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Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?
Burns, Kelly; Moosa, Imad A. - In: Economic modelling 50 (2015), pp. 27-39
Persistent link: https://www.econbiz.de/10011439608
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Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina; Lux, Thomas - In: International journal of forecasting 39 (2023) 4, pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
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Volatility dependent smooth transitions and abrupt switches : why they are needed for better forecasting the FX rates
Söylemez, Arif Orçun - In: Eurasian economic review : a journal in applied … 12 (2022) 2, pp. 315-332
Persistent link: https://www.econbiz.de/10013263374
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Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man; Cheng, Yihan - In: Journal of forecasting 41 (2022) 8, pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
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Demystifying the Meese-Rogoff puzzle : structural breaks or measures of forecasting accuracy?
Burns, Kelly; Moosa, Imad A. - In: Applied economics 49 (2017) 48, pp. 4897-4910
Persistent link: https://www.econbiz.de/10011844813
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Why random walk forecasting works well in forecasting the Japanese inflation
Kurasawa, Kazutaka - In: The empirical economics letters : a monthly … 16 (2017) 1, pp. 19-26
Persistent link: https://www.econbiz.de/10011718765
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The Kalman filter approach for estimating the natural enemployment rate in Romania
Bratu, Mihaela - In: Acta Universitatis Danubius / Oeconomica 10 (2014) 1, pp. 148-159
Persistent link: https://www.econbiz.de/10010402245
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Time-varying trend models for forecasting inflation in Australia
Guo, Na; Zhang, Bo; Cross, Jamie - In: Journal of forecasting 41 (2022) 2, pp. 316-330
Persistent link: https://www.econbiz.de/10012817762
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Smooth robust multi‐horizon forecasts
Martinez, Andrew B.; Castle, Jennifer; Hendry, David F. - In: Essays in honor of M. Hashem Pesaran : prediction and …, (pp. 143-165). 2022
Persistent link: https://www.econbiz.de/10013201849
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Labor productivity forecasts based on a Beveridge-Nelson filter : Is there statistical evidence for a slowdown?
Biolsi, Christopher - In: Journal of macroeconomics 69 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013274611