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Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric; Mikkelsen, Jakob Guldbæk; Spreng, Lars; … - In: Journal of applied econometrics 38 (2023) 6, pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
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Modeling and forecasting short-term interest rates : the benefits of smooth regimes, macroeconomic variables, and bagging
Audrino, Francesco; Medeiros, Marcelo C. - In: Journal of applied econometrics 26 (2011) 6, pp. 999-1022
Persistent link: https://www.econbiz.de/10009408836
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Modeling and forecasting large realized covariance matrices and portfolio choice
Callot, Laurent A. F.; Kock, Anders Bredahl; Medeiros, … - In: Journal of applied econometrics 32 (2017) 1, pp. 140-158
Persistent link: https://www.econbiz.de/10011688494