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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Prognoseverfahren"
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Prognoseverfahren
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1
Do measures of investor sentiment predict returns?
Neal, Robert S.
;
Wheatley, Simon M.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
4
,
pp. 523-547
Persistent link: https://www.econbiz.de/10001256374
Saved in:
2
Stock returns as predictors of interest rates and inflation
Titman, Sheridan
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
1
,
pp. 47-58
Persistent link: https://www.econbiz.de/10001063201
Saved in:
3
Using 10-K text to gauge financial constraints
Bodnaruk, Andrij
;
Loughran, Tim
;
McDonald, Bill
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
4
,
pp. 623-646
Persistent link: https://www.econbiz.de/10011431008
Saved in:
4
Consensus forecasters : how good are they individually and why?
Franses, Philip Hans
;
Maassen, Nancy
-
2015
Persistent link: https://www.econbiz.de/10011432580
Saved in:
5
Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario
;
Giovannelli, Alessandro
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011482273
Saved in:
6
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
Saved in:
7
In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
-
2016
Persistent link: https://www.econbiz.de/10011524318
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Panel forecasting with asymmetric grouping
Nibbering, Didier
;
Paap, Richard
-
2019
Persistent link: https://www.econbiz.de/10012064885
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