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Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility

Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 118-127

Persistent link: https://www.econbiz.de/10011691233

The importance of time‐varying volatility and country interactions in forecasting economic activity

Trypsteen, Steven - In: Journal of forecasting 36 (2017) 6, pp. 615-628

Persistent link: https://www.econbiz.de/10011861398

Forecasting stock market volatility : the role of technical variables

Liu, Li; Pan, Zhiyuan - In: Economic modelling 84 (2020), pp. 55-65

Persistent link: https://www.econbiz.de/10012210290

Forecasting low-frequency macroeconomic events with high-frequency data

Galvão, Ana Beatriz C.; Owyang, Michael T. - In: Journal of applied econometrics 37 (2022) 7, pp. 1314-1333

Persistent link: https://www.econbiz.de/10013473971

Tracking economic growth in real time during the pandemic : a rationale for a revision of €-coin

Aprigliano, Valentina; Emiliozzi, Simone; Lippi, Marco - 2022

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Macro risks and the term structure of interest rates

Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - In: Journal of financial economics 141 (2021) 2, pp. 479-504

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Bond return predictability : economic value and links to the macroeconomy

Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540

Persistent link: https://www.econbiz.de/10012000665

Implied volatility and the cross section of stock returns in the UK

Poshakwale, Sunil S.; Chandorkar, Pankaj; Agarwal, Vineet - In: Research in international business and finance 48 (2019), pp. 271-286

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Detecting and predicting economic accelerations, recessions, and normal growth periods in real-time

Proaño Acosta, Christian - 2013

The dichotomous characterization of the business cycle in recessions and expansions has been central in the literature over the last fifty years. However, there are various reasons to question the adequacy of this dichotomous approach for our understanding of business cycle dynamics, as well as...

Persistent link: https://www.econbiz.de/10010240802

Short-term forecasting for empirical economists : a survey of the recently proposed algorithms

Camacho, Maximo; Pérez-Quirós, Gabriel; Poncela, Pilar - 2013

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