Narrow search
Showing 1 - 10 of 62
Cover Image
Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario; Giovannelli, Alessandro; Lippi, Marco; … - 2016
Persistent link: https://www.econbiz.de/10011482273
Cover Image
Forecasting macroeconomic variables under model instability
Gargano, Antonio; Timmermann, Allan - 2016
Persistent link: https://www.econbiz.de/10011521711
Cover Image
In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - 2016
Persistent link: https://www.econbiz.de/10011524318
Cover Image
Forecast rationality tests in the presence of instabilities, with applications to federal reserve and survey forecasts
Rossi, Barbara; Sekhposyan, Tatevik - 2016
Persistent link: https://www.econbiz.de/10011524322
Cover Image
Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane; Kilian, Lutz; Lee, Thomas - 2015
Persistent link: https://www.econbiz.de/10011346927
Cover Image
Predictable recoveries
Cai, Xiaoming; Den Haan, Wouter J.; Pinder, Jonathan P. - 2015
Persistent link: https://www.econbiz.de/10011391936
Cover Image
Short selling meets hedge fund 13F : an anatomy of informed demand
Jiao, Yawan; Massa, Massimo; Zhang, Hong - 2015
Persistent link: https://www.econbiz.de/10010509459
Cover Image
Understanding uncertainty shocks and the role of black swans
Orlik, Anna; Veldkamp, Laura - 2014
Persistent link: https://www.econbiz.de/10010416717
Cover Image
Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi; Lu, Jin; Rossi, Barbara - 2014
Persistent link: https://www.econbiz.de/10010416755
Cover Image
Can we automate earnings forecasts and beat analysts?
Ball, Ryan; Ghysels, Eric; Zhou, Huan - 2014
Persistent link: https://www.econbiz.de/10010440189