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Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - In: Journal of financial economics 114 (2014) 3, pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
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Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2013
Persistent link: https://www.econbiz.de/10009734264
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Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2013
Persistent link: https://www.econbiz.de/10010231826
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The impact of uncertainty on professional exchange rate forecasts
Beckmann, Joscha; Czudaj, Robert - 2016
This paper analyzes the role of uncertainty on both exchange rate expectations and forecast errors of professionals for four major currencies based on survey data provided by FX4casts. We consider economic policy, macroeconomic, and financial uncertainty as well as disagreement among CPI...
Persistent link: https://www.econbiz.de/10011532311
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The impact of uncertainty on professional exchange rate forecasts
Beckmann, Joscha; Czudaj, Robert - In: Journal of international money and finance 73 (2017), pp. 296-316
Persistent link: https://www.econbiz.de/10011787733
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Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping - In: International journal of forecasting 40 (2024) 3, pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
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Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: International journal of forecasting 25 (2009) 2, pp. 400-417
Persistent link: https://www.econbiz.de/10003870070
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Keeping track of global trade in real time
Martínez-Martín, Jaime; Rusticelli, Elena - In: International journal of forecasting 37 (2021) 1, pp. 224-236
Persistent link: https://www.econbiz.de/10012692695
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Forecasting spot oil price in a dynamic model averaging framework : Have the determinants changed over time?
Drachal, Krzysztof - In: Energy economics 60 (2016), pp. 35-46
Persistent link: https://www.econbiz.de/10011699775
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Modeling and forecasting regional tourism demand using the Bayesian global vector autoregressive (BGVAR) model
Assaf, A. Georges; Li, Gang; Song, Haiyan; Tsionas, … - In: Journal of travel research : a quarterly publication of … 58 (2019) 3, pp. 383-397
Persistent link: https://www.econbiz.de/10011982830