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Forecasts in a Slightly Misspecified Finite Order VAR
Müller, Ulrich K. - 2011
in closed-form solutions for the best forecast. When applied to data on 132 U.S. monthly macroeconomic time series, the …
Persistent link: https://www.econbiz.de/10013131235
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A comparison of multistep commodity price forecasts using direct and iterated smooth transition autoregressive methods
Ubilava, David - In: Agricultural economics : the journal of the … 53 (2022) 5, pp. 687-701
Persistent link: https://www.econbiz.de/10013464748
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Forecasts in a slightly misspecified finite order var
Müller, Ulrich K.; Stock, James H. - 2011
in closed-form solutions for the best forecast. When applied to data on 132 U.S. monthly macroeconomic time series, the …
Persistent link: https://www.econbiz.de/10008825323
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Do precious metal prices help in forecasting South African inflation?
Balcilar, Mehmet; Katzke, Nico; Gupta, Rangan - In: The North American journal of economics and finance : a … 40 (2017), pp. 63-72
Persistent link: https://www.econbiz.de/10011878788
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Conditional variance forecasts for long-term stock returns : a preprint
Mammen, Enno; Nielsen, Jens Perch; Scholz, Michael; … - 2019
Persistent link: https://www.econbiz.de/10012138047
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Econometric modeling and forecasting of interest rates in Montenegro
Pejović, Bojan; Karadži, Vesna - In: Economic analysis : EA 53 (2020) 1, pp. 72-83
Persistent link: https://www.econbiz.de/10012238470
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Econometric analysis of financial count data and portfolio choice : a dynamic approach
Rengifo, Erick W. - 2005
Persistent link: https://www.econbiz.de/10003987160
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Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu; Brugal, Ivan - In: The North American journal of economics and finance : a … 25 (2013), pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
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Spatial dependence in stock returns : local normalization and VaR forecasts
Schmitt, Thilo A.; Schäfer, Rudi; Wied, Dominik; Guhr, … - In: Empirical economics : a journal of the Institute for … 50 (2016) 3, pp. 1091-1109
Persistent link: https://www.econbiz.de/10011481381
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Do monetary policy shocks generate TAR or STAR dynamics in output?
Donayre, Luiggi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 2, pp. 227-247
Persistent link: https://www.econbiz.de/10011313585