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Predicting tail risks by a Markov switching MGARCH model with varying copula regimes
Fülle, Markus J.; Herwartz, Helmut - In: Journal of forecasting 43 (2024) 6, pp. 2163-2186
Persistent link: https://www.econbiz.de/10015110378
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Bayesian Markov switching model for BRICS currencies' exchange rates
Kumar, Utkarsh; Ahmad, Wasim; Uddin, Mohammed Gazi Salah - In: Journal of forecasting 43 (2024) 6, pp. 2322-2340
Persistent link: https://www.econbiz.de/10015110450
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Hierarchical shrinkage in time-varying parameter models
Belmonte, Miguel A. G.; Koop, Gary; Korobilis, Dimitris - In: Journal of forecasting 33 (2014) 1, pp. 80-94
Persistent link: https://www.econbiz.de/10010424876
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Forecasting with a DSGE model of a small open economy within the Monetary Union
Marcellino, Massimiliano; Rychalovska, Yuliya - In: Journal of forecasting 33 (2014) 5, pp. 315-338
Persistent link: https://www.econbiz.de/10010425650
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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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Forecasting with specification‐switching VARs
Hwang, Youngjin - In: Journal of forecasting 36 (2017) 5, pp. 581-596
Persistent link: https://www.econbiz.de/10011860701
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A novel hybrid forecasting model with feature selection and deep learning for wind speed research
Chen, Xuejun; Wang, Ying; Zhang, Haitao; Wang, Jianzhou - In: Journal of forecasting 43 (2024) 5, pp. 1682-1705
Persistent link: https://www.econbiz.de/10015108429
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Uncertainty and forecastability of regional output growth in the UK : evidence from machine learning
Balcilar, Mehmet; Gabauer, David; Gupta, Rangan; … - In: Journal of forecasting 41 (2022) 6, pp. 1049-1064
Persistent link: https://www.econbiz.de/10013465678
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A novel robust structural quadratic forecasting model and applications
Jiang, He - In: Journal of forecasting 41 (2022) 6, pp. 1156-1180
Persistent link: https://www.econbiz.de/10013465690
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A generalized two-factor square-root framework for modeling occurrences of natural catastrophes
Orlando, Giuseppe; Bufalo, Michele - In: Journal of forecasting 41 (2022) 8, pp. 1608-1622
Persistent link: https://www.econbiz.de/10013465727