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A latent variable approach to forecasting the unemployment rate

Chua, Chew Lian; Lim, Guay C.; Tsiaplias, Sarantis - In: Journal of forecasting 31 (2012) 3, pp. 229-244

Persistent link: https://www.econbiz.de/10009407054

A latent variable approach to forecasting the unemployment rate

Chua, Chew Lian - 2009

Persistent link: https://www.econbiz.de/10003866887

[Rezension von: Applied economic forecasting techniques, ed. by Stephen Hall]

Lim, Guay C. - In: The economic record : er 71 (1995) 213, pp. 204-205

Persistent link: https://www.econbiz.de/10001347316

Forecasting large changes in exchange rates

Lim, Guay C.; Martin, Vance - In: Economic forecasting, (pp. 255-276). 2000

Persistent link: https://www.econbiz.de/10001515132

Factor analysis of predictive curves, with applications to the term structure of interest rates

Bowden, Roger J.; Lim, Guay C.; Martin, Vance - 1994

Persistent link: https://www.econbiz.de/10000881564

Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations

Lim, Guay C. - In: Applied financial economics 8 (1998) 2, pp. 181-190

Persistent link: https://www.econbiz.de/10001244113

Predicting Short-Term Interest Rates : Does Bayesian Model Averaging Provide Forecast Improvement?

Chua, Chew Lian - 2011

This paper examines the forecasting qualities of Bayesian Model Averaging (BMA) over a set of single factor models of short-term interest rates. Using weekly and high frequency data for the one-month Eurodollar rate, BMA produces predictive likelihoods that are considerably better than the...

Persistent link: https://www.econbiz.de/10013128091

Can consumer sentiment and its components forecast Australian GDP and consumption?

Chua, Chew Lian; Tsiaplias, Sarantis - In: Journal of forecasting 28 (2009) 8, pp. 698-711

Persistent link: https://www.econbiz.de/10003918206

Predicting economic contractions and expansions with the aid of professional forecasts

Chua, Chew Lian; Tsiaplias, Sarantis - In: International journal of forecasting 27 (2011) 2, pp. 438-451

Persistent link: https://www.econbiz.de/10009247477

Predicting short-term interest rates using Bayesian model averaging : evidence from weekly and high frequency data

Chua, Chew Lian; Suardi, Sandy; Tsiaplias, Sarantis - In: International journal of forecasting 29 (2013) 3, pp. 442-455

Persistent link: https://www.econbiz.de/10009787036