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Advances in Forecasting Under Instability. (2011). Rossi, Barbara.
In: Working Papers.
RePEc:duk:dukeec:11-20.

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  1. Answering the Queen: Machine learning and financial crises. (2021). Rey, Helene ; Howell, Michael ; Fouliard, Jeremy.
    In: BIS Working Papers.
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  2. Answering the Queen: Machine Learning and Financial Crises. (2020). Rey, Helene ; Howell, Michael J ; Fouliard, Jeremy.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15618.

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  3. Technology roadmapping: A methodological proposition to refine Delphi results. (2018). Costa, Renato Machado ; Bloem, Luiz A ; Fernando, Luis ; Guedes, Liliana Vasconcellos ; Vasconcellos, Eduardo.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:126:y:2018:i:c:p:194-206.

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  4. Optimal forecasts in the presence of structural breaks. (2013). Pesaran, Mohammad ; Pranovich, Mikhail ; Pick, Andreas.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:2:p:134-152.

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  5. Evaluating point and density forecasts of DSGE models. (2012). Wolters, Maik.
    In: MPRA Paper.
    RePEc:pra:mprapa:36147.

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  6. Optimal Forecasts in the Presence of Structural Breaks. (2011). Pranovich, Mikhail ; Pesaran, Hashem M ; Pick, Andreas.
    In: Working Papers.
    RePEc:dnb:dnbwpp:327.

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  138. Stock, J.H. andM.W.Watson (2001), ?A Comparison of Linear and Nonlinear Univari-ate Models for Forecasting Macroeconomic Time Series,?in R.F. Engle and H. White (eds.), Festschrift in Honour of Clive Granger, Cambridge University Press, 1-44.
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  139. Sullivan, R., A. Timmermann and H. White, H. (1999), ?Data-snooping, TechnicalTrading Rule Performance, and the Bootstrap,?Journal of Finance 54, 1647?1691.
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  140. Swanson, N.R. (1998), ?Money and Output Viewed Through a Rolling Window,? Journal of Monetary Economics 41, 455-473.

  141. Swanson, N.R. and H. White (1997), ?A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Arti?cial Neural Networks,?Review of Economics and Statistics 79, 540-550.

  142. Swanson, N.R. and H.White (1995), ?A Model Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artifical Neural Networks,? Journal of Business and Economic Statistics 13, 265-275.

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  144. Timmermann, A. (2009), ?Forecast Combinations,?in: G. Elliott, C. Granger and A. Timmermann, Handbook of Economic Forecasting Vol. 1, North Holland: Elsevier.
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  145. West, K.D. (1996), ?Asymptotic Inference about Predictive Ability,? Econometrica, 64, 1067-1084.

  146. West, K.D. (2009), ?Forecast Evaluation,?in: G. Elliott, C. Granger and A. Timmermann (eds.), Handbook of Economic Forecasting Vol. 1, North Holland: Elsevier.
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  147. West, K.D., and M.W. McCracken (1998), ?Regression-Based Tests of Predictive Ability,?International Economic Review 39(4), 817-840.

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  149. Wolf, C. (1987), ?Time-Varying Parameters and the Out-of-Sample Forecasting Per-formance of Structural Exchange Rate Models,?Journal of Business and Economic Statistics 5, 87-97.
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  150. Wright, J.H. (2008), ?Bayesian Model Averaging and Exchange Rate Forecasts,?Journal of Econometrics 146(2), 329-341.

  151. Wright, J.H. (2009), ?Forecasting US In?ation by Bayesian Model Averaging,?Journal of Forecasting 28(2), 131-144.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?. (2015). Mogliani, Matteo ; Bec, Frédérique.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:4:p:1021-1042.

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  2. Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market. (2014). Wohar, Mark ; Jordan, Steven J. ; Vivian, Andrew.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:41:y:2014:i:c:p:95-109.

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  3. Is there an optimal forecast combination?. (2014). hsiao, cheng ; Wan, Shui Ki .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:178:y:2014:i:p2:p:294-309.

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  4. Mining Big Data Using Parsimonious Factor and Shrinkage Methods. (2013). Swanson, Norman ; Kim, Hyun Hak.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201316.

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  5. El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011. (2013). Barrera-Chaupis, Carlos.
    In: Working Papers.
    RePEc:rbp:wpaper:2013-009.

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  6. Does housing drive state-level job growth? Building permits and consumer expectations forecast a state’s economic activity. (2013). Strauss, Jack.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:73:y:2013:i:1:p:77-93.

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  7. Adaptive forecasting of exchange rates with panel data. (2013). Moura, Guilherme ; Morales-Arias, Leonardo.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:3:p:493-509.

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  8. Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121.

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  9. Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?. (2013). Mogliani, Matteo ; Bec, Frédérique.
    In: Working Papers.
    RePEc:crs:wpaper:2013-21.

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  10. Forecasting with Many Models: Model Confidence Sets and Forecast Combination. (2013). Sekkel, Rodrigo ; Samuels, Jon D..
    In: Staff Working Papers.
    RePEc:bca:bocawp:13-11.

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  11. Volatility Forecast Combinations using Asymmetric Loss Functions. (2012). Kourouyiannis, Constantinos ; Andreou, Elena ; Kourtellos, Andros.
    In: University of Cyprus Working Papers in Economics.
    RePEc:ucy:cypeua:07-2012.

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  12. Forecasting Welfare Caseloads: The Case of the Japanese Public Assistance Program. (2012). Hayashi, Masayoshi.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2012cf846.

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  13. Real-time forecasting in a data-rich environment. (2012). Liebermann, Joëlle.
    In: MPRA Paper.
    RePEc:pra:mprapa:39452.

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  14. A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables. (2012). Marcellino, Massimiliano ; Foroni, Claudia.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2012/07.

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  15. Forecasting the Prices and Rents for Flats in Large German Cities. (2012). Kholodilin, Konstantin ; Mense, Andreas.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1207.

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  16. Are Forecast Combinations Efficient?. (2012). Pincheira, Pablo.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:661.

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  17. Real-time forecasting in a data-rich environment. (2012). Liebermann, Joëlle.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:07/rt/12.

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  18. Short-term forecasting of quarterly gross domestic product growth. (2012). Liebermann, Joëlle.
    In: Quarterly Bulletin Articles.
    RePEc:cbi:qtbart:y:2012:m:02:p:74-84.

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  19. Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors. (2011). Uwilingiye, Josine ; GUPTA, RANGAN ; Modise, Mampho P..
    In: Working Papers.
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  20. Evaluating density forecasts: model combination strategies versus the RBNZ. (2011). Thorsrud, Leif ; McDonald, Chris.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2011/03.

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  21. Combining Survey Forecasts and Time Series Models: The Case of the Euribor. (2011). Pohlmeier, Winfried ; Mokinski, Frieder ; Krueger, Fabian .
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:231:y:2011:i:1:p:63-81.

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  22. Combination of long term and short term forecasts, with application to tourism demand forecasting. (2011). Andrawis, Robert R. ; El-Shishiny, Hisham ; Atiya, Amir F..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y::i:3:p:870-886.

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  23. Forecast combinations of computational intelligence and linear models for the NN5 time series forecasting competition. (2011). Andrawis, Robert R. ; El-Shishiny, Hisham ; Atiya, Amir F..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y::i:3:p:672-688.

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  24. Advances in Forecasting Under Instability. (2011). Rossi, Barbara.
    In: Working Papers.
    RePEc:duk:dukeec:11-20.

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  25. Nowcasting GDP in Real-Time: A Density Combination Approach. (2011). Thorsrud, Leif ; Jore, Anne Sofie ; Aastveit, Knut Are ; Gerdrup, Karsten R..
    In: Working Papers.
    RePEc:bny:wpaper:0003.

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  26. Adaptive Forecasting of Exchange Rates with Panel Data. (2010). Morales-Arias, Leonardo ; Dross, Alexander .
    In: Research Paper Series.
    RePEc:uts:rpaper:285.

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  27. Should macroeconomic forecasters use daily financial data and how?. (2010). Kourtellos, Andros ; Andreou, Elena ; Ghysels, Eric.
    In: University of Cyprus Working Papers in Economics.
    RePEc:ucy:cypeua:09-2010.

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  28. Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2010). Kourtellos, Andros ; Andreou, Elena ; Ghysels, Eric.
    In: Working Paper series.
    RePEc:rim:rimwps:42_10.

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  29. Averaging forecasts from VARs with uncertain instabilities. (2010). McCracken, Michael ; Clark, Todd.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:25:y:2010:i:1:p:5-29.

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  30. Stock return predictability and dividend-price ratio: a nonlinear approach. (2010). Wohar, Mark ; McMillan, David G..
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:15:y:2010:i:4:p:351-365.

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  31. Real-time forecast averaging with ALFRED. (2010). McCracken, Michael ; Banternghansa, Chanont.
    In: Working Papers.
    RePEc:fip:fedlwp:2010-033.

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  32. Does forecast combination improve Norges Bank inflation forecasts?. (2010). Thorsrud, Leif ; Smith, Christie ; Jore, Anne Sofie ; Bjørnland, Hilde ; Gerdrup, Karsten R. ; Bjornland, Hilde C..
    In: Working Papers.
    RePEc:bny:wpaper:0002.

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  33. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco.
    In: Working Papers.
    RePEc:bdm:wpaper:2010-04.

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  34. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco.
    In: CREATES Research Papers.
    RePEc:aah:create:2010-21.

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  35. Differences in housing price forecastability across US states. (2009). Strauss, Jack ; Rapach, David E..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:25:y:2009:i:2:p:351-372.

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  36. Forecasts of US short-term interest rates: A flexible forecast combination approach. (2009). Timmermann, Allan ; Guidolin, Massimo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:150:y:2009:i:2:p:297-311.

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  37. Flexible shrinkage in portfolio selection. (2009). Golosnoy, Vasyl ; Okhrin, Yarema.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:2:p:317-328.

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  38. Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts.. (2009). Capistrán, Carlos ; Benavides, Guillermo.
    In: Working Papers.
    RePEc:bdm:wpaper:2009-01.

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  39. Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data. (2008). Nikolsko-Rzhevskyy, Alex.
    In: MPRA Paper.
    RePEc:pra:mprapa:11352.

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  40. Averaging forecasts from VARs with uncertain instabilities. (2008). McCracken, Michael ; Clark, Todd.
    In: Working Papers.
    RePEc:fip:fedlwp:2008-030.

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  41. Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance. (2007). Golosnoy, Vasyl ; Herwartz, Helmut.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:5903.

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  42. Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information. (2007). van Dijk, Dick ; Ravazzolo, Francesco ; De Pooter, Michiel.
    In: MPRA Paper.
    RePEc:pra:mprapa:2512.

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  43. Forecasting real housing price growth in the Eighth District states. (2007). Strauss, Jack ; Rapach, David E..
    In: Regional Economic Development.
    RePEc:fip:fedlrd:y:2007:i:nov:p:33-42:n:v.3no.2.

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  44. Online forecast combinations of distributions: Worst case bounds. (2007). Sancetta, Alessio.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:621-651.

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  45. Online Forecast Combination for Dependent Heterogeneous Data. (2007). Sancetta, Alessio.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0718.

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  46. Averaging forecasts from VARs with uncertain instabilities. (2006). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp06-12.

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  47. Forecasting employment growth in Missouri with many potentially relevant predictors: an analysis of forecast combining methods. (2005). Strauss, Jack ; Rapach, David E..
    In: Regional Economic Development.
    RePEc:fip:fedlrd:y:2005:i:nov:p:97-112:n:v.1no.1.

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  48. Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1196.

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  49. Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1237.

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  50. ‘Forecasting Time Series Subject to Multiple Structural Breaks’. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0433.

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