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1
Combining multivariate volatility forecasts using weighted losses
Clements, Adam
;
Doolan, M. B.
-
2018
Persistent link: https://www.econbiz.de/10012431199
Saved in:
2
A dynamic multiple equation approach for forecasting PM2.5 pollution in Santiago, Chile
Moisan, Stella
;
Herrera, Rodrigo
;
Clements, Adam
-
2017
Persistent link: https://www.econbiz.de/10011777332
Saved in:
3
Casual change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011777165
Saved in:
4
Modelling extreme risks in commodities and commodity currencies
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
-
2016
Persistent link: https://www.econbiz.de/10011777185
Saved in:
5
An unintended consequence of using "errors in variables shocks" in DSGE models?
Pagan, Adrian R.
-
2016
Persistent link: https://www.econbiz.de/10011777175
Saved in:
6
Volatility dependent dynamic equicorrelation
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
-
2016
Persistent link: https://www.econbiz.de/10011777151
Saved in:
7
Forecasting day-ahead electricity load using a multiple equation time series approach
Clements, Adam
;
Hurn, Stan
;
Li, Zhigang
-
2014
Persistent link: https://www.econbiz.de/10011343880
Saved in:
8
Econometric issues when modelling with a mixture of I(1) and I(0) variables
Fisher, Lance A.
;
Huh, Hyeon-seung
;
Pagan, Adrian R.
-
2013
Persistent link: https://www.econbiz.de/10010188894
Saved in:
9
Issues in estimating new Keynesian Phillips Curves in the presence of unknown structural change
Kulish, Mariano
;
Pagan, Adrian R.
-
2013
Persistent link: https://www.econbiz.de/10010188902
Saved in:
10
Modeling and forecasting realized volatility : getting the most out of the jump component
Clements, Adam
;
Liao, Yin
-
2013
Persistent link: https://www.econbiz.de/10009789511
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