Narrow search
Showing 1 - 10 of 35,564
Cover Image
Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - 2008
Persistent link: https://www.econbiz.de/10003778880
Cover Image
Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - 2008
Motivated by economic-theory concepts - the Fisher hypothesis and the theory of the term structure - we consider a …
Persistent link: https://www.econbiz.de/10009735355
Cover Image
On the sources of uncertainty in exchange rate predictability
Byrne, Joseph P.; Korobilis, Dimitris; Ribeiro, Pinho J. - 2014
Persistent link: https://www.econbiz.de/10010430006
Cover Image
Selecting exchange rate fundamentals by bootstrap
Ribeiro, Pinho J. - In: International journal of forecasting 33 (2017) 4, pp. 894-914
Persistent link: https://www.econbiz.de/10011746924
Cover Image
Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - In: Applied economics 48 (2016) 43/45, pp. 4366-4378
Persistent link: https://www.econbiz.de/10011640093
Cover Image
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei; Hanck, Christoph; Kruse-Becher, Robinson - In: Journal of applied econometrics 37 (2022) 5, pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Cover Image
A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Su, Liangjun; Ullah, Aman - In: Econometric theory 29 (2013) 1, pp. 187-212
Persistent link: https://www.econbiz.de/10009747860
Cover Image
State space and unobserved component models : theory and applications
Harvey, Andrew C. (ed.); Koopman, Siem Jan (contributor);  … - 2004 - 1. publ.
Persistent link: https://www.econbiz.de/10009681752
Cover Image
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - In: Journal of econometrics 187 (2015) 2, pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Cover Image
Eigenvalue decomposition of time series with application to the Czech business cycle
Beneš, Jaromír; Vávra, David - 2004
Persistent link: https://www.econbiz.de/10002574890