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Demystifying the Meese-Rogoff puzzle : structural breaks or measures of forecasting accuracy?
Burns, Kelly; Moosa, Imad A. - In: Applied economics 49 (2017) 48, pp. 4897-4910
Persistent link: https://www.econbiz.de/10011844813
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A long-run relationship between stock price index and exchange rate : a structural nonparametric cointegration regression approach
Tsagkanos, Athanasios; Siriopoulos, Costas - In: Journal of international financial markets, … 25 (2013), pp. 106-118
Persistent link: https://www.econbiz.de/10009762800
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A meta model analysis of exchange rate determination
Aristidou, Chrystalleni; Lee, Kevin; Shields, Kalvinder K. - In: Essays in honor of M. Hashem Pesaran : prediction and …, (pp. 199-215). 2022
Persistent link: https://www.econbiz.de/10013201858
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Machine learning classification model comparison
Giudici, Paolo; Gramegna, Alex; Raffinetti, Emanuela - In: Socio-economic planning sciences : the international … 87 (2023) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10014317479
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The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models
Burgess, Stephen; Fernandez-Corugedo, Emilio; Groth, … - 2013
Persistent link: https://www.econbiz.de/10009757117
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Large vector autoregressions with stochastic volatility and flexible priors
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2016
Persistent link: https://www.econbiz.de/10011549652
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The multistep Beveridge-Nelson decomposition
Proietti, Tommaso - In: Econometric reviews 35 (2016) 1/4, pp. 373-395
Persistent link: https://www.econbiz.de/10011549941
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Forecasting VARs, model selection, and shrinkage
Kascha, Christian; Trenkler, Carsten - 2015
This paper provides an empirical comparison of various selection and penalized regression approaches for forecasting … various prior specification choices on the relative and overall forecasting performance of the methods. The data set is a …
Persistent link: https://www.econbiz.de/10011491851
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Hierarchical shrinkage in time-varying parameter models
Belmonte, Miguel A. G.; Koop, Gary; Korobilis, Dimitris - In: Journal of forecasting 33 (2014) 1, pp. 80-94
Persistent link: https://www.econbiz.de/10010424876
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Structural-break models under mis-specification : implications for forecasting
Koo, Bonsoo; Seo, Myung Hwan - In: Journal of econometrics 188 (2015) 1, pp. 166-181
Persistent link: https://www.econbiz.de/10011500287