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Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
Swanson, Norman R. - In: International journal of forecasting 13 (1997) 4, pp. 439-461
Persistent link: https://www.econbiz.de/10001240454
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Testing for multiple-period predictability between serially dependent time series
Heaton, Christopher - In: International journal of forecasting 31 (2015) 3, pp. 587-597
Persistent link: https://www.econbiz.de/10011474421
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Macroeconomic forecasting using penalized regression methods
Smeekes, Stephan; Wijler, Etienne - In: International journal of forecasting 34 (2018) 3, pp. 408-430
Persistent link: https://www.econbiz.de/10012030998
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Forecasting and nowcasting economic growth in the euro area using factor models
Hindrayanto, Irma; Koopman, Siem Jan; Winter, Jasper de - In: International journal of forecasting 32 (2016) 4, pp. 1284-1305
Persistent link: https://www.econbiz.de/10011622152
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Forecasting GDP growth using mixed-frequency models with switching regimes
Barsoum, Fady; Stankiewicz, Sandra - In: International journal of forecasting 31 (2015) 1, pp. 33-50
Persistent link: https://www.econbiz.de/10011327124
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Content horizons for univariate time-series forecasts
Galbraith, John W. - In: International journal of forecasting 19 (2003) 1, pp. 43-55
Persistent link: https://www.econbiz.de/10001735029
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DSGE model-based forecasting of non-modelled variables
Schorfheide, Frank; Sill, D. Keith; Kryshko, Maxym - In: International journal of forecasting 26 (2010) 2, pp. 348-373
Persistent link: https://www.econbiz.de/10003980384
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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
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Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo; Hasenzagl, Thomas; Reichlin, Lucrezia; … - In: International journal of forecasting 39 (2023) 1, pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
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Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model : an application to the German business cycle
Carstensen, Kai; Heinrich, Markus; Reif, Magnus; … - In: International journal of forecasting 36 (2020) 3, pp. 829-850
Persistent link: https://www.econbiz.de/10012496873