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Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei; Hanck, Christoph; Kruse-Becher, Robinson - In: Journal of applied econometrics 37 (2022) 5, pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
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Spotting the danger zone : forecasting financial crises with classification tree ensembles and many predictors
Ward, Felix - In: Journal of applied econometrics 32 (2017) 2, pp. 359-378
Persistent link: https://www.econbiz.de/10011690208
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Anchoring the yield curve using survey expectations
Altavilla, Carlo; Giacomini, Raffaella; Ragusa, Giuseppe - In: Journal of applied econometrics 32 (2017) 6, pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
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Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
Rossi, Barbara; Sekhposyan, Tatevik - In: Journal of applied econometrics 31 (2016) 3, pp. 507-532
Persistent link: https://www.econbiz.de/10011642621
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Tests of predictive ability for vector autoregressions used for conditional forecasting
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 32 (2017) 3, pp. 533-553
Persistent link: https://www.econbiz.de/10011694662
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Testing for predictability in panels with general predictors
Westerlund, Joakim; Karabiyik, Hande; Narayan, Paresh Kumar - In: Journal of applied econometrics 32 (2017) 3, pp. 554-574
Persistent link: https://www.econbiz.de/10011694742
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Forecast encompassing tests and probability forecasts
Clements, Michael P.; Harvey, David I. - In: Journal of applied econometrics 25 (2010) 6, pp. 1028-1062
Persistent link: https://www.econbiz.de/10008667429
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Tests of equal forecast accuracy for overlapping models
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 29 (2014) 3, pp. 415-430
Persistent link: https://www.econbiz.de/10010414888
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Individual forecaster perceptions of the persistence of shocks to GDP
Clements, Michael P. - In: Journal of applied econometrics 37 (2022) 3, pp. 640-656
Persistent link: https://www.econbiz.de/10013186706
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Robust forecast superiority testing with an application to assessing pools of expert forecasters
Corradi, Valentina; Jin, Sainan; Swanson, Norman R. - In: Journal of applied econometrics 38 (2023) 4, pp. 596-622
Persistent link: https://www.econbiz.de/10014288029