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A robust test for threshold-type nonlinearity in multivariate time series analysis
Chan, Wai-Sum; Cheung, Siu-hung; Chow, Wai Kit; Zhang, … - In: Journal of forecasting 34 (2015) 6, pp. 441-454
Persistent link: https://www.econbiz.de/10011342703
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Estimation of short-run predictive factor for US growth using state employment data
Basistha, Arabinda - In: Journal of forecasting 42 (2023) 1, pp. 34-50
Persistent link: https://www.econbiz.de/10013465759
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Term structure forecasting of government bond yields with latent and macroeconomic factors : do macroeconomic factors imply better out-of-sample forecasts?
Ullah, Wali; Tsukuda, Yoshihiko; Matsuda, Yasumasa - In: Journal of forecasting 32 (2013) 8, pp. 702-723
Persistent link: https://www.econbiz.de/10010344463
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Dynamic model averaging and CPI inflation forecasts : a comparison between the euro area and the United States
Di Filippo, Gabriele - In: Journal of forecasting 34 (2015) 8, pp. 619-648
Persistent link: https://www.econbiz.de/10011397637
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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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Constructing a high-frequency World Economic Gauge using a mixed-frequency dynamic factor model
Chua, Chew Lian; Tsiaplias, Sarantis; Zhou, Ruining - In: Journal of forecasting 43 (2024) 6, pp. 2212-2227
Persistent link: https://www.econbiz.de/10015110401