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5. Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
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6. Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
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8. Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
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2. Time-Varying Dictionary and the Predictive Power of FED Minutes. (2021). Mohsin, Mohammed ; Lima, Luiz Renato ; Godeiro, Lucas Lucio.
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3. Understanding forecast reconciliation. (2021). Hollyman, Ross ; Tipping, Michael E ; Petropoulos, Fotios.
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4. The Hard Problem of Prediction for Conflict Prevention. (2021). Rauh, Christopher ; Mueller, Hannes.
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5. The Hard Problem of Prediction for Conflict Prevention. (2021). Rauh, Christopher ; Mueller, Hannes.
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6. Machine learning improves accounting: discussion, implementation and research opportunities. (2020). Bertomeu, Jeremy.
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7. Output Gap, Monetary Policy Trade-offs, and Financial Frictions. (2020). Gelain, Paolo ; Furlanetto, Francesco ; Sanjani, Marzie.
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8. Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying. (2020). Benito, Sonia ; Garcia-Jorcano, Laura.
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10. Forecasting with news sentiment: Evidence with UK newspapers. (2020). Rambaccussing, Dooruj ; Kwiatkowski, Andrzej.
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11. Quantile forecasting with mixed-frequency data. (2020). Lima, Luiz ; Godeiro, Lucas ; Meng, Fanning.
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12. The Hard Problem of Prediction for Conflict Prevention. (2020). Rauh, Christopher ; Mueller, Hannes.
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13. Assessing Nowcast Accuracy of US GDP Growth in Real Time: The Role of Booms and Busts. (2019). Siliverstovs, Boriss.
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14. Cross-temporal coherent forecasts for Australian tourism. (2019). Athanasopoulos, George ; Kourentzes, Nikolaos.
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17. Forecasting International Index Returns using Option-implied Variables. (2018). Power, Gabriel ; Gagnon, Marie-Helene ; Toupin, Dominique.
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18. Is something really wrong with macroeconomics?. (2018). Reis, Ricardo.
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20. Rolling window selection for out-of-sample forecasting with time-varying parameters. (2016). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU.
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21. The Chen-Tindall system and the lasso operator: improving automatic model performance. (2016). Tindall, Michael ; chen, jiaqi.
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22. Does the volatility of commodity prices reflect macroeconomic uncertainty ?. (2016). Razafindrabe, Tovonony ; Mignon, Valérie ; Joëts, Marc ; Joets, M.
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23. Exploiting the monthly data flow in structural forecasting. (2015). Reichlin, Lucrezia ; Monti, Francesca ; Giannone, Domenico.
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24. Solution and Estimation Methods for DSGE Models. (2015). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
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25. Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models. (2015). Rossi, Barbara ; Giacomini, Raffaella.
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26. Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set. (2015). Rossi, Barbara ; Sehkposyan, Tatevik .
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27. A general approach to recovering market expectations from futures prices with an application to crude oil. (2014). Kilian, Lutz ; Baumeister, Christiane.
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28. Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance. (2014). Schorfheide, Frank ; Del Negro, Marco ; Hasegawa, Raiden B..
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29. Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance. (2014). Schorfheide, Frank ; Del Negro, Marco ; Hasegawa, Raiden B..
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30. Commodity-Price Comovement and Global Economic Activity. (2014). Coibion, Olivier ; Bhattarai, Saroj ; Alquist, Ron.
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31. Dynamic prediction pools: an investigation of financial frictions and forecasting performance. (2014). Schorfheide, Frank ; Del Negro, Marco ; Hasegawa, Raiden B..
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32. Oil Price Shocks: Causes and Consequences. (2014). Kilian, Lutz.
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33. Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters. (2014). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU.
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34. A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil. (2014). Kilian, Lutz ; Baumeister, Christiane.
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35. Are there Gains from Pooling Real-Time Oil Price Forecasts?. (2014). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K.
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36. What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?. (2014). Diez de los Rios, Antonio ; Bauer, Gregory ; Alquist, Ron.
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37. Real-Time Nowcasting of Nominal GDP Under Structural Breaks. (2014). Leiva-Leon, Danilo ; Chauvet, Marcelle ; Barnett, William.
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38. Commodity Price Co-Movement and Global Economic Activity. (2014). Coibion, Olivier ; Alquist, Ron.
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39. Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work. (2014). Kilian, Lutz ; Guérin, Pierre ; Baumeister, Christiane ; Guerin, Pierre.
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40. Do high-frequency financial data help forecast oil prices? The MIDAS touch at work. (2013). Kilian, Lutz ; Guérin, Pierre ; Baumeister, Christiane.
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41. Forecasting the real price of oil in a changing world: A forecast combination approach. (2013). Kilian, Lutz ; Baumeister, Christiane.
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42. Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis. (2013). Kilian, Lutz ; Baumeister, Christiane.
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43. Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set. (2013). Sekhposyan, Tatevik ; Rossi, Barbara.
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44. The Comovement in Commodity Prices: Sources and Implications. (2013). Coibion, Olivier ; Alquist, Ron.
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45. Prediction Markets for Economic Forecasting. (2013). Wolfers, Justin ; Snowberg, Erik ; Zitzewitz, Eric.
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46. Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work. (2013). Kilian, Lutz ; Guérin, Pierre ; Baumeister, Christiane.
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47. Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis. (2013). Zhou, Xiaoqing ; Kilian, Lutz ; Baumeister, Christiane.
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48. Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach. (2013). Kilian, Lutz ; Baumeister, Christiane.
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49. Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach. (2013). Kilian, Lutz ; Baumeister, Christiane.
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50. Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis. (2013). Zhou, Xiaoqing ; Kilian, Lutz ; Baumeister, Christiane.
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