1. Assessing the linkage of energy cryptocurrency with clean and dirty energy markets. (2024). Karim, Sitara ; Naeem, Muhammad Abubakr ; Bossman, Ahmed ; Husain, Afzol.
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2. Wavelet-L2E Stochastic Volatility Models: an Application to the Water-Energy Nexus. (2023). Raath, Kim C ; Ensor, Katherine B.
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3. Oil price dynamics and fiscal policy cyclicality in Saudi Arabia: New evidence from partial and multiple wavelet coherences. (2022). Hathroubi, Salem ; Aloui, Chaker.
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4. Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors. (2022). Downing, Gareth ; Semeyutin, Artur.
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5. On the investors sentiments and the Islamic stock-bond interplay across investments horizons. (2021). Shahzad, Syed Jawad Hussain ; Aloui, Chaker ; Khan, Muhammad Asif ; Hkiri, Besma ; Hela, Ben Hamida ; Hussain, Syed Jawad.
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6. Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets. (2021). Lau, Chi Keung ; Gözgör, Giray ; Gozgor, Giray ; Marco, Chi Keung ; Xu, Bing ; Semeyutin, Artur.
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7. Jump Interdependencies: Stochastic linkages among international stock markets. (2021). Kshatriya, Saranya ; Prasanna, Krishna.
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8. Time-frequency forecast of the equity premium. (2020). Verona, Fabio ; Faria, Gonçalo.
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9. Frequency-domain information for active portfolio management. (2020). Verona, Fabio ; Faria, Gonçalo.
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10. The yield curve and the stock market: Mind the long run. (2020). Verona, Fabio ; Faria, Gonçalo.
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11. Time-frequency forecast of the equity premium. (2020). Faria, Gonalo.
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12. Frequency-domain information for active portfolio management. (2020). Faria, Gonalo.
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13. Multi-scale analysis of lead-lag relationships in high-frequency financial markets. (2020). Koike, Yuta ; Hayashi, Takaki.
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14. Do co-jumps impact correlations in currency markets?. (2018). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef.
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15. The equity risk premium and the low frequency of the term spread. (2018). Faria, Gonalo.
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16. Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo.
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17. Estimation of long memory in volatility using wavelets. (2017). Baruník, Jozef ; Lucie, Kraicova ; Jozef, Barunik .
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18. Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Faria, Gonalo.
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19. Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression. (2016). Baruník, Jozef ; Hlinkova, Michaela ; Barunik, Jozef.
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20. Forecasting the equity risk premium with frequency-decomposed predictors. (2016). Verona, Fabio ; Faria, Gonçalo.
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21. Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo.
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22. Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Faria, Gonalo ; Verona, Fabio.
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1. Forecasts in Times of Crises. (2018). Papageorgiou, Chris ; Kuenzel, David ; Eicher, Theo ; Christofides, Charis.
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2. Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef.
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3. Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef.
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4. Realized wavelet-based estimation of integrated variance and jumps in the presence of noise. (2015). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef.
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5. Real-time forecasting of the US federal government budget: A simple mixed frequency data regression approach. (2015). Ozkan, Nazire ; Ghysels, Eric.
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6. Modeling and forecasting exchange rate volatility in time-frequency domain. (2015). Vacha, Lukas ; Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef.
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7. Realized wavelet-based estimation of integrated variance and jumps in the presence of noise. (2014). Vacha, Lukas ; Baruník, Jozef.
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8. Optimal design of Fourier estimator in the presence of microstructure noise. (2014). Wang, Fangfang.
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9. Quantitative forward guidance and the predictability of monetary policy - A wavelet based jump detection approach -. (2013). Winkelmann, Lars.
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10. Realized wavelet-based estimation of integrated variance and jumps in the presence of noise. (2013). Vacha, Lukas ; Baruník, Jozef.
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11. Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). Caporin, Massimiliano ; McAleer, Michael.
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12. A NEW APPROACH FOR EVALUATING ECONOMIC FORECASTS. (2012). Sinclair, Tara ; Carnow, Warren.
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13. EVALUATING A VECTOR OF THE FED’S FORECASTS. (2012). Sinclair, Tara ; Carnow, Warren ; Stekler, H. O..
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14. Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications. (2012). Sucarrat, Genaro ; Escribano, Alvaro.
    In: Oxford Bulletin of Economics and Statistics.
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15. Budgeting versus implementing fiscal policy:the Italian case. (2011). Sacchi, Agnese ; Giuriato, Luisa ; Gastaldi, Francesca ; Cepparulo, Alessandra.
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16. Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production. (2011). Ziegler, Christina ; Wohlrabe, Klaus ; Carstensen, Kai.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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17. Practice and Prospects of Medium-term Economic Forecasting. (2011). Weyerstrass, Klaus ; Schmidt, Torsten ; Hofer, Helmut.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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18. Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations. (2011). Sucarrat, Genaro ; Escribano, Alvaro.
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19. Perceived Inflation under Loss Aversion. (2011). Menz, Jan-Oliver ; Fritsche, Ulrich ; Dräger, Lena ; Drager, Lena.
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20. Differences in Early GDP Component Estimates Between Recession and Expansion. (2011). Sinclair, Tara.
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21. Out-of-sample forecast tests robust to the choice of window size. (2011). Rossi, Barbara ; Inoue, Atsushi.
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22. Understanding models forecasting performance. (2011). Sekhposyan, Tatevik ; Rossi, Barbara.
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23. Modeling data revisions: Measurement error and dynamics of true values. (2011). van Norden, Simon ; Jacobs, Jan ; Jacobs, Jan P. A. M., .
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24. The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets. (2011). Nielsen, Morten ; Christensen, Bent Jesper ; Busch, Thomas.
    In: Journal of Econometrics.
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25. Volatility forecast comparison using imperfect volatility proxies. (2011). Patton, Andrew.
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    RePEc:eee:econom:v:160:y:2011:i:1:p:246-256.

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26. A Stochastic Sub-national Population Projection Methodology with an Application to the Waikato Region of New Zealand. (2010). Poot, Jacques ; Cameron, Michael.
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27. Extreme Volatilities, Financial Crises and L-moment Estimations of Tail-indexes. (2010). Maillet, Bertrand ; Medecin, Jean-Philippe R..
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28. The power Log-GARCH model. (2010). Sucarrat, Genaro ; Escribano, Alvaro.
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29. Perspectives on Evaluating Macroeconomic Forecasts. (2010). Stekler, Herman.
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30. Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence. (2010). Hyde, Stuart ; Guidolin, Massimo ; Ono, Sadayuki ; McMillan, David.
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31. Modeling and forecasting stock return volatility using a random level shift model. (2010). Perron, Pierre ; Lu, Yang K..
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    RePEc:eee:empfin:v:17:y:2010:i:1:p:138-156.

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32. Can the Fed predict the state of the economy?. (2010). Sinclair, Tara ; Joutz, Fred.
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33. The power log-GARCH model. (2010). Escribano, Alvaro ; Saez, lvaro Escribano ; Sucarrat, Genaro.
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34. The Properties of Survey-Based Inflation Expectations in Sweden. (2009). Österholm, Pär ; Bergman, Thomas ; Jonsson, Thomas .
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35. Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology. (2009). Mancino, Maria Elvira ; Sanfelici, Simona ; Elvira, Mancino Maria .
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36. Risk-adjusted forecasts of oil prices. (2009). Pisani, Massimiliano ; Pagano, Patrizio.
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37. Multiple horizons and information in USDA production forecasts. (2008). Manfredo, Mark ; Sanders, Dwight R..
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38. Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility. (2008). Bos, Charles.
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39. A hipótese das expectativas racionais: teoria e realidade (uma visita guiada à literatura até 1992). (2008). Silva Lopes, Artur.
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40. Volatility and realized quadratic variation of differenced returns : A wavelet method approach. (2008). Høg, Esben ; Hog, Esben.
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41. Finite sample accuracy and choice of sampling frequency in integrated volatility estimation. (2008). Nielsen, Morten ; Frederiksen, Per.
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42. Out of sample forecasts of quadratic variation. (2008). Ait-Sahalia, Yacine ; Mancini, Loriano.
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43. The Information Content of KOF Indicators on Swiss Current Account Data Revisions. (2008). Sturm, Jan-Egbert ; Jacobs, Jan.
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44. Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model. (2008). Perron, Pierre ; Lu, Yang K..
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45. Are economic forecasts of the International Monetary Fund politically biased? A public choice analysis. (2007). Aldenhoff, Frank-Oliver .
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46. Asymptotics for out of sample tests of Granger causality. (2007). McCracken, Michael.
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47. A conditional extreme value volatility estimator based on high-frequency returns. (2007). Bali, Turan G. ; Weinbaum, David.
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48. Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts. (2007). Timmermann, Allan ; Patton, Andrew.
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49. Volatility Forecast Comparison using Imperfect Volatility Proxies. (2006). Patton, Andrew.
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50. Realized volatility: a review. (2006). Medeiros, Marcelo.
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51. Variation, jumps, market frictions and high frequency data in financial econometrics. (2005). Shephard, Neil.
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52. Variation, jumps, market frictions and high frequency data in financial econometrics. (2005). Shephard, Neil.
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53. Konjunkturprognosen – Verfahren, Erfolgskontrolle und Prognosefehler. (2005). , Michaelgroemling.
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54. On aggregation bias in fixed-event forecast efficiency tests. (2005). Isiklar, Gultekin.
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55. A Comparative Study of Methods for Long-Range Market Forecasting. (2004). Armstrong, J. ; Grohman, Michael C..
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56. Economic forecasting: some lessons from recent research. (2003). Hendry, David ; Clements, Michael.
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57. Regression-Based Tests of Predictive Ability. (1998). West, Kenneth ; McCracken, Michael.
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58. Note sur les tests de rationalité des prévisions. (1993). Doz, Catherine.
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59. La prévision macro-économique : précision relative et consensus. (1993). Bouthevillain, Karine .
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60. Are economic forecasts by government agencies biased? Accurate?. (1988). Belongia, Michael.
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61. Business Cycles Analysis and Expectational Survey Data. (1984). Zarnowitz, Victor.
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62. Rational Expectations and Macroeconomic Forecasts. (1983). Zarnowitz, Victor.
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63. Expectations and Forecasts from Business Outlook Surveys. (1982). Zarnowitz, Victor.
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