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Evaluating interval forecasts...
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1
Bootstrapping prediction intervals for autoregressive models
Clements, Michael P.
;
Taylor, Nicholas
- In:
International journal of forecasting
17
(
2001
)
2
,
pp. 247-267
Persistent link: https://www.econbiz.de/10001575596
Saved in:
2
Robust evaluation of fixed-event forecast rationality
Clements, Michael P.
;
Taylor, Nicholas
- In:
Journal of forecasting
20
(
2001
)
4
,
pp. 285-295
Persistent link: https://www.econbiz.de/10001611046
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3
Evaluating interval forecasts of high-frequency financial data
Clements, Michael P.
;
Taylor, Nicholas
- In:
Journal of applied econometrics
18
(
2003
)
4
,
pp. 445-456
Persistent link: https://www.econbiz.de/10001779859
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4
Realised variance forecasting under Box-Cox transformations
Taylor, Nicholas
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 770-785
Persistent link: https://www.econbiz.de/10011746906
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5
Risk control : who cares?
Taylor, Nicholas
- In:
European financial management : the journal of the …
23
(
2017
)
1
,
pp. 153-179
Persistent link: https://www.econbiz.de/10011713430
Saved in:
6
Rationality and the role of judgement in macroeconomic forecasting
Clements, Michael P.
- In:
The economic journal : the journal of the Royal …
105
(
1995
)
429
,
pp. 410-420
Persistent link: https://www.econbiz.de/10001179117
Saved in:
7
Evaluating the rationality of fixed-event forecasts
Clements, Michael P.
- In:
Journal of forecasting
16
(
1997
)
4
,
pp. 225-239
Persistent link: https://www.econbiz.de/10001227327
Saved in:
8
Comments on: "The state of macroeconomic forecasting"
Clements, Michael P.
- In:
Journal of macroeconomics
24
(
2002
)
4
,
pp. 469-482
Persistent link: https://www.econbiz.de/10001728991
Saved in:
9
Evaluating econometric forecasts of economic and financial variables
Clements, Michael P.
-
2005
-
1. publ.
Persistent link: https://www.econbiz.de/10002113092
Saved in:
10
Evaluating the bank of England density forecasts of inflation
Clements, Michael P.
- In:
The economic journal : the journal of the Royal …
114
(
2004
)
498
,
pp. 844-866
Persistent link: https://www.econbiz.de/10002348701
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