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Outlier detection in the GARCH (1,1) model

Franses, Philip Hans; Dijk, Dick van - 1999

Persistent link: https://www.econbiz.de/10001495849

High frequency data, frequency domain inference and volatility forecasting

Wright, Jonathan H.; Bollerslev, Tim - 1999

Persistent link: https://www.econbiz.de/10001433207

Business cycle non-linearities in UK consumption and production

Öcal, Nadir; Osborn, Denise R. - In: Journal of applied econometrics 15 (2000) 1, pp. 27-43

Persistent link: https://www.econbiz.de/10001465097

Forecast uncertainties in macroeconometric modelling : an application to the UK economy

Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem - 2000

This paper argues that probability forecasts convey information on the uncertainties that surround macroeconomic forecasts in a manner which is straightforward and which is preferable to other alternatives, including the use of confidence intervals. Probability forecasts relating to UK output...