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2. Risk Spillover Effects in Energy Markets Under Climate Change: Evidence from the Chinese Market. (2025). Pang, Min ; Cao, Shufen ; Ma, Yongtan ; Dong, Qianyu ; Tao, Yongping.
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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.
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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..
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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.
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    RePEc:tky:fseres:2012cf846.

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13. Real-time forecasting in a data-rich environment. (2012). Liebermann, Joëlle.
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    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.
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    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..
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20. Evaluating density forecasts: model combination strategies versus the RBNZ. (2011). Thorsrud, Leif ; McDonald, Chris.
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    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 .
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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.
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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..
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26. Adaptive Forecasting of Exchange Rates with Panel Data. (2010). Morales-Arias, Leonardo ; Dross, Alexander .
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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.
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    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..
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31. Real-time forecast averaging with ALFRED. (2010). McCracken, Michael ; Banternghansa, Chanont.
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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..
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33. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco.
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34. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco.
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35. Differences in housing price forecastability across US states. (2009). Strauss, Jack ; Rapach, David E..
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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.
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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.
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39. Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data. (2008). Nikolsko-Rzhevskyy, Alex.
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40. Averaging forecasts from VARs with uncertain instabilities. (2008). McCracken, Michael ; Clark, Todd.
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41. Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance. (2007). Golosnoy, Vasyl ; Herwartz, Helmut.
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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.
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43. Forecasting real housing price growth in the Eighth District states. (2007). Strauss, Jack ; Rapach, David E..
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    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.
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    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.
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46. Averaging forecasts from VARs with uncertain instabilities. (2006). McCracken, Michael ; Clark, Todd.
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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..
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    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.
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49. Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
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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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