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Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions

Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of applied econometrics 28 (2013) 3, pp. 458-477

Persistent link: https://www.econbiz.de/10009756496

The construction and assessment of forecast intervals for monthly inflation rate

Bratu, Mihaela; Călin, Adrian Cantemir; Popovici, Oana … - In: Journal of economics and business research 20 (2014) 2, pp. 34-40

Persistent link: https://www.econbiz.de/10010440756

On the regime-switching and asymmetric dynamics of economic growth in the OECD countries

Singh, Tarlok - In: Research in economics : an international review of economics 68 (2014) 2, pp. 169-192

Persistent link: https://www.econbiz.de/10010465650

Forecasting Distribution of Inflation Rates : Functional Autoregressive Approach

Chaudhuri, Kausik - 2015

generating the density forecast of inflation, and analyse the performance of the central bank in achieving announced inflation …

Persistent link: https://www.econbiz.de/10013039117

Using the hybrid Phillips curve with memory to forecast US infllation

Chu, Shiou-Yen; Shane, Christopher - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-16

Persistent link: https://www.econbiz.de/10011755440

Colombian inflation forecast using long short-term memory approach

Cárdenas-Cárdenas, Julián Alonso; Cristiano-Botia, … - 2023

Persistent link: https://www.econbiz.de/10014305175

A Monte Carlo study of the forecasting performance of empirical SETAR models

Clements, Michael P.; Smith, Jeremy - In: Journal of applied econometrics 14 (1999) 2, pp. 123-141

Persistent link: https://www.econbiz.de/10001387355

Reading the Tea Leaves : Model Uncertainty, Robust Forecasts, and the Autocorrelation of Analysts' Forecast Errors

Linnainmaa, Juhani T. - 2015

mechanism explains approximately 60% of the autocorrelation in analysts' forecast errors. The remainder stems from the cross … autocorrelation of analyst's forecast errors are rejected. Our model of robust forecasting applies not only to analysts' forecasts but …-sectional variation in mean forecast errors and in analysts' estimation errors of the persistence of earnings growth shocks. Consistent …

Persistent link: https://www.econbiz.de/10013039156

Volatility forecasting revisited using Markov-switching with time-varying probability transition

Wang, Jiqian; Ma, Feng; Liang, Chao; Chen, Zhonglu - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1387-1400

Persistent link: https://www.econbiz.de/10012815077

Econometric modeling and forecasting of interest rates in Montenegro

Pejović, Bojan; Karadži, Vesna - In: Economic analysis : EA 53 (2020) 1, pp. 72-83

Persistent link: https://www.econbiz.de/10012238470

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