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Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 25 (2010) 1, pp. 5-29
Persistent link: https://www.econbiz.de/10008666818
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Tests of equal forecast accuracy for overlapping models
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 29 (2014) 3, pp. 415-430
Persistent link: https://www.econbiz.de/10010414888
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Tests of predictive ability for vector autoregressions used for conditional forecasting
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 32 (2017) 3, pp. 533-553
Persistent link: https://www.econbiz.de/10011694662
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On the real-time predictive content of financial condition indices for growth
Amburgey, Aaron J.; McCracken, Michael W. - In: Journal of applied econometrics 38 (2023) 2, pp. 137-163
Persistent link: https://www.econbiz.de/10014287960
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Is there a unit root in the inflation rate? : Evidence from sequential break and panel data models
Culver, Sarah E. - In: Journal of applied econometrics 12 (1997) 4, pp. 435-444
Persistent link: https://www.econbiz.de/10001223744
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Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 25 (2010) 1, pp. 5-30
Persistent link: https://www.econbiz.de/10008370021
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Small-sample confidence intervals for multivariate impulse response functions at long horizons
Pesavento, Elena; Rossi, Barbara - In: Journal of applied econometrics 21 (2006) 8, pp. 1135-1156
Persistent link: https://www.econbiz.de/10007395424
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Forecast comparisons in unstable environments
Giacomini, Raffaella; Rossi, Barbara - In: Journal of applied econometrics 25 (2010) 4, pp. 595-621
Persistent link: https://www.econbiz.de/10008412212
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Forecast comparisons in unstable environments
Giacomini, Raffaella; Rossi, Barbara - In: Journal of applied econometrics 25 (2010) 4, pp. 595-620
Persistent link: https://www.econbiz.de/10008667472
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Small-sample confidence intervals for multivariate impulse response functions at long horizons
Pesavento, Elena; Rossi, Barbara - In: Journal of applied econometrics 21 (2006) 8, pp. 1135-1155
Persistent link: https://www.econbiz.de/10003406258