Similar Search Results - EconBiz

On forecast performance of SETAR model : an empirical investigation

Samanta, G. P. - In: Journal of quantitative economics : official journal of … 15 (1999) 1, pp. 89-114

Persistent link: https://www.econbiz.de/10001488725

The Macroeconomic Forecasting Performance of Autoregressive Models with Alternative Specifications of Time-Varying Volatility

Clark, Todd E. - 2012

This paper compares alternative models of time-varying macroeconomic volatility on the basis of the accuracy of point and density forecasts of macroeconomic variables. In this analysis, we consider both Bayesian autoregressive and Bayesian vector autoregressive models that incorporate some form...

Persistent link: https://www.econbiz.de/10013100483

The Macroeconomic Forecasting Performance of Autoregressive Models with Alternative Specifications of Time-Varying Volatility

Clark, Todd E. - 2013

This paper compares alternative models of time-varying macroeconomic volatility on the basis of the accuracy of point and density forecasts of macroeconomic variables. In this analysis, we consider both Bayesian autoregressive and Bayesian vector autoregressive models that incorporate some form...

Persistent link: https://www.econbiz.de/10013082395

Forecasting U.S. recessions and economic activity

Kotchoni, Rachidi; Stevanovic, Dalibor - 2016

Persistent link: https://www.econbiz.de/10011520468

Forecasting U.S. recessions and economic activity

Kotchoni, Rachidi; Stevanovic, Dalibor - 2016

Persistent link: https://www.econbiz.de/10011737418

Forecast content and content horizons for some important macroeconomic time series

Galbraith, John W.; Tkacz, Greg - In: The Canadian journal of economics 40 (2007) 3, pp. 935-953

Persistent link: https://www.econbiz.de/10003549539

Variable selection and inference for multi-period forecasting problems

Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009

direct forecasts when estimation error is a first-order concern, i.e. in small samples and for long forecast horizons …

Persistent link: https://www.econbiz.de/10003807908

Variable selection and inference for multi-period forecasting problems

Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009

Persistent link: https://www.econbiz.de/10003851191

Real-time detection of the business cycle using SETAR models

Ferrara, Laurent; Guégan, Dominique - In: Growth and cycle in the Euro-zone, (pp. 221-232). 2006

Persistent link: https://www.econbiz.de/10003412187

Variable selection, estimation and inference for multi-period forecasting problems

Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2010

Persistent link: https://www.econbiz.de/10003978514

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