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Leppin, Julian Sebastian - 2014 - This version: November 2014

account impacts from oil price return and oil price volatility on forecast changes. The panel smooth transition regression …

Persistent link: https://www.econbiz.de/10010438928

Valera, Harold Glenn A.; Holmes, Mark J.; Hassan, Gazi M. - In: Applied economics letters 24 (2017) 10/12, pp. 732-735

Persistent link: https://www.econbiz.de/10011714175

Lahiri, Kajal; Liu, Fushang - In: Econometric analysis of financial and economic time series, (pp. 321-363). 2006

the panel, individual densities are used to estimate aggregate forecast uncertainty. During periods of regime change and …

Persistent link: https://www.econbiz.de/10015385513

Born, Benjamin - 2011

Persistent link: https://www.econbiz.de/10009422848

Lahiri, Kajal; Peng, Huaming; Sheng, Xuguang - 2015

risks. With a slight reformulation of the loss function and a standard factor decomposition of a panel of forecasts, we show …

Persistent link: https://www.econbiz.de/10011305389

Lahiri, Kajal; Peng, Huaming; Sheng, Xuguang - 2020

standard factor decomposition of a panel of forecasts, we show that the uncertainty of a typical forecaster can be expressed as …

Persistent link: https://www.econbiz.de/10012405456

Huang, Ho-Chuan; Wang, Xiuhua; Xiong, Xin - In: Energy economics 114 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10013477453

Lahiri, Kajal; Peng, Huaming; Sheng, Xuguang - In: Essays in honor of M. Hashem Pesaran : prediction and …, (pp. 29-50). 2022

Persistent link: https://www.econbiz.de/10013201758

Huang, Tai-hsin - In: Applied economics letters 11 (2004) 5, pp. 297-301

Persistent link: https://www.econbiz.de/10002032970

Wang, Dieter; Andrée, Bo Pieter Johannes; Chamorro, Andres - In: World development : the multi-disciplinary … 159 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013549870