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Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process

Audrino, Francesco; Medeiros, Marcelo C. - 2008

Persistent link: https://www.econbiz.de/10003773443

How well do diffusion indexes capture business cycles? : A spectral analysis

Owens, Raymond; Sarte, Pierre-Daniel - In: Economic quarterly 91 (2005) 4, pp. 23-42

Persistent link: https://www.econbiz.de/10003320613

Regime transplants in GDP growth forecasting : a recipe for better predictions?

Gelder, Lennard van; Stokman, Ad C. J. - 2006

Persistent link: https://www.econbiz.de/10003351774

Using the dynamic bi-factor model with Markov switching to predict the cyclical turns in the large European economies

Kholodilin, Konstantin A. (contributor) - 2006

The appropriately selected leading indicators can substantially improve the forecasting of the peaks and troughs of the business cycle. Using the novel methodology of the dynamic bi-factor model with Markov switching and the data for three largest European economies (France, Germany, and UK) we...

Persistent link: https://www.econbiz.de/10003285727

Reconsidering the macroeconomics of the oil price in Germany : testing for causality in the frequency domain

Gronwald, Marc - In: Empirical economics : a journal of the Institute for … 36 (2009) 2, pp. 441-453

Persistent link: https://www.econbiz.de/10003823333

Power Coefficient - a non-parametric indicator for measuring the time series dynamics

Pecar, B. - In: Computational finance and its applications II : [Second …, (pp. 413-421). 2006

Persistent link: https://www.econbiz.de/10003410236

Nowcasting and predicting data revisions in real time using qualitative panel survey data

Matheson, Troy (contributor); Mitchell, James (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003410248

Improved forecasting with leading indicators : the principal covariate index

Heij, Christiaan (contributor); Dijk, Dick van (contributor) - 2007

Persistent link: https://www.econbiz.de/10003484195

Determining the number of factors in the general dynamic factor model

Hallin, Marc; Liška, Roman - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 603-617

Persistent link: https://www.econbiz.de/10003490434

Stylised facts about New Zealand business cycles

McCaw, Sharon (contributor) - 2007

Persistent link: https://www.econbiz.de/10003430280

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