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Additive outliers, garch and forecasting volatility

Franses, Philip Hans; Ghijsels, Hendrik - 1997

Persistent link: https://www.econbiz.de/10000969033

An introduction to time-varying lag autoregression

Franses, Philip Hans - 2020

Persistent link: https://www.econbiz.de/10012216295

GARCH effects on a test of cointegration

Franses, Philip Hans; Kofman, Paul; Moser, James T. - 1993

Persistent link: https://www.econbiz.de/10000893748

Stochastic levels and duration dependence in US unemployment

Bruijn, Bert de; Franses, Philip Hans - 2015

Persistent link: https://www.econbiz.de/10011432575

Monitoring st[ru]ctural change in variance, with an application to European nominal exchange rate volatility

Carsoule, Frédéric; Franses, Philip Hans - 1999

Persistent link: https://www.econbiz.de/10001525987

Inflation, forecast intervals and long memory regression models

Bos, Charles S.; Franses, Philip Hans; Ooms, Marius - 2001

Persistent link: https://www.econbiz.de/10001569637

Are forecast updates progressive?

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010

Persistent link: https://www.econbiz.de/10008670046

Evaluating combined non-replicable forecasts

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010 - Rev.

Macroeconomic forecasts are often based on the interaction between econometric models and experts. A forecast that is based only on an econometric model is replicable and may be unbiased, whereas a forecast that is not based only on an econometric model, but also incorporates an expert’s...

Persistent link: https://www.econbiz.de/10008840805

Evaluating combined non-replicable forecasts

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010

Persistent link: https://www.econbiz.de/10008760499

Are forecast updates progressive?

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010

Persistent link: https://www.econbiz.de/10003987649