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Adaptive forecasting of the EURIBOR swap term structure
Blaskowitz, Oliver; Herwartz, Helmut - In: Journal of forecasting 28 (2009) 7, pp. 575-594
Persistent link: https://www.econbiz.de/10003902215
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The effects of shocks to interest rate expectations in the euro area : estimates at the country level
Mandler, Martin; Scharnagl, Michael - In: Journal of forecasting 42 (2023) 3, pp. 643-656
Persistent link: https://www.econbiz.de/10014292222
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Monthly employment indicators of the euro area and larger member states : real-time analysis of indirect estimates
Moauro, Filippo - In: Journal of forecasting 33 (2014) 5, pp. 339-349
Persistent link: https://www.econbiz.de/10010425640
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Predictive power of key financial variables during the unconventional monetary policy era
Kuosmanen, Petri; Vataja, Juuso - In: Journal of forecasting 44 (2025) 3, pp. 856-866
Persistent link: https://www.econbiz.de/10015374095
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Modeling and forecasting the yield curve by an extended Nelson-Siegel class of models : a quantile autoregression approach
De Rezende, Rafael B.; Ferreira, Mauro S. - In: Journal of forecasting 32 (2013) 2, pp. 111-123
Persistent link: https://www.econbiz.de/10009758689
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Affine term structure model with macroeconomic factors : do no-arbitrage restriction and macroeconomic factors imply better out-of-sample forecasts?
Ullah, Wali - In: Journal of forecasting 35 (2016) 4, pp. 329-346
Persistent link: https://www.econbiz.de/10011580766
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A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph; Stöcker, Almond; Rügamer, David - In: Journal of forecasting 41 (2022) 1, pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
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Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan; Wu, Jyh-lin - In: Journal of forecasting 43 (2024) 1, pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
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Are more data always better for factor analysis? : results for the euro area, the six largest euro area countries and the UK
Caggiano, Giovanni; Kapetanios, George; Labhard, Vincent - In: Journal of forecasting 30 (2011) 8, pp. 736-752
Persistent link: https://www.econbiz.de/10009423355
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Inflation forecasting for aggregates of the EU-7 and EU-14 with Bayesian VAR models
Bikker, Jacob A. - In: Journal of forecasting 17 (1998) 2, pp. 147-165
Persistent link: https://www.econbiz.de/10001244490