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Using a wage-price-setting model to forecast US inflation
Nguyen Duc Do, (2025)
Forecasting asset returns using Nelson-Siegel factors estimated from the US yield curve
Guidolin, Massimo, (2025)
Prices and expectations : essays in international finance and monetary economics
Wang, Likun, (2015)
Nonlinear and non-Gaussian state-space modling with Monte Carlo simulations
Tanizaki, Hisashi, (1998)
Prediction, filtering and smoothing in non-linear and non-normal cases using Monte Carlo integration
Tanizaki, Hisashi, (1994)
Testing forecast accuracy
Mariano, Roberto S., (2002)