Similar Search Results - EconBiz

A Bayesian approach to dynamic macroeconomics

DeJong, David Neil; Ingram, Beth Fisher; Whiteman, … - In: Journal of econometrics 98 (2000) 2, pp. 203-223

Persistent link: https://www.econbiz.de/10001497779

The data measurement process for UK GNP : stochastic trends, long memory, and unit roots

Patterson, Kerry D. - In: Journal of forecasting 21 (2002) 4, pp. 245-264

Persistent link: https://www.econbiz.de/10001700327

The empirical performance of option based densities of foreign exchange

Craig, Ben R.; Keller, Joachim G. - 2002

Risk neutral densities (RND) can be used to forecast the price of the underlying basis for the option, or it may be used to price other derivates based on the same sequence. The method adopted in this paper to calculate the RND is to firts estimate daily the diffusion process of the underlying...

Persistent link: https://www.econbiz.de/10001656178

Prediction of 0-1-events for short- and long-memory time series

Beran, Jan - 2002

Persistent link: https://www.econbiz.de/10001686427

A re-examination of the excess smoothness puzzle when consumers estimate the income process

Banerjee, Anurag Narayan; Basu, Parantap - In: Journal of forecasting 20 (2001) 5, pp. 357-366

Persistent link: https://www.econbiz.de/10001611420

Generalized integer-valued autoregression

Brännäs, Kurt; Hellström, Jörgen - In: Econometric reviews 20 (2001) 4, pp. 425-443

Persistent link: https://www.econbiz.de/10001620901

High-frequency data, frequency domain inference, and volatility forecasting

Bollerslev, Tim; Wright, Jonathan H. - In: The review of economics and statistics 83 (2001) 4, pp. 596-602

Persistent link: https://www.econbiz.de/10001627219

To aggregate, pool, or neither : testing the rational-expectations hypothesis using survey data

Bonham, Carl Stanley; Cohen, Richard H. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 278-291

Persistent link: https://www.econbiz.de/10001603245

Consumer sentiment and household expenditure : reevaluating the forecasting equations

Ludvigson, Sydney C. - 1996

Persistent link: https://www.econbiz.de/10000979257

Feedforward versus recurrent neural networks for forecasting monthly Japanese Yen exchange

Dematos, Giovani (contributor) - In: Financial engineering and the Japanese markets 3 (1996) 1, pp. 59-75

Persistent link: https://www.econbiz.de/10001204473

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