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Information, forecasts, and measurement of the business cycle
Evans, George W. - In: Journal of monetary economics 33 (1994) 2, pp. 233-254
Persistent link: https://www.econbiz.de/10001160901
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Measuring the information content of stock trades
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 179-207
Persistent link: https://www.econbiz.de/10001106450
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Does reliable information improve the accuracy of judgmental forecasts?
Remus, William E. - In: International journal of forecasting 11 (1995) 2, pp. 285-293
Persistent link: https://www.econbiz.de/10001189976
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Essays in empirical economics
Pischke, Jörn-Steffen - 1992
Persistent link: https://www.econbiz.de/10000867631
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Information theoretic causality detection between financial and sentiment data
Scaramozzino, Roberta; Cerchiello, Paola; Aste, Tomaso - 2021
Persistent link: https://www.econbiz.de/10012887631
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Nonlinear equilibrium dynamics
Markellos, Raphaēl N. - 1997
Persistent link: https://www.econbiz.de/10000959404
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A note on some properties of the ESTAR model
Chappell, David - In: Economics letters 60 (1998) 3, pp. 311-315
Persistent link: https://www.econbiz.de/10001251673
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Nonstationary time-series modeling versus structural equation modeling : with an application to Japanese money demand
Hsiao, Cheng - In: Monetary and economic studies 16 (1998) 1, pp. 57-79
Persistent link: https://www.econbiz.de/10001241537
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Three essays in dynamic macroeconomics
Levy, Daniel C. - 1990
Persistent link: https://www.econbiz.de/10000863257
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Overcoming the forecasting limitations of forward-looking theory based models
González, Andrés; Mahadeva, Lavan; Rodríguez, Diego; … - In: Ensayos sobre política económica 29 (2011), pp. 246-294
Persistent link: https://www.econbiz.de/10011500137