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Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo; Chan, Joshua; Cross, Jamie - In: International journal of forecasting 36 (2020) 4, pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
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Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide; Timmermann, Allan - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
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Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie; Poon, Aubrey - In: Economic modelling 58 (2016), pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
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Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo; Chan, Joshua; Cross, Jamie L. - 2018
Persistent link: https://www.econbiz.de/10012202537
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Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael - In: Journal of economic dynamics & control 143 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
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The random walk in the stock prices of 18 OECD countries : some robust panel-based integration and cointegration tests
Shirvani, Hassan; Delcoure, Natalya V. - In: Journal of economic studies 43 (2016) 4, pp. 598-608
Persistent link: https://www.econbiz.de/10011690283
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Structural breaks in the mean of dividend-price ratios : implications of learning on stock return predictability
Xuan, Chunji; Kim, Chang-jin - In: Japan and the world economy : international journal of … 55 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012590816
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The monetary model of exchange rates is better than the random walk in out-of-sample forecasting
Moosa, Imad A.; Burns, Kelly - In: Applied economics letters 20 (2013) 13/15, pp. 1293-1297
Persistent link: https://www.econbiz.de/10010198467
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Why is it so difficult to outperform the random walk in exchange rate forecasting?
Moosa, Imad A. - In: Applied economics 45 (2013) 22/24, pp. 3340-3346
Persistent link: https://www.econbiz.de/10010345416
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Fundamentals and exchange rate prediction revisited
Wang, Yi-Chiuan; Wu, Jyh-lin - In: Journal of money, credit and banking : JMCB 47 (2015) 8, pp. 1651-1671
Persistent link: https://www.econbiz.de/10011483981