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~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~subject:"Forecasting model"
~subject:"United States"
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Forecasting model
United States
Modellierung
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
International journal of forecasting
34
Journal of econometrics
25
Econometric Institute research papers
24
Discussion paper / Tinbergen Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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IHS economics series : working paper
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CREATES research paper
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Journal of money, credit and banking : JMCB
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Reihe Ökonomie
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Risks : open access journal
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The review of financial studies
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European journal of operational research : EJOR
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The North American journal of economics and finance : a journal of financial economics studies
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Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
-
2010
Persistent link: https://www.econbiz.de/10008667690
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2
Yield curve predictability, regimes, and macroeconomic information : a data-driven approach
Audrino, Francesco
;
Filipova, Kameliya
-
2009
Persistent link: https://www.econbiz.de/10003885820
Saved in:
3
Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process
Audrino, Francesco
;
Medeiros, Marcelo C.
-
2008
Persistent link: https://www.econbiz.de/10003773443
Saved in:
4
Modeling tick-by-tick realized correlations
Audrino, Francesco
;
Corsi, Fulvio
-
2008
Persistent link: https://www.econbiz.de/10003723942
Saved in:
5
Forecasting copper prices with dynamic averaging and selection models
Buncic, Daniel
;
Moretto, Carlo
-
2014
Persistent link: https://www.econbiz.de/10010437480
Saved in:
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