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Journal of applied econometrics
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1
Forecast encompassing tests and probability forecasts
Clements, Michael P.
;
Harvey, David I.
- In:
Journal of applied econometrics
25
(
2010
)
6
,
pp. 1028-1062
Persistent link: https://www.econbiz.de/10008667429
Saved in:
2
Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
28
(
2013
)
3
,
pp. 458-477
Persistent link: https://www.econbiz.de/10009756496
Saved in:
3
Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
Saved in:
4
Individual forecaster perceptions of the persistence of shocks to GDP
Clements, Michael P.
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 640-656
Persistent link: https://www.econbiz.de/10013186706
Saved in:
5
Uncertain kingdom : nowcasting gross domestic product and its revisions
Anesti, Nikoleta
;
Galvão, Ana Beatriz C.
; …
- In:
Journal of applied econometrics
37
(
2022
)
1
,
pp. 42-62
Persistent link: https://www.econbiz.de/10013165171
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6
A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model
Edge, Rochelle M.
;
Kiley, Michael T.
;
Laforte, Jean-Philippe
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 720-754
Persistent link: https://www.econbiz.de/10008667459
Saved in:
7
Forecast evaluation of small nested model sets
Hubrich, Kirstin
;
West, Kenneth D.
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 574-594
Persistent link: https://www.econbiz.de/10008667474
Saved in:
8
Realising the future : forecasting with high-frequency-based volatility (heavy) models
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 197-231
Persistent link: https://www.econbiz.de/10008667609
Saved in:
9
Forecasting US output growth using leading indicators : an appraisal using MIDAS models
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
24
(
2009
)
7
,
pp. 1187-1206
Persistent link: https://www.econbiz.de/10003931482
Saved in:
10
Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
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