Similar Search Results

The typical spectral shape of an economic variable : a visual guide with 100 examples

Medel, Carlos A. - 2014

Persistent link: https://www.econbiz.de/10010253876

The typical spectral shape of an economic variable : a visual guide

Medel, Carlos A. - In: Applied economics letters 21 (2014) 13/15, pp. 1017-1024

Persistent link: https://www.econbiz.de/10010418259

Forecasting inflation with a simple and accurate benchmark : the case of the US and a set of inflation targeting countries

Pincheira, Pablo; Medel, Carlos A. - In: Finance a úvěr 65 (2015) 1, pp. 2-29

Persistent link: https://www.econbiz.de/10010474202

The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model

Medel, Carlos A.; Pincheira, Pablo - In: Applied economics letters 23 (2016) 1/3, pp. 126-131

Persistent link: https://www.econbiz.de/10011414456

The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model

Medel, Carlos A.; Pincheira, Pablo - 2015

Persistent link: https://www.econbiz.de/10011420443

Forecasting with a random walk

Pincheira, Pablo; Medel, Carlos A. - In: Finance a úvěr 66 (2016) 6, pp. 539-564

Persistent link: https://www.econbiz.de/10011582646

Forecasting inflation with the hybrid new Keynesian phillips Curve : a compact-scale global VAR approach

Medel, Carlos A. - In: International economic journal 32 (2018) 3, pp. 331-371

Persistent link: https://www.econbiz.de/10012041777

The Out-of-Sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model

Medel, Carlos A. - 2015

We analyse the multihorizon forecasting performance of several strategies to estimate the stationary AR(1) model in a near-unity context. We focus on the Andrews' (1993) exact median-unbiased estimator (BC), the OLS estimator, and the driftless random walk (RW). In addition, we explore the...

Persistent link: https://www.econbiz.de/10013027114