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Forecasting with leading indicatiors : does the new index lead?
Dadkhah, Kamran Moayed - In: Empirical economics : a journal of the Institute for … 17 (1992) 4, pp. 485-505
Persistent link: https://www.econbiz.de/10001135503
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Uncertainty and overconfidence in time series forecasts : application to the Standard & Poor's 500 Stock Index
Gordon, Danielle A. - In: Applied financial economics 6 (1996) 3, pp. 189-198
Persistent link: https://www.econbiz.de/10001202674
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Outlier time-series models and analysts' forecasting of GNP and corporate earnings per share
Guerard, John Baynard (contributor) - In: Applied financial economics 5 (1995) 2, pp. 113-119
Persistent link: https://www.econbiz.de/10001181317
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Stock return predictability or mismeasured risk?
Clare, Andrew D. - In: Applied financial economics 7 (1997) 6, pp. 679-687
Persistent link: https://www.econbiz.de/10001240753
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Probability forecast of downturn in US economy using classical statistical decision theory
Mostaghimi, Mehdi - In: Empirical economics : a journal of the Institute for … 21 (1996) 2, pp. 255-279
Persistent link: https://www.econbiz.de/10001199244
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Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario; Giovannelli, Alessandro; Lippi, Marco; … - 2016
Persistent link: https://www.econbiz.de/10011482273
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Forecasting macroeconomic variables under model instability
Gargano, Antonio; Timmermann, Allan - 2016
Persistent link: https://www.econbiz.de/10011521711
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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - 2016
Persistent link: https://www.econbiz.de/10011524318
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Forecast rationality tests in the presence of instabilities, with applications to federal reserve and survey forecasts
Rossi, Barbara; Sekhposyan, Tatevik - 2016
Persistent link: https://www.econbiz.de/10011524322
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Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane; Kilian, Lutz; Lee, Thomas - 2015
Persistent link: https://www.econbiz.de/10011346927