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Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
Bekiros, Stelios D.; Paccagnini, Alessia - In: Journal of forecasting 35 (2016) 7, pp. 613-632
Persistent link: https://www.econbiz.de/10011610087
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Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era
Lewis, Kurt F.; Whiteman, Charles H. - In: Journal of forecasting 34 (2015) 1, pp. 15-35
Persistent link: https://www.econbiz.de/10011305372
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Efficient multistep forecast procedures for multivariate time series
Jouini, Tarek - In: Journal of forecasting 34 (2015) 7, pp. 604-618
Persistent link: https://www.econbiz.de/10011390494
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New runs-based approach to testing value at risk forecasts
Małecka, Marta - In: Journal of forecasting 43 (2024) 6, pp. 2021-2041
Persistent link: https://www.econbiz.de/10015110360
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Forecast performance of nonlinear error-correction models with multiple regimes
Psaradakis, Zacharias G.; Spagnolo, Fabio - In: Journal of forecasting 24 (2005) 2, pp. 119-138
Persistent link: https://www.econbiz.de/10002674332
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Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity
Pantelidis, Theologos; Pittis, Nikitas - In: Journal of forecasting 28 (2009) 7, pp. 612-630
Persistent link: https://www.econbiz.de/10003902230
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The Euro-Sting revisited : the usefulness of financial indicators to obtain euro area GDP forecasts
Camacho, Maximo; Garcia-Serrador, Agustin - In: Journal of forecasting 33 (2014) 3, pp. 186-197
Persistent link: https://www.econbiz.de/10010424837
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The importance of time‐varying volatility and country interactions in forecasting economic activity
Trypsteen, Steven - In: Journal of forecasting 36 (2017) 6, pp. 615-628
Persistent link: https://www.econbiz.de/10011861398
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Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
Gupta, Rangan; Olson, Eric; Wohar, Mark E. - In: Journal of forecasting 36 (2017) 6, pp. 640-650
Persistent link: https://www.econbiz.de/10011861401
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Forecasts with Bayesian vector autoregressions under real time conditions
Pfarrhofer, Michael - In: Journal of forecasting 43 (2024) 3, pp. 771-801
Persistent link: https://www.econbiz.de/10014532388