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Pesaran, M. Hashem (contributor); Pick, Andreas (contributor) - 2008

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Predicting rare events in time series

Hou, Junjie; Li, Chunping - In: Knowledge management : nurturing culture, innovation …, (pp. 221-229). 2005

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Forecasting in an extended chain-ladder-type model

Kuang, Di; Nielsen, Bent; Nielsen, Jens Perch - 2010

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Proyección de la inflación chilena en tiempos difíciles

Díaz Maureira, Juan; Leyva, Gustavo - In: Monetaria 32 (2009) 4, pp. 491-522

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Introduction the euro-sting : short-term indicator of euro area growth

Camacho, Maximo; Pérez-Quirós, Gabriel - 2009

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Analyse und Prognose des Kirchensteueraufkommens der EKD in Deutschland mit zeitreihen- und panelökonometrischen Modellen

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Trend-cycle decomposition of output and euro area inflation forecasts : a real-time approach based on model combination

Guérin, Pierre; Maurin, Laurent; Mohr, Matthias - 2011

The paper focuses on the estimation of the euro area output gap. We construct model-averaged measures of the output gap in order to cope with both model uncertainty and parameter instability that are inherent to trend-cycle decomposition models of GDP. We first estimate nine models of...

Persistent link: https://www.econbiz.de/10009380402

Spurious forecasts?

Martínez-Rivera, Berenice; Ventosa-Santaulària, Daniel; … - In: Journal of forecasting 31 (2012) 3, pp. 245-259

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Time-varying short-horizon predictability

Henkel, Sam James; Martin, J. Spencer; Nardari, Federico - In: Journal of financial economics 99 (2011) 3, pp. 560-580

Persistent link: https://www.econbiz.de/10009242307

Combination of long term and short term forecasts, with application to tourism demand forecasting

Andrawis, Robert R.; Atiya, Amir F.; El-Shishiny, Hisham - In: International journal of forecasting 27 (2011) 3, pp. 870-886

Persistent link: https://www.econbiz.de/10009248077