001473296
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Forecast bias and MSFE encompassing
Marcellino, Massimiliano - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 533-542
Persistent link: https://www.econbiz.de/10001522147
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Further results on MSFE encompassing
Marcellino, Massimiliano - 1998
Persistent link: https://www.econbiz.de/10000998755