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Forecast evaluation of DSGE models : linear and nonlinear likelihood
Chin, Kuo-Hsuan - In: Journal of forecasting 41 (2022) 6, pp. 1099-1130
Persistent link: https://www.econbiz.de/10013465683
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A threshold stochastic volatility model
So, Mike Ka-pui; Li, Wai Keung; Lam, Kin - In: Journal of forecasting 21 (2002) 7, pp. 473-500
Persistent link: https://www.econbiz.de/10001775843
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Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra
Koopman, Siem Jan; Wong, Soon Yip - In: Journal of forecasting 30 (2011) 1, pp. 147-167
Persistent link: https://www.econbiz.de/10009233911
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A nonparametric method for asymmetrically extending signal extraction filters
McElroy, Tucker - In: Journal of forecasting 30 (2011) 7, pp. 597-621
Persistent link: https://www.econbiz.de/10009380004
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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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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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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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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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Multivariate forecasting with BVARs and DSGE models
Berg, Tim Oliver - In: Journal of forecasting 35 (2016) 8, pp. 718-740
Persistent link: https://www.econbiz.de/10011610468
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Estimation and forecasting of locally stationary processes
Palma, Wilfredo; Olea, Ricardo; Ferreira, Guillermo - In: Journal of forecasting 32 (2013) 1, pp. 86-96
Persistent link: https://www.econbiz.de/10009758710