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Adaptive forecasting of the EURIBOR swap term structure. (2009). Blaskowitz, Oliver ; Herwartz, Helmut.
In: Journal of Forecasting.
RePEc:jof:jforec:v:28:y:2009:i:7:p:575-594.

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  1. Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy. (2023). Scher, Vinicius T ; Cribari-Neto, Francisco ; Bayer, Fabio M.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:1:p:98-109.

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  2. On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting. (2021). Costantini, Mauro ; Casarin, Roberto ; Paradiso, Antonio.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002339.

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  3. Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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  4. How accurate are professional forecasts in Asia? Evidence from ten countries. (2016). Deschamps, Bruno ; Costantini, Mauro ; Chen, Qiwei.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:1:p:154-167.

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  5. Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Costantini, Mauro.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:4181.

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  6. Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Costantini, Mauro.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp176.

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  7. Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Costantini, Mauro.
    In: Economics Series.
    RePEc:ihs:ihsesp:305.

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  8. Testing the value of directional forecasts in the presence of serial correlation. (2014). Blaskowitz, Oliver ; Herwartz, Helmut.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:1:p:30-42.

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  9. On the usefulness of cross-validation for directional forecast evaluation. (2014). Costantini, Mauro ; Benitez, Jose M. ; Bergmeir, Christoph.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:76:y:2014:i:c:p:132-143.

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  10. Forecasting Binary Outcomes. (2013). Yang, Liu ; Lahiri, Kajal.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-1025.

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  11. Predicting bid-ask spreads using long memory autoregressive conditional poisson models. (2011). Hautsch, Nikolaus ; Gross-Klussmann, Axel.
    In: SFB 649 Discussion Papers.
    RePEc:zbw:sfb649:sfb649dp2011-044.

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  12. Forecasting the term structure of the Euro Market using Principal Component Analysis. (2011). Moura, Marcelo ; Dauwe, Alexander.
    In: Insper Working Papers.
    RePEc:ibm:ibmecp:wpe_233.

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  13. Predicting Bid-Ask Spreads Using Long Memory Autoregressive Conditional Poisson Models. (2011). Hautsch, Nikolaus ; Gro-Klumann, Axel .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2011-044.

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  14. On economic evaluation of directional forecasts. (2011). Blaskowitz, Oliver ; Herwartz, Helmut.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y:2011:i:4:p:1058-1065.

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