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Non-linear dynamics and predictable forecast errors : an application to the OECD forecasts for Germany

Antzulatos, Angelos A. - 2003

Persistent link: https://www.econbiz.de/10013430530

Non-linear dynamics and predictable forecast errors : an application to the OECD forecasts for Germany

Antzulatos, Angelos A. (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001756414

Macroeconomic forecasts under the prism of error-correction models

Antzoulatos, Angelos A. - In: Journal of economics & business 50 (1998) 6, pp. 535-550

Persistent link: https://www.econbiz.de/10001369050

Error correction mechanisms and short-run expectations

Antzulatos, Angelos A. - In: Southern economic journal 62 (1996) 4, pp. 845-855

Persistent link: https://www.econbiz.de/10001205063

Consumer credit and consumption forecasts

Antzulatos, Angelos A. - In: International journal of forecasting 12 (1996) 4, pp. 439-453

Persistent link: https://www.econbiz.de/10001214773

Macroeconomic forecasts under the prism of error-correction models

Antzoulatos, Angelos A. - 1997

Persistent link: https://www.econbiz.de/10001376368

Error Correction Mechanisms and Short-Run Expectations

Antzoulatos, Angelos A. - 2007

Reflecting the nature of economic decisions, the error correction mechanism (ECM) in the error-correction representation of a system of co-integrated variables may arise from forward-looking behavior. In such a case, the estimated ECM coefficients may misleadingly appear to be insignificant or...

Persistent link: https://www.econbiz.de/10014049769

Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data

Segnon, Mawuli; Lau, Chi Keung; Wilfling, Bernd; Gupta, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 1, pp. 73-98

Persistent link: https://www.econbiz.de/10013334628

Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks

Segnon, Mawuli; Gupta, Rangan; Wilfling, Bernd - In: International journal of forecasting 40 (2024) 1, pp. 29-43

Persistent link: https://www.econbiz.de/10014450235