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A new structural break model, with an application to Canadian inflation forecasting

Maheu, John M.; Song, Yong - In: International journal of forecasting 30 (2013) 1, pp. 144-160

Persistent link: https://www.econbiz.de/10010246985

Forecasting UK GDP growth and inflation under structural change : a comparison of models with time-varying parameters

Barnett, Alina; Mumtaz, Haroon; Theodoridis, Konstantinos - In: International journal of forecasting 30 (2013) 1, pp. 129-143

Persistent link: https://www.econbiz.de/10010247002

Forecasting UK GDP Growth, Inflation and Interest Rates under Structural Change : A Comparison of Models with Time-Varying Parameters

Barnett, Alina - 2012

Evidence from a large and growing empirical literature strongly suggests that there have been changes in inflation and … structural analysis, there is little evidence on their usefulness in forecasting UK output growth, inflation and the short … models in forecasting output growth, inflation and a short rate. We find that allowing for time-varying parameters can lead …

Persistent link: https://www.econbiz.de/10013106251

Forecasting the price of gold

Hassani, Hossein; Silva, Emmanuel Sirimal; Gupta, Rangan; … - In: Applied economics 47 (2015) 37/39, pp. 4141-4152

Persistent link: https://www.econbiz.de/10011294643

Application of Taylor rule fundamentals in forecasting exchange rates

Agyapong, Joseph - In: Economies : open access journal 9 (2021) 2, pp. 1-27

-of-sample forecast results reveal that the best performing model is the symmetric model with no interest rate smoothing, heterogeneous …

Persistent link: https://www.econbiz.de/10012548336

The great moderation in historical perspective : is it that great?

Gadea, María Dolores; Gómez-Loscos, Ana; … - 2015

Persistent link: https://www.econbiz.de/10011792146

Identifying the news in analysts' earnings forecasts revisions : an alternative to the random walk expectation

Pfeiffer, Ray J.; Teitel, Karen; Wahab, Susan; Wahab, … - In: Review of Pacific Basin financial markets and policies 24 (2021) 4, pp. 2150032-1-2150032-42

Persistent link: https://www.econbiz.de/10012805192

Do the Markov switching-based hybrid models perform better in forecasting exchange rates?

Du, Jiangze; Yu, Runfang; Li, Jin; Lai, Kin Keung - In: Emerging markets, finance and trade : EMFT 55 (2019) 7, pp. 1497-1515

Persistent link: https://www.econbiz.de/10012210811

Date-stamping US housing market explosivity

Balcilar, Mehmet; Katzke, Nico; Gupta, Rangan - 2018

In this paper the authors set out to date-stamp periods of US housing price explosivity for the period 1830–2013. They make use of several robust techniques that allow them to identify such periods by determining when prices start to exhibit explosivity with respect to its past behaviour and...

Persistent link: https://www.econbiz.de/10011812671

The choice of exchange rate assumption in the process of forecasting inflation

Bernhardsen, Tom (contributor); Holmsen, Amund (contributor) - 2005

Persistent link: https://www.econbiz.de/10002885390