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Sophisticated and small versus simple and sizeable : when does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?
Feldkircher, Martin; Gruber, Luis; Huber, Florian; … - In: Journal of forecasting 43 (2024) 6, pp. 2126-2145
Persistent link: https://www.econbiz.de/10015110374
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Forecast combination and Bayesian model averaging : a prior sensitivity analysis
Feldkircher, Martin - In: Journal of forecasting 31 (2012) 4, pp. 361-376
Persistent link: https://www.econbiz.de/10009576368
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Beating the random walk in Central and Eastern Europe
Crespo Cuaresma, Jesús; Hlouskova, Jaroslava - In: Journal of forecasting 24 (2005) 3, pp. 189-201
Persistent link: https://www.econbiz.de/10002749117
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The role of age-structured education data for economic growth forecasts
Crespo Cuaresma, Jesús; Mishra, Tapas - In: Journal of forecasting 30 (2011) 2, pp. 249-267
Persistent link: https://www.econbiz.de/10009233904
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Last night a shrinkage saved my life : economic growth, model uncertainty and correlated regressors
Hofmarcher, Paul; Crespo Cuaresma, Jesús; Grün, Bettina; … - In: Journal of forecasting 34 (2015) 2, pp. 133-144
Persistent link: https://www.econbiz.de/10011305284
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Forecasting errors, directional accuracy and profitability of currency trading : the case of EUR/USD exchange rate
Costantini, Mauro; Crespo Cuaresma, Jesús; Hlouskova, … - In: Journal of forecasting 35 (2016) 7, pp. 652-668
Persistent link: https://www.econbiz.de/10011610301
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Regime-dependent commodity price dynamics : a predictive analysis
Crespo Cuaresma, Jesús; Fortin, Ines; Hlouskova, Jaroslava - In: Journal of forecasting 43 (2024) 7, pp. 2822-2847
Persistent link: https://www.econbiz.de/10015110567
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Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis
Feldkircher, Martin - In: Journal of forecasting 31 (2012) 4, pp. 361-377
Persistent link: https://www.econbiz.de/10009971923
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The role of age‐structured education data for economic growth forecasts
Cuaresma, Jesús Crespo; Mishra, Tapas - In: Journal of forecasting 30 (2011) 2, pp. 249-268
Persistent link: https://www.econbiz.de/10008843686
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Beating the random walk in Central and Eastern Europe
Cuaresma, Jesús Crespo; Hlouskova, Jaroslava - In: Journal of forecasting 24 (2005) 3, pp. 189-202
Persistent link: https://www.econbiz.de/10007783064