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1
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
2
Nowcasting sales growth of manufacturing companies in India
Sanyal, Anirban
;
Das, Abhiman
- In:
Applied economics
50
(
2018
)
5
,
pp. 510-526
Persistent link: https://www.econbiz.de/10011847016
Saved in:
3
Dynamic modeling of high-dimensional correlation matrices in finance
Golosnoy, Vasyl
;
Herwartz, Helmut
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009672608
Saved in:
4
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
5
What does financial volatility tell us about macroeconomic fluctuations?
Chauvet, Marcelle
;
Senyuz, Zeynep
;
Yoldas, Emre
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 340-360
Persistent link: https://www.econbiz.de/10011474221
Saved in:
6
Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
Saved in:
7
Business cycle dating and forecasting with real-time Swiss GDP data
Glocker, Christian
;
Wegmueller, Philipp
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 73-105
Persistent link: https://www.econbiz.de/10012216360
Saved in:
8
Constructing a composite coincident indicator for a post-transition country
Rašić Bakarić, Ivana
;
Tkalec, Marina
;
Vizek, Maruška
- In:
Economic research
29
(
2016
)
1
,
pp. 434-445
Persistent link: https://www.econbiz.de/10012221650
Saved in:
9
Surprise and uncertainty indexes : real-time aggregation of real-activity macro-surprises
Scotti, Chiara
- In:
Journal of monetary economics
82
(
2016
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011709471
Saved in:
10
A real economic activity indicator for Turkey
Aruoba, S. Borağan
;
Sarikaya, Cagri
- In:
Central Bank review / The Central Bank of the Republic …
13
(
2013
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10010340433
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