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Large shocks vs. small shocks : (or does size matter? May be so.)
Gonzalo, Jesús; Martínez, Oscar - In: Journal of econometrics 135 (2006) 1/2, pp. 311-347
Persistent link: https://www.econbiz.de/10003376086
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The macroeconomy and the yield curve: a dynamic latent factor approach
Diebold, Francis X.; Rudebusch, Glenn D.; Aruoba, S. … - In: Journal of econometrics 131 (2006) 1/2, pp. 309-338
Persistent link: https://www.econbiz.de/10003298588
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Issues in econometric forecasting
Hoffman, Dennis L. (contributor) - In: Journal of econometrics 40 (1989) 1
Persistent link: https://www.econbiz.de/10001062701
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A panel data approach to economic forecasting : the bias-corrected average forecast
Issler, João Victor; Lima, Luiz Renato - In: Journal of econometrics 152 (2009) 2, pp. 153-164
Persistent link: https://www.econbiz.de/10003892734
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Forecasting by factors, by variables, by both or neither?
Castle, Jennifer; Clements, Michael P.; Hendry, David F. - In: Journal of econometrics 177 (2013) 2, pp. 305-319
Persistent link: https://www.econbiz.de/10010255142
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The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.; Diebold, Francis X.; … - In: Journal of econometrics 164 (2011) 1, pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
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Forecasting inflation using commodity price aggregates
Chen, Yu-chin; Turnovsky, Stephen J.; Zivot, Eric - In: Journal of econometrics 183 (2014) 1, pp. 117-134
Persistent link: https://www.econbiz.de/10010506079
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Unpredictability in economic analysis, econometric modeling and forecasting
Hendry, David F.; Mizon, Grayham E. - In: Journal of econometrics 182 (2014) 1, pp. 186-195
Persistent link: https://www.econbiz.de/10010497091
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Theory-coherent forecasting
Giacomini, Raffaella; Ragusa, Giuseppe - In: Journal of econometrics 182 (2014) 1, pp. 145-155
Persistent link: https://www.econbiz.de/10010497096
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Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - In: Journal of econometrics 131 (2006) 1/2, pp. 217-252
Persistent link: https://www.econbiz.de/10003298574