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The global component of inflation volatility
Carriero, Andrea; Corsello, Francesco; Marcellino, … - In: Journal of applied econometrics 37 (2022) 4, pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
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Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
Rossi, Barbara; Sekhposyan, Tatevik - In: Journal of applied econometrics 31 (2016) 3, pp. 507-532
Persistent link: https://www.econbiz.de/10011642621
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Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of applied econometrics 37 (2022) 5, pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
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Seasonal adjustment and measuring persistence in output
Jäger, Albert - In: Journal of applied econometrics 5 (1990) 1, pp. 47-58
Persistent link: https://www.econbiz.de/10001085010
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Detrending, stylized facts and the business cycle
Harvey, Andrew C. - In: Journal of applied econometrics 8 (1993) 3, pp. 231-247
Persistent link: https://www.econbiz.de/10001147495
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Structural breaks and GARCH models of exchange rate volatility : re-examination and extension
Hasanov, Akram Shavkatovich; Brooks, Robert; Abrorov, … - In: Journal of applied econometrics 39 (2024) 7, pp. 1403-1407
Persistent link: https://www.econbiz.de/10015156866
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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
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Forecasting with the standardized self-perturbed Kalman filter
Grassi, Stefano; Nonejad, Nima; Santucci de Magistris, Paolo - In: Journal of applied econometrics 32 (2017) 2, pp. 318-341
Persistent link: https://www.econbiz.de/10011689787
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Equity-premium prediction : attention is all you need
Lima, Luiz Renato; Lúcio Godeiro, Lucas - In: Journal of applied econometrics 38 (2023) 1, pp. 105-122
Persistent link: https://www.econbiz.de/10014287928
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Model uncertainty in cross-country growth regressions
Fernández, Carmen; Ley, Eduardo; Steel, Mark F. J. - In: Journal of applied econometrics 16 (2001) 5, pp. 563-576
Persistent link: https://www.econbiz.de/10001619237