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18. TABLE 1. Evaluation of Forecasting Results Using Newspaper-Based OPEC Index (GOPEC1): 1996:01-2020:08 (In-Sample: 1986:02-1995:12) Alternative sets of regressors PLL DML with GOPEC1 24.22 Type of restrictions: VAR lags DML with own-/cross-lags and NO GOPEC1 ( 4 = 0) 24.19 DML without own-/cross-lags ( 2 = 3 = 0) and GOPEC1 24.17 DML without own-/cross-lags ( 2 = 3 = 0) and NO REGRESSORS 24.08
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1. The time-varying Multivariate Autoregressive Index model. (2025). Guardabascio, Barbara ; Cubadda, Gianluca ; Grassi, Stefano.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:41:y:2025:i:1:p:175-190.

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2. Iterated Dynamic Model Averaging and application to inflation forecasting. (2025). Chen, Sihan ; Ming, Lei ; Yang, Haoxi.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001826.

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3. Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden.
   In: LCERPA Working Papers.
   RePEc:wlu:lcerpa:jc0148.

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4. The Time-Varying Multivariate Autoregressive Index Model. (2024). Guardabascio, Barbara ; Cubadda, Gianluca ; Grassi, Stefano.
   In: CEIS Research Paper.
   RePEc:rtv:ceisrp:571.

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5. Optimal Currency Portfolio with Implied Return Distribution in the Mean-Variance Approach. (2024). Hibiki, Yuta ; Kiriu, Takuya.
   In: Asia-Pacific Financial Markets.
   RePEc:kap:apfinm:v:31:y:2024:i:2:d:10.1007_s10690-023-09414-x.

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6. A loss discounting framework for model averaging and selection in time series models. (2024). Griffin, Jim E ; Bernaciak, Dawid.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:40:y:2024:i:4:p:1721-1733.

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7. The cross section of information transmission in news media and stock returns. (2024). Wu, YI ; Wang, Xinyao.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008109.

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8. Bayesian Neural Networks for Macroeconomic Analysis. (2024). Marcellino, Massimiliano ; Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin.
   In: Papers.
   RePEc:arx:papers:2211.04752.

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9. Sovereign ratings change under climate risks. (2023). Shen, Yiran ; Sun, Xiaolei ; Ji, Qiang ; Guo, Kun.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001666.

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10. What can we learn about the market reaction to macroeconomic surprise? Evidence from the COVID-19 crisis. (2023). Ftiti, Zied ; Louhichi, Wael ; Yousfi, Mohamed ; Bouzgarrou, Houssam.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000028.

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11. Real-time density nowcasts of US inflation: A model combination approach. (2023). Knotek, Edward ; Zaman, Saeed.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760.

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12. Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921.

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13. Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters. (2023). Yemba, Boniface ; Biswas, Nabaneeta ; Otunuga, Olusegun Michael ; Tang, Biyan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007474.

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14. Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models. (2023). Nonejad, Nima.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004620.

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15. Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin.
    In: Papers.
    RePEc:arx:papers:2312.09081.

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16. OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning. (2022). Salisu, Afees ; GUPTA, RANGAN ; Sheng, Xin ; Bouri, Elie.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002063.

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17. Oil price uncertainty and corporate cash holdings: Global evidence. (2022). Alsubaiei, Bader Jawid ; Alomran, Abdulaziz Ahmed.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000837.

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18. Exchange rate predictability, risk premiums, and predictive system. (2022). Park, Cheolbeom ; Bak, Yuhyeon.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002632.

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19. OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning. (2021). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Sheng, Xin.
    In: Working Papers.
    RePEc:pre:wpaper:202101.

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20. Predicting equity premium using dynamic model averaging. Does the state–space representation matter?. (2021). Nonejad, Nima.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100070x.

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21. AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME‐SERIES ECONOMETRICS. (2021). Nonejad, Nima.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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22. Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F.
    In: Papers.
    RePEc:arx:papers:2101.04164.

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23. Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2021). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin.
    In: Papers.
    RePEc:arx:papers:2012.08155.

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24. Selective Attention in Exchange Rate Forecasting. (2020). Kucerova, Zuzana ; Kočenda, Evžen ; Kapounek, Svatopluk.
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2020_42.

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25. Crude oil price volatility and equity return predictability: A comparative out-of-sample study. (2020). Nonejad, Nima.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301654.

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