1. Improving empirical models and forecasts with saturation-based machine learning. (2025). Martinez, Andrew ; Ericsson, Neil R.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06373-y.

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2. An evaluation of the inflation forecasting performance of the European Central Bank, the Federal Reserve, and the Bank of England. (2024). Tavlas, George ; Skotida, Ifigeneia ; Momtsia, Angeliki ; Hall, Stephen ; Argiri, Eleni ; Papadopoulou, Daphne Marina ; Wang, Yongli.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:43:y:2024:i:4:p:932-947.

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3. How local is the local inflation factor? Evidence from emerging European countries. (2024). Clements, Michael ; Cepni, Oguzhan.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183.

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4. An Inconvenient Truth about Forecast Combinations. (2023). Pincheira, Pablo ; Hardy, Nicolas ; Pincheira-Brown, Pablo ; Bentancor, Andrea.
   In: Mathematics.
   RePEc:gam:jmathe:v:11:y:2023:i:18:p:3806-:d:1233319.

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5. Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks. (2023). GUPTA, RANGAN ; Lesame, Keagile ; Bouras, Christos ; Christou, Christina.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000788.

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6. Forecast combinations: An over 50-year review. (2023). Li, Feng ; Hyndman, Rob ; Kang, Yanfei ; Wang, Xiaoqian.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547.

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7. Comparing forecasting performance in cross-sections. (2023). Zhu, Yinchu ; Qu, Ritong ; Timmermann, Allan.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002256.

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8. Revisions in the Norwegian National Accounts: accuracy, unbiasedness and efficiency in preliminary figures. (2022). Skjerpen, Terje ; Hungnes, Håvard ; Helliesen, Magnus Kvle.
   In: Empirical Economics.
   RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02065-9.

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9. Is climate change time reversible?. (2022). MORANA, CLAUDIO ; Hecq, Alain ; Geweke, John.
   In: Working Paper series.
   RePEc:rim:rimwps:22-08.

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10. The Use of GARCH Autoregressive Models in Estimating and Forecasting the Crude Oil Volatility. (2022). Simona, Nicolae ; Radu-Cristian, Muetescu ; George-Eduard, Grigore.
    In: European Journal of Interdisciplinary Studies.
    RePEc:jis:ejistu:y:2022:i:01:id:479.

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11. Forecasting: theory and practice. (2022). Thomakos, Dimitrios ; Shang, Han Lin ; Sermpinis, Georgios ; Rubaszek, Michał ; Reade, J ; Paccagnini, Alessia ; Martinez, Andrew ; Li, Feng ; Hendry, David ; Guidolin, Massimo ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Babai, Mohamed Zied ; Assimakopoulos, Vassilios ; Pedregal, Diego J ; Trapero, Juan Ramon ; Meeran, Sheik ; Koehler, Anne B ; Guseo, Renato ; Gunter, Ulrich ; Barrow, Devon K ; Pavia, Jose M ; de Baets, Shari ; Talagala, Priyanga Dilini ; Januschowski, Tim ; Frazier, David T ; Jeon, Jooyoung ; Hollyman, Ross ; Panagiotelis, Anastasios ; Petropoulos, Fotios ; Gilliland, Michael ; Thorarinsdottir, Thordis ; Boylan, John E ; Winkler, Robert L ; Yusupova, Alisa ; Ziel, Florian ; Pinson, Pierre ; Rapach, David E ; Ellison, Joanne ; Bessa, Ricardo J ; Dokumentov, Alexander ; Cyrino, Fernando Luiz ; Modis, Theodore ; Apiletti, Daniele ; Browell, Jethro ; Goodwin, Paul ; Kang, Yanfei ; Pedio, Manuela ; Kolassa, Stephan ; Carnevale, Claudio ; Ramos, Patricia ; Grushka-Cockayne, Yael ; Todini, Ezio ; Makridakis, Spyros ; Cordeiro, Clara ; Cirillo, Pasquale ; Wang, Xiaoqian ; Spiliotis, Evangelos ; Tashman, Len ; ben Taieb, Souhaib ; Bergmeir, Christoph ; Bijak, Jakub ; Kourentzes, Nikolaos ; Guo, Xiaojia ; Nikolopoulos, Konstantinos ; Leva, Sonia ; Rostami-Tabar, Bahman ; Panapakidis, Ioannis ; Harvey, Nigel ; Richmond, Victor ; Onkal, Dilek ; Litsiou, Konstantia ; Gonul, Sinan M ; Syntetos, Aris A.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:38:y:2022:i:3:p:705-871.

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12. Conditional rotation between forecasting models. (2022). Zhu, Yinchu ; Timmermann, Allan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:231:y:2022:i:2:p:329-347.

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13. Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth). (2021). Ozmucur, Suleyman ; Mariano, Roberto.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-021-00276-6.

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14. Nowcasting Quarterly GDP Growth in Suriname with Factor-MIDAS and Mixed-Frequency VAR Models. (2021). Ooft, Gavin ; Bhaghoe, Sailesh.
    In: Studies in Applied Economics.
    RePEc:ris:jhisae:0176.

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15. Go wild for a while!: A new asymptotically Normal test for forecast evaluation in nested models. (2021). Pincheira, Pablo ; Hardy, Nicolas ; Muoz, Felipe.
    In: MPRA Paper.
    RePEc:pra:mprapa:105368.

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16. How Local is the Local Inflation Factor? Evidence from Emerging European Countries. (2021). Clements, Michael ; Cepni, Oguzhan.
    In: Working Papers.
    RePEc:hhs:cbsnow:2021_008.

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17. “Go Wild for a While!”: A New Test for Forecast Evaluation in Nested Models. (2021). Pincheira, Pablo ; Hardy, Nicolas ; Muoz, Felipe.
    In: Mathematics.
    RePEc:gam:jmathe:v:9:y:2021:i:18:p:2254-:d:635124.

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18. Improving Hotel Room Demand Forecasts for Vienna across Hotel Classes and Forecast Horizons: Single Models and Combination Techniques Based on Encompassing Tests. (2021). Gunter, Ulrich.
    In: Forecasting.
    RePEc:gam:jforec:v:3:y:2021:i:4:p:54-919:d:689837.

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19. Dynamic Econometrics in Action: A Biography of David F. Hendry. (2021). Ericsson, Neil.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1311.

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20. Forecasting US Inflation in Real Time. (2021). Hubrich, Kirstin ; Fulton, Chad.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2021-14.

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21. Forecast encompassing tests for the expected shortfall. (2021). Dimitriadis, Timo ; Schnaitmann, Julie.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:37:y:2021:i:2:p:604-621.

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22. Conditional Rotation Between Forecasting Models. (2021). Zhu, Yinchu ; Timmermann, Allan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15917.

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23. Evaluating strange forecasts: The curious case of football match scorelines. (2021). Singleton, Carl ; Reade, J ; Brown, Alasdair.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:68:y:2021:i:2:p:261-285.

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24. Revisions in the Norwegian National Accounts. Accuracy, unbiasedness and efficiency in preliminary figures. (2020). Skjerpen, Terje ; Hungnes, Håvard ; Helliesen, Magnus Kvle.
    In: Discussion Papers.
    RePEc:ssb:dispap:924.

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25. Evaluation of economic forecasts for Austria. (2020). Weyerstrass, Klaus ; Koch, Sebastian P ; Fortin, Ines.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01814-1.

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26. Appropriate monetary policy and forecast disagreement at the FOMC. (2020). Schultefrankenfeld, Guido.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01755-9.

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27. Betting markets for English Premier League results and scorelines: evaluating a forecasting model. (2020). Singleton, Carl ; Reade, J ; Williams, Leighton Vaughan.
    In: Economics Discussion Papers.
    RePEc:rdg:emxxdp:em-dp2020-03.

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28. Evaluating Strange Forecasts: The Curious Case of Football Match Scorelines. (2020). Singleton, Carl ; Reade, J ; Brown, Alasdair.
    In: Economics Discussion Papers.
    RePEc:rdg:emxxdp:em-dp2019-18.

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29. On the Performance of US Fiscal Forecasts: Government vs. Private Information. (2020). Jalles, Joao ; An, Zidong.
    In: Working Papers REM.
    RePEc:ise:remwps:wp01302020.

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30. A New Index of Housing Sentiment. (2020). Bork, Lasse ; Pedersen, Thomas Q ; Moller, Stig V.
    In: Management Science.
    RePEc:inm:ormnsc:v:66:y:2020:i:4:p:1563-1583.

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31. Extracting Information from Different Expectations. (2020). Martinez, Andrew.
    In: Working Papers.
    RePEc:gwc:wpaper:2020-008.

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32. Are Combined Tourism Forecasts Better at Minimizing Forecasting Errors?. (2020). Gunter, Ulrich ; Onder, Irem ; Smeral, Egon.
    In: Forecasting.
    RePEc:gam:jforec:v:2:y:2020:i:3:p:12-229:d:377865.

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33. Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others?. (2020). Clements, Michael.
    In: Econometrics.
    RePEc:gam:jecnmx:v:8:y:2020:i:2:p:16-:d:354665.

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34. Forecasting Costa Rican inflation with machine learning methods. (2020). Rodriguez Vargas, Adolfo ; Rodriguez-Vargas, Adolfo.
    In: Latin American Journal of Central Banking (previously Monetaria).
    RePEc:eee:lajcba:v:1:y:2020:i:1:s2666143820300120.

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35. GDP forecasts: Informational asymmetry of the SPF and FOMC minutes. (2020). Bespalova, Olga.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:36:y:2020:i:4:p:1531-1540.

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36. Forecasting and forecast narratives: The Bank of England Inflation Reports. (2020). Reade, J ; Clements, Michael.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:36:y:2020:i:4:p:1488-1500.

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37. Information, prices and efficiency in an online betting market. (2020). Singleton, Carl ; Reade, J ; Elaad, Guy.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319306440.

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38. Forecast Encompassing Tests for the Expected Shortfall. (2020). Dimitriadis, Timo ; Schnaitmann, Julie.
    In: Papers.
    RePEc:arx:papers:1908.04569.

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39. An Assessment of the Nexus Between Government Expenditure and Inflation in Nigeria. (2019). Atanda, Oyerinde Adewale.
    In: Folia Oeconomica Stetinensia.
    RePEc:vrs:foeste:v:19:y:2019:i:2:p:102-116:n:7.

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40. Exploring the predictive ability of LIKES of posts on the Facebook pages of four major city DMOs in Austria. (2019). Gunter, Ulrich ; Gindl, Stefan ; Nder, Irem.
    In: Tourism Economics.
    RePEc:sae:toueco:v:25:y:2019:i:3:p:375-401.

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41. Information, prices and efficiency in an online betting market. (2019). Singleton, Carl ; Reade, J ; Elaad, Guy.
    In: Economics Discussion Papers.
    RePEc:rdg:emxxdp:em-dp2019-10.

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42. Estimating monetary policy rules in small open economies. (2019). Browne, Michael ; Lee-Browne, Michael S.
    In: Working Papers.
    RePEc:gwc:wpaper:2019-001.

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43. Assessing the accuracy of electricity production forecasts in developing countries. (2019). Steinbuks, Jevgenijs.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:3:p:1175-1185.

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44. Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters. (2019). Pedersen, Michael.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:3:p:1100-1107.

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45. Do Any Economists Have Superior Forecasting Skills?. (2019). Zhu, Yinchu ; Qu, Ritong ; Timmermann, Allan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14112.

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46. Comparing Forecasting Performance with Panel Data. (2019). Zhu, Yinchu ; Timmermann, Allan G.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13746.

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47. For how long do IMF forecasts of world economic growth stay up-to-date?. (2018). Heinisch, Katja ; Lindner, Axel.
    In: EconStor Open Access Articles and Book Chapters.
    RePEc:zbw:espost:180842.

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48. Encompassing tests for evaluating multi-step system forecasts invariant to linear transformations. (2018). Hungnes, Håvard.
    In: Discussion Papers.
    RePEc:ssb:dispap:871.

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49. Forecasting tax revenues in an emerging economy: The case of Albania. (2018). Sabaj, Ernil ; Kahveci, Mustafa.
    In: MPRA Paper.
    RePEc:pra:mprapa:84404.

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50. Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA.. (2018). Bespalova, Olga.
    In: MPRA Paper.
    RePEc:pra:mprapa:117706.

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51. Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? German evidence. (2017). Scheufele, Rolf ; Heinisch, Katja.
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:52017.

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52. The complementary role of cross-sectional and time-series information in forecasting stock returns. (2017). faff, robert.
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:42:y:2017:i:1:p:113-139.

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53. How quickly can we adapt to change? An assessment of hurricane damage mitigation efforts using forecast uncertainty. (2017). Martinez, Andrew B.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:831.

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54. Forecasting Macedonian Inflation: Evaluation of different models for short-term forecasting. (2017). Ramadani, Gani ; Jovanovikj, Biljana ; Naumovski, Nikola ; Petrovska, Magdalena ; Jovanovic, Biljana.
    In: Working Papers.
    RePEc:mae:wpaper:2017-06.

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55. How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil.
    In: Working Papers.
    RePEc:gwc:wpaper:2017-001.

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56. How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1189.

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57. Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter. (2017). Martinez, Andrew.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1717.

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58. Market states and the risk-return tradeoff. (2017). Wang, Zijun ; Khan, Moosa M.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:65:y:2017:i:c:p:314-327.

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59. How biased are U.S. government forecasts of the federal debt?. (2017). Ericsson, Neil.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:2:p:543-559.

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60. Economic forecasting in theory and practice: An interview with David F. Hendry. (2017). Ericsson, Neil.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:2:p:523-542.

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61. The growing importance of natural gas as a predictor for retail electricity prices in US. (2017). Alexopoulos, Thomas.
    In: Energy.
    RePEc:eee:energy:v:137:y:2017:i:c:p:219-233.

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62. A real-time analysis on the importance of hard and soft data for nowcasting German GDP. (2016). Heinisch, Katja.
    In: VfS Annual Conference 2016 (Augsburg): Demographic Change.
    RePEc:zbw:vfsc16:145864.

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63. Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?. (2016). Winker, Peter ; Fischer, Henning ; Blancofernandez, Angela .
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:35:y:2016:i:2:p:113-146.

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64. Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling. (2016). Larson, William ; Doerner, William ; Bogin, Alexander.
    In: FHFA Staff Working Papers.
    RePEc:hfa:wpaper:16-04.

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65. What Do We Lose When We Average Expectations?. (2016). Bürgi, Constantin ; Burgi, Constantin.
    In: Working Papers.
    RePEc:gwc:wpaper:2016-013.

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66. Economic Forecasting in Theory and Practice: An Interview with David F. Hendry. (2016). Ericsson, Neil.
    In: Working Papers.
    RePEc:gwc:wpaper:2016-012.

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67. Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling. (2016). Larson, William ; Doerner, William ; Bogin, Alexander.
    In: Working Papers.
    RePEc:gwc:wpaper:2016-010.

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68. Economic Forecasting in Theory and Practice : An Interview with David F. Hendry. (2016). Ericsson, Neil.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1184.

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69. Long-run restrictions and survey forecasts of output, consumption and investment. (2016). Clements, Michael.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:3:p:614-628.

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70. Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis. (2016). Ericsson, Neil.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:2:p:571-583.

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71. Comment. (2015). Hansen, Peter ; Timmermann, Allan.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:33:y:2015:i:1:p:17-21.

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72. On the accuracy of Blue Chip forecasts of interest rates and country risk premiums. (2015). kaya, ilker ; Arzaghi, Mohammad ; Baghestani, Hamid.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:2:p:113-122.

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73. Forecasting Inflation in Tunisia Using Dynamic Factors Model. (2015). Zitouna, Habib ; Ammouri, Bilel ; Toumi, Hassen.
    In: MPRA Paper.
    RePEc:pra:mprapa:65514.

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74. Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis. (2015). Ericsson, Neil.
    In: Working Papers.
    RePEc:gwc:wpaper:2015-003.

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75. Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis. (2015). Ericsson, Neil.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1152.

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76. 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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77. How good are US government forecasts of the federal debt?. (2015). Martinez, Andrew.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:2:p:312-324.

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78. Risk Modeling of Commodities using CAViaR Models, the Encompassing Method and the Combined Forecasts. (2015). Ratuszny, Ewa .
    In: Dynamic Econometric Models.
    RePEc:cpn:umkdem:v:15:y:2015:p:129-156.

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79. Evaluating FOMC forecast ranges: an interval data approach. (2014). Winker, Peter ; Tillmann, Peter ; Garcia-Barzana, Marta ; Fischer, Henning.
    In: Empirical Economics.
    RePEc:spr:empeco:v:47:y:2014:i:1:p:365-388.

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80. How Good Are U.S. Government Forecasts of the Federal Debt?. (2014). Martinez, Andrew.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:727.

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81. Money demand and the role of monetary indicators in forecasting euro area inflation. (2014). Dreger, Christian ; Wolters, Jurgen.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:2:p:303-312.

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82. EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS. (2014). Franses, Philip Hans ; Legerstee, Rianne.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:28:y:2014:i:2:p:195-208.

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83. Forecasting hedge fund volatility: a Markov regime-switching approach. (2013). Downarowicz, Anna ; Blazsek, Szabolcs.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:19:y:2013:i:4:p:243-275.

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84. The information content of the Reserve Bank of Australias inflation forecasts. (2013). TAWADROS, George B..
    In: Applied Economics.
    RePEc:taf:applec:45:y:2013:i:5:p:623-628.

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85. Evaluating Federal Reserve predictions of growth in consumer spending. (2013). Baghestani, Hamid.
    In: Applied Economics.
    RePEc:taf:applec:45:y:2013:i:13:p:1637-1646.

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86. Forecasting volatility in developing countries nominal exchange returns. (2013). Darby, Julia ; Antonakakis, Nikolaos.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:23:y:2013:i:21:p:1675-1691.

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87. Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It. (2013). vicarelli, claudio ; Ventura, Marco ; Jona-Lasinio, Cecilia ; Golinelli, Roberto ; Girardi, Alessandro ; Fioramanti, Marco ; de santis, roberta ; Bacchini, Fabio ; Rossi, Daniela ; Brandimarte, Cristina ; Pappalardo, Carmine ; Crivelli, Piero .
    In: Rivista di statistica ufficiale.
    RePEc:isa:journl:v:15:y:2013:i:1:p:17-45.

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88. Forecasting Brazilian inflation by its aggregate and disaggregated data: a test of predictive power by forecast horizon. (2013). Marçal, Emerson ; Carlos, Thiago C. ; Maral, Emerson Fernandes.
    In: Textos para discussão.
    RePEc:fgv:eesptd:346.

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89. Comparing forecast accuracy: A Monte Carlo investigation. (2013). Marcucci, Juri ; Busetti, Fabio.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:1:p:13-27.

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90. An intra-week efficiency analysis of bookie-quoted NFL betting lines in NYC. (2013). Miller, Thomas W. ; Rapach, David E..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:24:y:2013:i:c:p:10-23.

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91. Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-1107.

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92. On the predictability of realized volatility using feasible GLS. (2013). Menezes, Rui ; Bentes, Sonia R..
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:28:y:2013:i:c:p:58-66.

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93. 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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94. US inflation expectations and heterogeneous loss functions, 1968–2010. (2012). Clements, Michael.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:986.

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95. Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments. (2012). Franses, Philip Hans ; Legerstee, Rianne ; McAleer, Michael.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1214.

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96. Use of multi-level self-regulating agents to evaluate the impact of innovation policy for the agro-food sector in the Region of Puglia, Italy. (2012). Niglia, Francesco ; Gagliardi, Dimitri ; Battistella, Cinzia.
    In: Openloc Working Papers.
    RePEc:trn:utwpol:1205.

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97. Labor market dynamics over the business cycle: evidence from Markov switching models. (2012). Schwartz, Jeremy.
    In: Empirical Economics.
    RePEc:spr:empeco:v:43:y:2012:i:1:p:271-289.

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98. Forecasting Volatility in Developing Countries Nominal Exchange Returns. (2012). Darby, Julia ; Antonakakis, Nikolaos.
    In: MPRA Paper.
    RePEc:pra:mprapa:40875.

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99. Forecasting inflation in Asian economies. (2012). Liew, Freddy.
    In: MPRA Paper.
    RePEc:pra:mprapa:36781.

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100. Evaluating FOMC forecast ranges: an interval data approach. (2012). Winker, Peter ; Tillmann, Peter ; Garcia-Barzana, Marta ; Fischer, Henning.
     In: MAGKS Papers on Economics.
     RePEc:mar:magkse:201213.

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101. Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments. (2012). Franses, Philip Hans ; Legerstee, Rianne ; McAleer, Michael.
     In: KIER Working Papers.
     RePEc:kyo:wpaper:821.

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102. D-separation, forecasting, and economic science: a conjecture. (2012). Bessler, David ; Wang, Zijun.
     In: Theory and Decision.
     RePEc:kap:theord:v:73:y:2012:i:2:p:295-314.

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103. Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control. (2012). Mathur, Sudhanshu ; Morozov, Sergei .
     In: Computational Economics.
     RePEc:kap:compec:v:40:y:2012:i:2:p:151-182.

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104. Impact of information exchange on supplier forecasting performance. (2012). Fildes, R. ; Kourentzes, N. ; Trapero, Juan R..
     In: Omega.
     RePEc:eee:jomega:v:40:y:2012:i:6:p:738-747.

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105. Forecasting US state-level employment growth: An amalgamation approach. (2012). Strauss, Jack ; Rapach, David E..
     In: International Journal of Forecasting.
     RePEc:eee:intfor:v:28:y:2012:i:2:p:315-327.

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106. Monitoring Forecasting Combinations with Semiparametric Regression Models. (2012). Michis, Antonis.
     In: Working Papers.
     RePEc:cyb:wpaper:2012-2.

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107. Monitoring Forecasting Combinations with Semiparametric Regression Models. (2012). Michis, Antonis.
     In: Working Papers.
     RePEc:cyb:wpaper:2012-02.

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

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109. Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments. (2012). Franses, Philip Hans ; Legerstee, Rianne ; McAleer, Michael.
     In: Working Papers in Economics.
     RePEc:cbt:econwp:12/12.

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110. US inflation expectations and heterogeneous loss functions, 1968–2010. (2012). Clements, Michael.
     In: Economic Research Papers.
     RePEc:ags:uwarer:270653.

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111. Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments. (2011). Franses, Philip Hans ; Legerstee, Rianne ; McAleer, Michael.
     In: Documentos de Trabajo del ICAE.
     RePEc:ucm:doicae:1111.

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112. Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model. (2011). Winker, Peter ; Lyra, Marianna ; Sharpe, Chris .
     In: Computational Management Science.
     RePEc:spr:comgts:v:8:y:2011:i:1:p:103-123.

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113. Preferences of the Central Reserve Bank of Peru and optimal monetary policy rules in the inflation targeting regime.. (2011). da Silva Bejarano Aragón, Edilean ; Cabrera, Nilda ; Portugal, Marcelo Savino.
     In: Working Papers.
     RePEc:rbp:wpaper:2011-010.

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114. Massively parallel computation using graphics processors with application to optimal experimentation in dynamic control. (2011). Mathur, Sudhanshu ; Morozov, Sergei .
     In: MPRA Paper.
     RePEc:pra:mprapa:30298.

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115. Comparing Government Forecasts of the United States’ Gross Federal Debt. (2011). Martinez, Andrew.
     In: Working Papers.
     RePEc:gwc:wpaper:2011-002.

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116. Out-of-sample forecast tests robust to the choice of window size. (2011). Rossi, Barbara ; Inoue, Atsushi.
     In: Working Papers.
     RePEc:fip:fedpwp:11-31.

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117. Comparison of forecasting methods with an application to predicting excess equity premium. (2011). hsiao, cheng ; Wan, Shui Ki .
     In: Mathematics and Computers in Simulation (MATCOM).
     RePEc:eee:matcom:v:81:y:2011:i:7:p:1235-1246.

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118. Combining probability forecasts. (2011). Harvey, David ; Clements, Michael.
     In: International Journal of Forecasting.
     RePEc:eee:intfor:v:27:y::i:2:p:208-223.

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119. Combining probability forecasts. (2011). Harvey, David ; Clements, Michael.
     In: International Journal of Forecasting.
     RePEc:eee:intfor:v:27:y:2011:i:2:p:208-223.

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120. Optimal prediction pools. (2011). Geweke, John ; amisano, gianni.
     In: Journal of Econometrics.
     RePEc:eee:econom:v:164:y:2011:i:1:p:130-141.

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121. Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2011). Rossi, Barbara ; Inoue, Atsushi.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:8542.

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122. FORECASTING PERFORMANCE OF AN ESTIMATED DSGE MODEL FOR THE SOUTH AFRICAN ECONOMY. (2011). Woglom, Geoffrey ; Kotze, Kevin ; Alpanda, Sami.
     In: South African Journal of Economics.
     RePEc:bla:sajeco:v:79:y:2011:i:1:p:50-67.

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123. Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments. (2010). Franses, Philip Hans ; Legerstee, Rianne.
     In: CIRJE F-Series.
     RePEc:tky:fseres:2010cf729.

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124. Bagging or Combining (or Both)? An Analysis Based on Forecasting U.S. Employment Growth. (2010). Strauss, Jack ; Rapach, David.
     In: Econometric Reviews.
     RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:511-533.

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125. A Wavelet Approach for Factor-Augmented Forecasting. (2010). Rua, António.
     In: Working Papers.
     RePEc:ptu:wpaper:w201007.

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126. Directed graphs, information structure and forecast combinations: an empirical examination of US unemployment rates. (2010). Wang, Zijun.
     In: Journal of Forecasting.
     RePEc:jof:jforec:v:29:y:2010:i:4:p:353-366.

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127. Forecast encompassing tests and probability forecasts. (2010). Harvey, David ; Clements, Michael.
     In: Journal of Applied Econometrics.
     RePEc:jae:japmet:v:25:y:2010:i:6:p:1028-1062.

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128. 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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129. Predicting nominal exchange rate movements using skewness information from options prices. (2010). Ratcliff, Ryan .
     In: International Journal of Finance & Economics.
     RePEc:ijf:ijfiec:v:15:y:2010:i:1:p:75-92.

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130. CENTRAL BANK PREFERENCES AND MONETARY RULES UNDER THE INFLATION TARGETING REGIME IN BRAZIL. (2010). Portugal, Marcelo Savino ; da Silva, Edilean Kleber.
     In: Working Papers.
     RePEc:fea:wpaper:07-2010.

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131. Evaluating Macroeconomic Forecast: A Review of Some Recent Developments. (2010). Franses, Philip Hans ; Legerstee, R. ; McAleer, M. J. ; Franses, Ph. H. B. F., .
     In: Econometric Institute Research Papers.
     RePEc:ems:eureir:18604.

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132. A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts.. (2010). Pincheira, Pablo.
     In: Working Papers Central Bank of Chile.
     RePEc:chb:bcchwp:556.

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133. Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments. (2010). Franses, Philip Hans ; Legerstee, Rianne.
     In: Working Papers in Economics.
     RePEc:cbt:econwp:10/09.

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

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

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136. To Combine Forecasts or to Combine Information?. (2009). Lee, Tae Hwy ; Huang, Huiyu.
     In: Working Papers.
     RePEc:ucr:wpaper:200806.

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137. Central Bank preferences and monetary rules under the inflation targeting regime in Brasil. (2009). da Silva Bejarano Aragón, Edilean ; Portugal, Marcelo Savino.
     In: Brazilian Review of Econometrics.
     RePEc:sbe:breart:v:29:y:2009:i:1:a:2697.

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138. Application of the P?Star Model for Measuring Inflationary Pressure in Bangladesh. (2009). Mujeri, Mustafa Kamal ; Shahiduzzaman, MD ; Ezazul, MD.
     In: Bangladesh Development Studies.
     RePEc:ris:badest:0475.

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139. Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control. (2009). Morozov, Sergei ; Mathur, Sudhanshu .
     In: MPRA Paper.
     RePEc:pra:mprapa:16721.

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140. Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule. (2009). Siklos, Pierre ; Bohl, Martin.
     In: Open Economies Review.
     RePEc:kap:openec:v:20:y:2009:i:1:p:39-59.

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141. Three Bayesian econometric studies on forecast evaluation. (2009). Wu, Jingtao.
     In: ISU General Staff Papers.
     RePEc:isu:genstf:200901010800002984.

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142. Volatility persistence, long memory and time-varying unconditional mean: Evidence from 10 equity indices. (2009). Ruiz, Isabel ; McMillan, David G..
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:49:y:2009:i:2:p:578-595.

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143. Optimal combinations of realised volatility estimators. (2009). Sheppard, Kevin ; Patton, Andrew.
     In: International Journal of Forecasting.
     RePEc:eee:intfor:v:25:y:2009:i:2:p:218-238.

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144. The confusing time-series behaviour of real exchange rates: Are asymmetries important?. (2009). McMillan, David G..
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:19:y:2009:i:4:p:692-711.

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145. Are RiskMetrics forecasts good enough? Evidence from 31 stock markets. (2009). Kambouroudis, Dimos ; McMillan, David G..
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:18:y:2009:i:3:p:117-124.

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146. Forecasting energy consumption in Taiwan using hybrid nonlinear models. (2009). Pao, H. T..
     In: Energy.
     RePEc:eee:energy:v:34:y:2009:i:10:p:1438-1446.

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147. Optimal Prediction Pools. (2009). Geweke, John ; amisano, gianni.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:20091017.

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148. Comparing forecast accuracy: A Monte Carlo investigation. (2009). veronese, giovanni ; Marcucci, Juri ; Busetti, Fabio.
     In: Temi di discussione (Economic working papers).
     RePEc:bdi:wptemi:td_723_09.

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149. Optimal Prediction Pools. (2008). amisano, gianni ; Geweke, John.
     In: Working Paper series.
     RePEc:rim:rimwps:22_08.

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150. A linear benchmark for forecasting GDP growth and inflation?. (2008). Marcellino, Massimiliano.
     In: Journal of Forecasting.
     RePEc:jof:jforec:v:27:y:2008:i:4:p:305-340.

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151. The fragility of sensitivity analysis: an encompassing perspective. (2008). Ericsson, Neil.
     In: International Finance Discussion Papers.
     RePEc:fip:fedgif:959.

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152. Vicious and virtuous circles -- The political economy of unemployment in interwar UK and USA. (2008). Naraidoo, Ruthira ; Minford, A. Patrick ; Matthews, Kent.
     In: European Journal of Political Economy.
     RePEc:eee:poleco:v:24:y:2008:i:3:p:605-614.

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153. Can idiosyncratic volatility help forecast stock market volatility?. (2008). Taylor, Nick.
     In: International Journal of Forecasting.
     RePEc:eee:intfor:v:24:y:2008:i:3:p:462-479.

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154. Out of sample forecasts of quadratic variation. (2008). Ait-Sahalia, Yacine ; Mancini, Loriano.
     In: Journal of Econometrics.
     RePEc:eee:econom:v:147:y:2008:i:1:p:17-33.

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155. Phillips curve forecasting in a small open economy. (2008). Matheson, Troy.
     In: Economics Letters.
     RePEc:eee:ecolet:v:98:y:2008:i:2:p:161-166.

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156. Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA. (2008). Naraidoo, Ruthira ; Minford, A. Patrick ; Matthews, Kent.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:6839.

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157. Forecasting Inflation Forecast Errors. (2008). Pincheira, Pablo ; Bentancor, Andrea ; Betancor, Andrea .
     In: Working Papers Central Bank of Chile.
     RePEc:chb:bcchwp:477.

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158. Comment on Economic Forecasting in a Changing World (by Michael Clements and David Hendry). (2008). Ericsson, Neil.
     In: Capitalism and Society.
     RePEc:bpj:capsoc:v:3:y:2008:i:2:n:2.

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159. The Fragility of Sensitivity Analysis: An Encompassing Perspective*. (2008). Ericsson, Neil.
     In: Oxford Bulletin of Economics and Statistics.
     RePEc:bla:obuest:v:70:y:2008:i:s1:p:895-914.

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160. Economic Forecasting. (2008). Timmermann, Allan ; Elliott, Graham.
     In: Journal of Economic Literature.
     RePEc:aea:jeclit:v:46:y:2008:i:1:p:3-56.

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161. A new core inflation indicator for New Zealand. (2007). Matheson, Troy ; Giannone, Domenico.
     In: ULB Institutional Repository.
     RePEc:ulb:ulbeco:2013/6407.

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162. Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule. (2007). Siklos, Pierre ; Bohl, Martin T.
     In: Working Paper series.
     RePEc:rim:rimwps:32_07.

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163. Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule. (2007). Bohl, Martin T..
     In: Working Paper series.
     RePEc:rim:rimwps:32-07.

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164. The extended switching regression model: allowing for multiple latent state variables. (2007). Wettstein, David ; Ben-Zion, Uri ; Preminger, Arie.
     In: Journal of Forecasting.
     RePEc:jof:jforec:v:26:y:2007:i:7:p:457-473.

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165. Did the FED Inflate a Housing Price Bubble? A Cointegration Analysis between the 1980s and the 1990s. (2007). De Lucia, Clemente.
     In: ISAE Working Papers.
     RePEc:isa:wpaper:82.

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166. A New Core Inflation Indicator for New Zealand. (2007). Matheson, Troy ; Giannone, Domenico.
     In: International Journal of Central Banking.
     RePEc:ijc:ijcjou:y:2007:q:4:a:5.

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167. ENHANCING FORECAST ACCURACY BY USING LONG ESTIMATION PERIODS. (2007). Cheng, Wan-Hsiu ; Lee, Ming-Chih ; Chiu, Chien-Liang.
     In: The International Journal of Business and Finance Research.
     RePEc:ibf:ijbfre:v:1:y:2007:i:2:p:1-9.

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168. The Riksbank’s Forecasting Performance. (2007). Andersson, Michael K. ; Svensson, Josef ; Karlsson, Gustav.
     In: Working Paper Series.
     RePEc:hhs:rbnkwp:0218.

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169. Forecast accuracy of the Japanese government: Its year-ahead GDP forecast is too optimistic. (2007). Ashiya, Masahiro.
     In: Japan and the World Economy.
     RePEc:eee:japwor:v:19:y:2007:i:1:p:68-85.

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170. Asymptotics for out of sample tests of Granger causality. (2007). McCracken, Michael.
     In: Journal of Econometrics.
     RePEc:eee:econom:v:140:y:2007:i:2:p:719-752.

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171. Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching. (2007). Lux, Thomas ; Kaizoji, Taisei.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:31:y:2007:i:6:p:1808-1843.

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172. Economic Forecasting. (2007). Timmermann, Allan ; Elliott, Graham.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:6158.

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173. Optimality Tests for Multi-Horizon Forecasts. (2007). Capistrán, Carlos.
     In: Working Papers.
     RePEc:bdm:wpaper:2007-14.

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174. Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching. (2006). Lux, Thomas ; Kaizoji, Taisei.
     In: Economics Working Papers.
     RePEc:zbw:cauewp:5160.

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175. Forecast Encompassing Tests and Probability Forecasts. (2006). Harvey, David ; Clements, Michael.
     In: The Warwick Economics Research Paper Series (TWERPS).
     RePEc:wrk:warwec:774.

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176. Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation.. (2006). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz.
     In: The Warwick Economics Research Paper Series (TWERPS).
     RePEc:wrk:warwec:773.

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177. Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule. (2006). Siklos, Pierre.
     In: Working Papers.
     RePEc:wlu:wpaper:eg0053.

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178. Extended switching regression models with time-varying probabilities for combining forecasts. (2006). Wettstein, David ; Ben-Zion, Uri ; Preminger, Arie.
     In: The European Journal of Finance.
     RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:455-472.

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179. On Building Economic Development Patterns for Russia and Belorussia on the Basis of LAM-3 Econometric Model. (2006). Раскина, Юлия ; Malugin, Vladimir ; Charemza, Wojciech ; Kharin, Yuriy ; Makarova, Svetlana ; Raskina, Julia ; Huryn, Aliaksandr .
     In: Applied Econometrics.
     RePEc:ris:apltrx:0017.

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180. Pairwise tests of equal forecast accuracy (in Russian). (2006). McCracken, Michael.
     In: Quantile.
     RePEc:qnt:quantl:y:2006:i:1:p:53-62.

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181. A new core inflation indicator for New Zealand.. (2006). Matheson, Troy ; Giannone, Domenico.
     In: Reserve Bank of New Zealand Discussion Paper Series.
     RePEc:nzb:nzbdps:2006/10.

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182. Phillips curve forecasting in a small open economy. (2006). Matheson, Troy.
     In: Reserve Bank of New Zealand Discussion Paper Series.
     RePEc:nzb:nzbdps:2006/01.

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183. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models. (2006). West, Kenneth ; Clark, Todd.
     In: NBER Technical Working Papers.
     RePEc:nbr:nberte:0326.

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184. Forecast Evaluation. (2006). West, Kenneth D..
     In: Handbook of Economic Forecasting.
     RePEc:eee:ecofch:1-03.

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185. A Simple Benchmark for Forecasts of Growth and Inflation. (2006). Marcellino, Massimiliano.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:6012.

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186. Forecasting Canadian Time Series With the New-Keynesian Model. (2006). Moran, Kevin ; Gammoudi, Mohamed.
     In: Working Papers Central Bank of Chile.
     RePEc:chb:bcchwp:382.

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187. Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA. (2006). Naraidoo, Ruthira ; Minford, A. Patrick ; Matthews, Kent.
     In: Cardiff Economics Working Papers.
     RePEc:cdf:wpaper:2006/25.

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188. Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?. (2006). Capistrán, Carlos.
     In: Working Papers.
     RePEc:bdm:wpaper:2006-14.

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189. Forecasting Canadian Time Series with the New Keynesian Model. (2006). Moran, Kevin ; Gammoudi, Mohamed.
     In: Staff Working Papers.
     RePEc:bca:bocawp:06-4.

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190. Forecast Encompassing Tests and Probability Forecasts. (2006). Harvey, David ; Clements, Michael.
     In: Economic Research Papers.
     RePEc:ags:uwarer:269744.

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191. Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation.. (2006). Galvão, Ana ; Clements, Michael ; Galvao, Ana Beatriz.
     In: Economic Research Papers.
     RePEc:ags:uwarer:269743.

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192. The Role of Asset Prices in Euro Area Monetary Policy: Specification and Estimation of Policy Rules and Implications for the European Central Bank. (2005). Siklos, Pierre ; Bohl, Martin T..
     In: Working Paper Series.
     RePEc:zbw:euvgra:20056.

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193. Forecasting Aggregates by Disaggregates. (2005). Hubrich, Kirstin ; Hendry, David.
     In: Computing in Economics and Finance 2005.
     RePEc:sce:scecf5:270.

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194. Forecasting with the New-Keynesian Model: An Experiment with Canadian Data. (2005). Moran, Kevin.
     In: Computing in Economics and Finance 2005.
     RePEc:sce:scecf5:235.

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195. Forecasting Canadian Time Series with the New-Keynesian Model. (2005). Moran, Kevin ; Gammoudi, Mohamed.
     In: Cahiers de recherche.
     RePEc:lvl:lacicr:0527.

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196. Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing. (2005). Sollis, Robert.
     In: Journal of Forecasting.
     RePEc:jof:jforec:v:24:y:2005:i:3:p:221-231.

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197. Generating Volatility Forecasts from Value at Risk Estimates. (2005). Taylor, James W..
     In: Management Science.
     RePEc:inm:ormnsc:v:51:y:2005:i:5:p:712-725.

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198. Approximately normal tests for equal predictive accuracy in nested models. (2005). West, Kenneth ; Clark, Todd.
     In: Research Working Paper.
     RePEc:fip:fedkrw:rwp05-05.

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199. STAR and ANN models: forecasting performance on the Spanish Ibex-35 stock index. (2005). Pérez-Rodríguez, Jorge ; Andrada-Felix, Julian ; Torra, Salvador.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:12:y:2005:i:3:p:490-509.

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200. The power of tests of predictive ability in the presence of structural breaks. (2005). McCracken, Michael ; Clark, Todd.
     In: Journal of Econometrics.
     RePEc:eee:econom:v:124:y:2005:i:1:p:1-31.

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201. Forecast Combinations. (2005). Timmermann, Allan.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:5361.

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202. Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models. (2004). Lux, Thomas ; Kaizoji, Taisei.
     In: Economics Working Papers.
     RePEc:zbw:cauewp:1936.

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203. Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey. (2004). Knetsch, Thomas.
     In: Discussion Paper Series 1: Economic Studies.
     RePEc:zbw:bubdp1:2019.

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204. Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach. (2004). Chow, Hwee Kwan ; CHOY, KEEN MENG.
     In: Working Papers.
     RePEc:siu:wpaper:16-2004.

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205. Parallel Computation in Econometrics: A Simplified Approach. (2004). Shephard, Neil ; Hendry, David ; Doornik, Jurgen.
     In: Economics Papers.
     RePEc:nuf:econwp:0416.

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206. Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off. (2004). Kamstra, Mark ; Donaldson, Glen.
     In: FRB Atlanta Working Paper.
     RePEc:fip:fedawp:2004-6.

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207. Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination. (2004). Bessler, David ; Wang, Zijun.
     In: International Journal of Forecasting.
     RePEc:eee:intfor:v:20:y:2004:i:4:p:683-695.

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208. Parameter estimation and tests of equal forecast accuracy between non-nested models. (2004). McCracken, Michael.
     In: International Journal of Forecasting.
     RePEc:eee:intfor:v:20:y:2004:i:3:p:503-514.

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209. Forecasting with a nonlinear dynamic model of stock returns and industrial production. (2004). Jansen, Dennis ; Bradley, Michael.
     In: International Journal of Forecasting.
     RePEc:eee:intfor:v:20:y:2004:i:2:p:321-342.

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210. Evaluating the German Inventory Cycle – Using Data from the Ifo Business Survey. (2004). Knetsch, Thomas.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_1202.

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211. Forecast evaluations in meat demand analysis. (2003). Bessler, David ; Wang, Zijun.
     In: Agribusiness.
     RePEc:wly:agribz:v:19:y:2003:i:4:p:505-523.

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212. The Real-time Forecasting Performance of Phillips Curves. (2003). Robinson, Tim ; Van Zyl, Marileze ; Stone, Andrew.
     In: RBA Research Discussion Papers.
     RePEc:rba:rbardp:rdp2003-12.

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213. Parallel Computation In Econometrics: A Simplified Approach. (2003). Shephard, Neil ; Doornik, Jurgen ; Hendry, David.
     In: Economics Series Working Papers.
     RePEc:oxf:wpaper:2004-w16.

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214. On SETAR non-linearity and forecasting. (2003). van Dijk, Dick ; Smith, Jeremy ; Franses, Philip Hans ; Clements, Michael.
     In: Journal of Forecasting.
     RePEc:jof:jforec:v:22:y:2003:i:5:p:359-375.

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215. Forecasting combination and encompassing tests. (2003). Fang, Yue.
     In: International Journal of Forecasting.
     RePEc:eee:intfor:v:19:y:2003:i:1:p:87-94.

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216. Forecasting and Analyzing World Commodity Prices. (2003). Zhu, Zhenhua ; Demers, Frederick.
     In: Staff Working Papers.
     RePEc:bca:bocawp:03-24.

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217. Information, Alternative Markets, and Security Price Processes: A Survey of Literature. (2002). Bhuyan, Rafiqul.
     In: Finance.
     RePEc:wpa:wuwpfi:0211002.

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218. The information content of M3 for future inflation in the Euro area. (2002). Vega, Juan ; Trecroci, Carmine.
     In: Review of World Economics (Weltwirtschaftliches Archiv).
     RePEc:spr:weltar:v:138:y:2002:i:1:p:22-53.

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219. The information content of implied volatilities of options on eurodeposit futures traded on the LIFFE: is there long memory?. (2002). Cifarelli, Giulio.
     In: MPRA Paper.
     RePEc:pra:mprapa:28538.

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220. Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities. (2002). Meddahi, Nour ; Bollerslev, Tim ; Andersen, Torben.
     In: Cahiers de recherche.
     RePEc:mtl:montde:2002-21.

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221. The Homogeneity Restriction and Forecasting Performance of VAR-Type Demand Systems: An Empirical Examination of US Meat Consumption.. (2002). Bessler, David ; Wang, Zijun.
     In: Journal of Forecasting.
     RePEc:jof:jforec:v:21:y:2002:i:3:p:193-206.

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222. Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen: Ein ökonometrischer Vergleich / Forecasting German industrial Production: An Econometric Comparison of ifo- and ZEW-Business Expectations. (2002). Schröder, Michael ; Huefner, Felix ; Schroder, Michael ; Hufner, Felix.
     In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
     RePEc:jns:jbstat:v:222:y:2002:i:3:p:316-336.

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223. Forecast-based model selection in the presence of structural breaks. (2002). McCracken, Michael ; Clark, Todd.
     In: Research Working Paper.
     RePEc:fip:fedkrw:rwp02-05.

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224. The state of macroeconomic forecasting. (2002). Fildes, Robert ; Stekler, Herman.
     In: Journal of Macroeconomics.
     RePEc:eee:jmacro:v:24:y:2002:i:4:p:435-468.

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225. Level and growth policy rules and actual Fed policy since 1979. (2002). Mehra, Yash P..
     In: Journal of Economics and Business.
     RePEc:eee:jebusi:v:54:y:2002:i:6:p:575-594.

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226. Increasing the transparency of macroeconometric forecasts: a report from the trenches. (2002). Heilemann, Ullrich.
     In: International Journal of Forecasting.
     RePEc:eee:intfor:v:18:y:2002:i:1:p:85-105.

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227. Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities. (2002). Meddahi, Nour ; Bollerslev, Tim ; Andersen, Torben.
     In: CIRANO Working Papers.
     RePEc:cir:cirwor:2002s-91.

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228. Analytic Evaluation of Volatility Forecasts. (2002). Meddahi, Nour ; Bollerslev, Tim ; Andersen, Torben.
     In: CIRANO Working Papers.
     RePEc:cir:cirwor:2002s-90.

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229. Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data. (2002). Moran, Kevin ; Dolar, Veronika.
     In: Staff Working Papers.
     RePEc:bca:bocawp:02-18.

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230. Unternehmens- versus Analystenbefragungen: Zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen. (2001). Schröder, Michael ; Huefner, Felix ; Schroder, Michael ; Hufner, Felix.
     In: ZEW Discussion Papers.
     RePEc:zbw:zewdip:5359.

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231. Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
     In: Center for Financial Institutions Working Papers.
     RePEc:wop:pennin:01-01.

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232. Pooling of Forecasts. (2001). Clements, Michael ; Hendry, David.
     In: Economics Series Working Papers.
     RePEc:oxf:wpaper:2002-w09.

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233. Economic Forecasting: Some Lessons from Recent Research. (2001). Hendry, David ; Clements, Michael.
     In: Economics Papers.
     RePEc:nuf:econwp:0211.

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234. Pooling of Forecasts. (2001). Hendry, David ; Clements, Michael.
     In: Economics Papers.
     RePEc:nuf:econwp:0209.

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235. Computationally-intensive Econometrics using a Distributed Matrix-programming Language. (2001). Shephard, Neil ; Hendry, David ; Doornik, Jurgen.
     In: Economics Papers.
     RePEc:nuf:econwp:0122.

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236. Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
     In: NBER Working Papers.
     RePEc:nbr:nberwo:8160.

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237. Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics. (2001). Neely, Christopher ; Weller, Paul A..
     In: Working Papers.
     RePEc:fip:fedlwp:2001-009.

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238. Forecast uncertainty in economic modeling. (2001). Ericsson, Neil.
     In: International Finance Discussion Papers.
     RePEc:fip:fedgif:697.

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239. Comparing linear and nonlinear forecasts for stock returns. (2001). Kanas, Angelos ; Yannopoulos, Andreas.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:10:y:2001:i:4:p:383-398.

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240. Tests of equal forecast accuracy and encompassing for nested models. (2001). McCracken, Michael ; Clark, Todd.
     In: Journal of Econometrics.
     RePEc:eee:econom:v:105:y:2001:i:1:p:85-110.

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241. Encompassing tests when no model is encompassing. (2001). West, Kenneth.
     In: Journal of Econometrics.
     RePEc:eee:econom:v:105:y:2001:i:1:p:287-308.

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242. Leading inflation indicators for Greece. (2001). Lazaretou, Sophia ; Gibson, Heather.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:18:y:2001:i:3:p:325-348.

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243. New in-sample prediction errors in time series with applications. (2001). Peña, Daniel ; Sanchez, Ismael ; Pea, Daniel.
     In: DES - Working Papers. Statistics and Econometrics. WS.
     RePEc:cte:wsrepe:ws011107.

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244. Monetary aggregates as indicators of economic activity in Canada: empirical evidence. (2001). Siklos, Pierre ; Barton, Andrew G..
     In: Canadian Journal of Economics.
     RePEc:cje:issued:v:34:y:2001:i:1:p:1-17.

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245. Methods for Forecasting the Business Cycle. (2001). Vesselinov, Roumen.
     In: Economic Thought journal.
     RePEc:bas:econth:y:2001:i:1:p:61-73.

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246. Inference about predictive ability. (2001). West, Kenneth ; McCracken, Michael.
     In: Working papers.
     RePEc:att:wimass:200114.

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247. Metodos de combinacion de pronosticos: una aplicacion a la inflacion. (2000). Melo-Velandia, Luis ; Melovelandia, Luis Fernando ; Velez, Elkin Castao .
     In: Lecturas de Economía.
     RePEc:lde:journl:y:2000:i:52:p:113-165.

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248. Tests for multiple forecast encompassing. (2000). Harvey, David ; Newbold, Paul.
     In: Journal of Applied Econometrics.
     RePEc:jae:japmet:v:15:y:2000:i:5:p:471-482.

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249. Predictable uncertainty in economic forecasting. (2000). Ericsson, Neil.
     In: International Finance Discussion Papers.
     RePEc:fip:fedgif:695.

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250. The use and abuse of \real-time\ data in economic forecasting. (2000). Piger, Jeremy ; Koenig, Evan ; Dolmas, Sheila .
     In: International Finance Discussion Papers.
     RePEc:fip:fedgif:684.

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251. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (2000). McCracken, Michael ; Clark, Todd.
     In: Econometric Society World Congress 2000 Contributed Papers.
     RePEc:ecm:wc2000:0319.

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252. The information content of M3 for future inflation. (2000). Vega, Juan ; Trecroci, Carmine.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:200033.

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253. Small Scale Bayesian VAR Modeling of the Japanese Macro Economy Using the Posterior Information Criterion and Monte Carlo Experiments. (2000). Tanemura, Tomoki ; Kasuya, Munehisa.
     In: Bank of Japan Working Paper Series.
     RePEc:boj:bojwps:00-e-4r.

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254. Using P-Star Model to Linking Money and Prices in A Financial Liberalised Developing Economy: The Case for Malaysia. (1999). Habibullah, Muzafar Shah.
     In: Jurnal Ekonomi Malaysia.
     RePEc:ukm:jlekon:v:33:y:1999:i::p:123-140.

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255. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (1999). McCracken, Michael ; Clark, Todd.
     In: Computing in Economics and Finance 1999.
     RePEc:sce:scecf9:1241.

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256. The state of macroeconomic forecasting. (1999). Fildes, R A ; Stekler, H.
     In: Working Papers.
     RePEc:lan:wpaper:539557.

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257. The state of macroeconomic forecasting. (1999). Fildes, Robert ; Stekler, H.
     In: Working Papers.
     RePEc:lan:wpaper:470.

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258. The state of macroeconomic forecasting. (1999). Fildes, Robert ; Stekler, H.
     In: Working Papers.
     RePEc:lan:wpaper:425.

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259. The state of macroeconomic forecasting. (1999). Fildes, R A ; Stekler, H.
     In: Working Papers.
     RePEc:lan:wpaper:413.

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260. Tests of equal forecast accuracy and encompassing for nested models. (1999). McCracken, Michael ; Clark, Todd.
     In: Research Working Paper.
     RePEc:fip:fedkrw:99-11.

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261. On SETAR non- linearity and forecasting. (1999). Smith, Jeremy ; Franses, Philip Hans ; Clements, Michael ; Franses, Ph. H. B. F., .
     In: Econometric Institute Research Papers.
     RePEc:ems:eureir:1567.

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262. Encompassing tests when no model is encompassing. (1999). West, Kenneth.
     In: Working papers.
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263. Regression-Based Tests of Predictive Ability. (1998). West, Kenneth ; McCracken, Michael.
     In: NBER Technical Working Papers.
     RePEc:nbr:nberte:0226.

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264. Oil prices and the rise and fall of the US real exchange rate. (1998). van Norden, Simon ; Amano, Robert.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:17:y:1998:i:2:p:299-316.

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265. The predictive failure of the Baba, Hendry and Starr model of M1. (1998). Hess, Gregory ; Porter, Richard D. ; Jones, Christopher S..
     In: Journal of Economics and Business.
     RePEc:eee:jebusi:v:50:y:1998:i:6:p:477-507.

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266. Modeling and Forecasting Cointegrated Variables: Some Practical Experience. (1998). Thoma, Mark ; Duy, Timothy A..
     In: Journal of Economics and Business.
     RePEc:eee:jebusi:v:50:y:1998:i:3:p:291-307.

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267. Two puzzles in the analysis of foreign exchange market efficiency. (1998). Wohar, Mark ; Kellard, Neil ; Rayner, Tony ; Newbold, Paul ; Ennew, Christine.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:7:y:1998:i:2:p:95-111.

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268. MÃTODOS DE COMBINACIÃN DE PRONÃSTICOS:UNA APLICACIÃN A LA INFLACIÃN COLOMBIANA. (1998). Melo-Velandia, Luis ; Castao, Elkin.
     In: Borradores de Economia.
     RePEc:col:000094:003212.

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269. Métodos de Combinación de Pronósticos: Una Aplicación a la Inflación Colombiana. (1998). Melo-Velandia, Luis ; Castao, Elkin.
     In: Borradores de Economia.
     RePEc:bdr:borrec:109.

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270. Energy Consumption, Survey Data and the Prediction of Industrial Production in Italy. (1998). Parigi, giuseppe ; MARCHETTI, Domenico J..
     In: Temi di discussione (Economic working papers).
     RePEc:bdi:wptemi:td_342_98.

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271. Prediction with univariate time series models: The Iberia case. (1997). Ruiz, Esther ; Lorenzo, Fernando.
     In: Documentos de Trabajo (working papers).
     RePEc:ude:wpaper:0298.

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272. Modelling market volatilities: the neural network perspective. (1997). F. Gonzalez Miranda, N. Burgess, .
     In: The European Journal of Finance.
     RePEc:taf:eurjfi:v:3:y:1997:i:2:p:137-157.

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273. Combining forecasts, encompassing and the properties of UK macroeconomic forecasts. (1997). Holden, Ken ; Thompson, John.
     In: Applied Economics.
     RePEc:taf:applec:v:29:y:1997:i:11:p:1447-1458.

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274. Modeling U.S. households demand for liquid wealth in an era of financial change. (1997). Anderson, Richard ; Collins, Sean.
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275. Modelling seasonal patterns and long-run trends in U.S. time series. (1997). Wells, J. M..
     In: International Journal of Forecasting.
     RePEc:eee:intfor:v:13:y:1997:i:3:p:407-420.

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276. An artificial neural network-GARCH model for international stock return volatility. (1997). Kamstra, Mark ; Donaldson, Glen R..
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:4:y:1997:i:1:p:17-46.

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277. Forecast Evaluation and Combination. (1996). Lopez, Jose ; Diebold, Francis.
     In: NBER Technical Working Papers.
     RePEc:nbr:nberte:0192.

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278. Capacity utilization as a real-time predictor of manufacturing output. (1996). Koenig, Evan.
     In: Economic and Financial Policy Review.
     RePEc:fip:fedder:y:1996:i:qiii:p:16-23.

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279. Do wages help predict inflation?. (1996). Emery, Kenneth M. ; Chang, Chih-Ping .
     In: Economic and Financial Policy Review.
     RePEc:fip:fedder:y:1996:i:qi:p:2-9.

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280. Interest rates and the recent weakness in M2: An extension to the P* model of inflation. (1996). Koenig, Evan.
     In: Journal of Economics and Business.
     RePEc:eee:jebusi:v:48:y:1996:i:5:p:487-498.

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281. Which univariate time series model predicts quicker a crisis? The Iberia case. (1996). Ruiz, Esther ; Lorenzo, Fernando.
     In: DES - Working Papers. Statistics and Econometrics. WS.
     RePEc:cte:wsrepe:4545.

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282. A Modified P*-Model of Inflation Based on M1.. (1996). Atta-Mensah, Joseph.
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283. Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate. (1995). van Norden, Simon ; Amano, Robert.
     In: International Finance.
     RePEc:wpa:wuwpif:9502001.

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284. Terms of trade and real exchange rates: the Canadian evidence. (1995). van Norden, Simon ; Amano, Robert.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:14:y:1995:i:1:p:83-104.

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285. Bayesian model selection and prediction with empirical applications. (1995). Phillips, Peter.
     In: Journal of Econometrics.
     RePEc:eee:econom:v:69:y:1995:i:1:p:289-331.

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286. Can Econometrics Improve Economic Forecasting?. (1994). Hendry, David ; Clements, Michael.
     In: Swiss Journal of Economics and Statistics (SJES).
     RePEc:ses:arsjes:1994-iii-2.

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287. Comparing Predictive Accuracy. (1994). Mariano, Roberto ; Diebold, Francis.
     In: NBER Technical Working Papers.
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288. A DICTIONARY OF ECONOMETRICS. (1994). Darnell, Adrian C..
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289. La prévision macro-économique : précision relative et consensus. (1993). Bouthevillain, Karine .
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     RePEc:prs:ecoprv:ecop_0249-4744_1993_num_108_2_5612.

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290. Prices, Wages, and Employment in the U.S. Economy: A Traditional Model and Tests of Some Alternatives. (1993). Brayton, Flint ; Ando, Albert.
     In: NBER Working Papers.
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291. Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom. (1993). Hendry, David ; Ericsson, Neil ; Tran, Hong-Anh .
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     RePEc:fip:fedgif:457.

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292. The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics. (1992). Fair, Ray.
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293. Making sense of economic indicators: a consumers guide to indicators of real economic activity. (1992). Evans, Charles ; Strongin, Steven ; Eugeni, Francesca.
     In: Economic Perspectives.
     RePEc:fip:fedhep:y:1992:i:sep:p:2-31:n:v.16no.5.

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294. Real exchange rates: measurement and implications for predicting U.S. external imbalances. (1992). Marquez, Jaime.
     In: International Finance Discussion Papers.
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