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1. Do order imbalances predict Chinese stock returns? New evidence from intraday data. (2015). Westerlund, Joakim ; Narayan, Seema.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:34:y:2015:i:c:p:136-151.

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2. Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump. (2015). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10362.

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3. Time-series model forecasts and structural breaks: evidence from Spanish pre-EMU interest rates. (2008). Robles Fernandez, M. Dolores ; Fernandez-Serrano, Jose Luis ; Robles-Fernandez, Dolores M..
   In: Applied Economics.
   RePEc:taf:applec:v:40:y:2008:i:13:p:1707-1721.

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4. Forecasting Random Walks Under Drift Instability. (2008). Pesaran, Mohammad ; Pick, Andreas.
   In: Cambridge Working Papers in Economics.
   RePEc:cam:camdae:0814.

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5. Short-Run Italian GDP Forecasting and Real-Time Data. (2005). Parigi, giuseppe ; Golinelli, Roberto.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:5302.

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6. Land Inequality and the Origin of Divergence and Overtaking in the Growth Process: Theory and Evidence. (2004). Vollrath, Dietrich ; Moav, Omer ; Galor, Oded.
   In: Working Papers.
   RePEc:bro:econwp:2003-04.

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7. Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation. (2003). Krippner, Leo.
   In: Working Papers in Economics.
   RePEc:wai:econwp:03/01.

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8. Choosing the Best Volatility Models:The Model Confidence Set Approach. (2003). Nason, James ; Lunde, Asger ; Hansen, Peter.
   In: Working Papers.
   RePEc:bro:econwp:2003-05.

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9. Testing the Significance of Calendar Effects. (2003). .
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   RePEc:bro:econwp:2003-03.

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10. Long-Memory Forecasting of U.S. Monetary Indices. (2003). Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:558.

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11. Nonlinear stochastic trends and economic fluctuations. (2002). Camacho, Maximo.
    In: Computing in Economics and Finance 2002.
    RePEc:sce:scecf2:274.

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12. Predicting the Equity Premium With Dividend Ratios. (2002). welch, ivo ; Goyal, Amit.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8788.

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13. Can Demography Improve Inflation Forecasts? The Case of Sweden. (2002). Bruer, Mattias.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2002_004.

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14. How well do monetary fundamentals forecast exchange rates?. (2002). Sarno, Lucio ; Neely, Christopher.
    In: Review.
    RePEc:fip:fedlrv:y:2002:i:sep:p:51-74:n:v.84no.5.

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15. Priors from general equilibrium models for VARs. (2002). Schorfheide, Frank ; Del Negro, Marco.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2002-14.

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16. On Out-of-Sample Statistics for Time-Series. (2002). Bengio, Yoshua ; Gingras, Franois ; Nadeau, Claude.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2002s-51.

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17. 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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18. The Composite Index of Leading Economic Indicators: How to Make It More Timely. (2001). Ozyildirim, Ataman ; Zarnowitz, Victor ; McGuckin, Robert H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8430.

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19. How to Beat the Random Walk. (2001). Alexius, Annika.
    In: Working Paper Series.
    RePEc:hhs:fiefwp:0175.

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20. Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns. (2001). Hong, Yongmiao ; Gallo, Giampiero ; Lee, Tae-Why.
    In: Econometrics Working Papers Archive.
    RePEc:fir:econom:wp2001_03.

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21. Forecasting with a real-time data set for macroeconomists. (2001). Croushore, Dean ; Stark, Tom.
    In: Working Papers.
    RePEc:fip:fedpwp:01-10.

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22. DUMB AND DUMBER EXPLANATIONS FOR EXCHANGE RATE DYNAMICS. (2001). Blomberg, Stephen.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:4:y:2001:n:2:p:187-216.

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23. An Unbiased and Powerful Test for Superior Predictive Ability. (2001). Hansen, Peter.
    In: Working Papers.
    RePEc:bro:econwp:2001-06.

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24. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?. (2001). Lunde, Asger ; Hansen, Peter.
    In: Working Papers.
    RePEc:bro:econwp:2001-04.

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25. Balassa-Samuelson Theory and Predictability of the US/UK Real Exchange Rate. (2000). Kim, Chung-Han .
    In: International Economic Journal.
    RePEc:taf:intecj:v:14:y:2000:i:3:p:101-121.

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26. THIS IS WHAT THE LEADING INDICATORS LEAD. (2000). Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel.
    In: Computing in Economics and Finance 2000.
    RePEc:sce:scecf0:132.

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27. The Accuracy of European Growth and Inflation Forecasts. (2000). Öller, Lars-Erik ; Barot, Bharat.
    In: Working Papers.
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28. Empirical Pricing Kernels. (2000). Rosenberg, Joshua ; Engle, Robert.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-014.

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29. A real-time data set for macroeconomists: does data vintage matter for forecasting?. (2000). Croushore, Dean ; Stark, Tom.
    In: Working Papers.
    RePEc:fip:fedpwp:00-6.

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30. Does current-quarter information improve quarterly forecasts for the U.S. economy?. (2000). Stark, Tom.
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    RePEc:fip:fedpwp:00-2.

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31. Can out-of-sample forecast comparisons help prevent overfitting?. (2000). Clark, Todd.
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    RePEc:fip:fedkrw:rwp00-05.

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32. News and noise in G-7 GDP announcements. (2000). Wright, Jonathan ; Rogers, John ; Faust, Jon.
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33. Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSAs Disability Determination Process. (2000). Lahiri, Kajal ; Gao, Chuanming ; Wixon, Bernard.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0340.

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34. 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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35. 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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36. 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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37. Improving forecasts of the federal funds rate in a policy model. (1999). Tallman, Ellis ; Robertson, John.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:99-3.

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38. Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel. (1998). Sul, Donggyu ; Mark, Nelson.
    In: Working Papers.
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39. Fundamentals of the Real Dollar-Pound Rate: 1871-1994. (1998). Mark, Nelson.
    In: Working Papers.
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40. The predictive content of the interest rate term spread for future economic growth. (1998). Dotsey, Michael.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:1998:i:sum:p:31-51.

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41. Evaluating Density Forecasts. (1997). Tay, Anthony S ; Diebold, Francis ; Gunther, Todd A..
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:97-37.

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42. The Forecasting Ability of Correlations Implied in Foreign Exchange Options. (1997). Campa, Jose ; P. H. Kevin Chang, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5974.

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43. Evaluating density forecasts. (1997). Tay, Anthony S ; Diebold, Francis ; Gunther, Todd A..
    In: Working Papers.
    RePEc:fip:fedpwp:97-6.

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44. Measuring predictability: theory and macroeconomic applications. (1997). Kilian, Lutz ; Diebold, Francis.
    In: Working Papers.
    RePEc:fip:fedpwp:97-23.

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45. Cointegration and long-horizon forecasting. (1997). Diebold, Francis.
    In: Working Papers.
    RePEc:fip:fedpwp:97-14.

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46. Optimal prediction under asymmetric loss. (1997). Diebold, Francis.
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47. Evaluating forecasts of correlation using option pricing. (1997). Gibson, Michael S. ; BOYER, BRIAN H..
    In: International Finance Discussion Papers.
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48. Optimal Prediction Under Asymmetric Loss. (). Diebold, Francis.
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49. Further Results on Forecasting and Model Selection Under Asymmetric Loss. (). Diebold, Francis.
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50. Ex Post and Ex Ante Analysis of Provisional Data. (). Marcellino, Massimiliano ; Gallo, Giampiero.
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