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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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  89. Strategic coordination in forecasting – An experimental study. (2015). Proeger, Till ; Spiwoks, Markus ; Meub, Lukas ; Bizer, Kilian.
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    RePEc:eee:finlet:v:13:y:2015:i:c:p:155-162.

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  90. Expected Business Conditions and Bond Risk Premia. (2015). Eriksen, Jonas Nygaard.
    In: CREATES Research Papers.
    RePEc:aah:create:2015-44.

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  91. Strategic coordination in forecasting: An experimental study. (2014). Proeger, Till ; Spiwoks, Markus ; Meub, Lukas ; Bizer, Kilian.
    In: University of Göttingen Working Papers in Economics.
    RePEc:zbw:cegedp:195.

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  92. Predictability of the simple technical trading rules: An out‐of‐sample test. (2014). Qin, Yafeng ; Fang, Jiali ; Jacobsen, Ben.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:23:y:2014:i:1:p:30-45.

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  93. Asymmetric Loss in the Greenbook and the Survey of Professional Forecasters. (2014). Lee, Tae Hwy ; Wang, Yiyao.
    In: Working Papers.
    RePEc:ucr:wpaper:201407.

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  94. A directional evaluation of corporate executives exchange rate forecasts. (2014). Tsuchiya, Yoichi.
    In: Applied Economics.
    RePEc:taf:applec:v:46:y:2014:i:1:p:95-101.

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  95. Are consumer sentiments useful in Japan? An application of a new market-timing test. (2014). Tsuchiya, Yoichi.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:21:y:2014:i:5:p:356-359.

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  96. Uncertainty Shocks and the Role of the Black Swan. (2014). Veldkamp, Laura ; Orlik, Anna.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:275.

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  97. Probabilidad Clásica de Sobreajuste con Criterios de Información: Estimaciones con Series Macroeconómicas Chilenas. (2014). Medel, Carlos A..
    In: MPRA Paper.
    RePEc:pra:mprapa:57401.

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  98. Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads. (2014). Hännikäinen, Jari ; Hannikainen, Jari.
    In: MPRA Paper.
    RePEc:pra:mprapa:56737.

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  99. Multi-step forecasting in the presence of breaks. (2014). Hännikäinen, Jari ; Hannikainen, Jari.
    In: MPRA Paper.
    RePEc:pra:mprapa:55816.

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  100. Unemployment forecasts, time varying coefficient models and the Okun€™s law in Spanish regions. (2014). Ramos, Raul ; López-Tamayo, Jordi ; Clar, Miquel ; Clar-Lopez, Miquel ; Lpez-Tamayo, Jordi .
    In: Economics and Business Letters.
    RePEc:ove:journl:aid:10417.

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  101. Understanding Uncertainty Shocks and the Role of Black Swans. (2014). Veldkamp, Laura ; Orlik, Anna.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20445.

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  102. Forecasting welfare caseloads: The case of the Japanese public assistance program. (2014). Hayashi, Masayoshi.
    In: Socio-Economic Planning Sciences.
    RePEc:eee:soceps:v:48:y:2014:i:2:p:105-114.

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  103. Predictability of the simple technical trading rules: An out-of-sample test. (2014). Qin, Yafeng ; Fang, Jiali ; Jacobsen, Ben.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:23:y:2014:i:1:p:30-45.

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  104. Forecasts and Reactivity. (2014). Frey, Bruno ; Cueni, Reto .
    In: CREMA Working Paper Series.
    RePEc:cra:wpaper:2014-10.

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  105. Understanding Uncertainty Shocks and the Role of Black Swans. (2014). Veldkamp, Laura ; Orlik, Anna.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10147.

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  106. Are there Gains from Pooling Real-Time Oil Price Forecasts?. (2014). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10075.

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  107. Adaptive forecasting in the presence of recent and ongoing structural change. (2014). Price, Simon ; Kapetanios, George ; Giraitis, Liudas.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0490.

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  108. 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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  109. Assessing the Short-term Forecasting Power of Confidence Indices. (2014). Rodrigues Figueiredo, Francisco ; Francisco Marcos R. Figueiredo, ; Euler Pereira G. de Mello, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:371.

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  110. Modelling Returns and Volatilities During Financial Crises: a Time Varying Coefficient Approach. (2014). Menla Ali, Faek ; Yfanti, Stavroula ; Karoglou, Michail ; Karanasos, Menelaos ; Paraskevopoulos, Alexandros.
    In: Papers.
    RePEc:arx:papers:1403.7179.

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  111. Understanding Uncertainty Shocks. (2013). Veldkamp, Laura ; Orlik, Anna.
    In: 2013 Meeting Papers.
    RePEc:red:sed013:391.

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  112. Evaluating probability forecasts for GDP declines using alternative methodologies. (2013). Lahiri, Kajal ; Wang, George J..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:1:p:175-190.

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  113. Modelling and forecasting government bond spreads in the euro area: A GVAR model. (2013). Favero, Carlo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:2:p:343-356.

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  114. Adaptive forecasting in the presence of recent and ongoing structural change. (2013). Price, Simon ; Kapetanios, George ; Giraitis, Liudas.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:2:p:153-170.

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  115. On loss functions and ranking forecasting performances of multivariate volatility models. (2013). Violante, Francesco ; Rombouts, Jeroen ; Laurent, Sébastien ; Rombouts, Jeroen V. K., .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:173:y:2013:i:1:p:1-10.

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  116. Quantile Prediction. (2013). Komunjer, Ivana.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-961.

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  117. Forecasting the yield curve and the role of macroeconomic information in Turkey. (2013). Kaya, Huseyin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:1-7.

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  118. Multivariate Forecast Evaluation and Rationality Testing. (2012). Owyang, Michael ; Komunjer, Ivana.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:94:y:2012:i:4:p:1066-1080.

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  119. Forecasting Welfare Caseloads: The Case of the Japanese Public Assistance Program. (2012). Hayashi, Masayoshi.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2012cf846.

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  120. Boosting techniques for nonlinear time series models. (2012). Hothorn, Torsten ; Robinzonov, Nikolay ; Tutz, Gerhard.
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:96:y:2012:i:1:p:99-122.

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  121. Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle. (2012). Yazgan, Ege ; Stengos, Thanasis ; Pinar, Mehmet.
    In: Working Paper series.
    RePEc:rim:rimwps:17_12.

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  122. On the plausibility of adaptive learning in macroeconomics: A puzzling conflict in the choice of the representative algorithm. (2012). Galimberti, Jaqueson ; Berardi, Michele.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:177.

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  123. 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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  124. Is there an optimal forecast combination? A stochastic dominance approach applied to the forecast combination puzzle.. (2012). Yazgan, Ege ; Stengos, Thanasis ; Pinar, Mehmet.
    In: Working Papers.
    RePEc:gue:guelph:2012-06..

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  125. Mankiw vs. DeLong and Krugman on the CEAs Real GDP Forecasts in Early 2009: What Might a Time Series Econometrician Have Said?. (2012). Cushman, David.
    In: Econ Journal Watch.
    RePEc:ejw:journl:v:9:y:2012:i:3:p:309-349.

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  126. Technical trading revisited: False discoveries, persistence tests, and transaction costs. (2012). Scaillet, Olivier ; Bajgrowicz, Pierre.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:106:y:2012:i:3:p:473-491.

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  127. Consumption and real exchange rates in professional forecasts. (2012). Yetman, James ; Smith, Gregor ; Devereux, Michael.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:86:y:2012:i:1:p:33-42.

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  128. Inflation, price dispersion and market integration through the lens of a monetary search model. (2012). Nautz, Dieter ; Becker, Sascha S..
    In: European Economic Review.
    RePEc:eee:eecrev:v:56:y:2012:i:3:p:624-634.

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  129. Forecasting Inflation with a Simple and Accurate Benchmark: a Cross-Country Analysis. (2012). Pincheira, Pablo ; Medel, Carlos A..
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:677.

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  130. Forecasting Inflation With a Random Walk. (2012). Pincheira, Pablo ; Medel, Carlos A..
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:669.

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

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  132. 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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  133. Forecasting Bond Yields with Segmented Term Structure Models. (2012). Almeida, Caio ; Vicente, Jose ; Simonsen, Axel.
    In: Working Papers Series.
    RePEc:bcb:wpaper:288.

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  134. The Meta Taylor Rule. (2011). Shields, Kalvinder ; Morley, James ; Lee, Kevin.
    In: Discussion Papers.
    RePEc:not:notcfc:11/07.

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  135. The Meta Taylor Rule. (2011). Morley, James ; Lee, Kevin ; Kevin Lee, James Morley, ; Sheields, Kalvinder .
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:1131.

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  136. Improving forecasting performance by window and model averaging. (2011). Thomakos, Dimitrios ; Bhattacharya, Prasad.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2011-05.

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  137. Quantiles as optimal point forecasts. (2011). Gneiting, Tilmann.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y::i:2:p:197-207.

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  138. On economic evaluation of directional forecasts. (2011). Blaskowitz, Oliver ; Herwartz, Helmut.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y:2011:i:4:p:1058-1065.

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  139. Quantiles as optimal point forecasts. (2011). Gneiting, Tilmann.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y:2011:i:2:p:197-207.

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  140. Understanding models forecasting performance. (2011). Sekhposyan, Tatevik ; Rossi, Barbara.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:164:y:2011:i:1:p:158-172.

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  141. Quantile regression for dynamic panel data with fixed effects. (2011). Galvao, Antonio.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:164:y:2011:i:1:p:142-157.

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  142. Mean absolute percentage error and bias in economic forecasting. (2011). Mckenzie, Jordi.
    In: Economics Letters.
    RePEc:eee:ecolet:v:113:y:2011:i:3:p:259-262.

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  143. Advances in Forecasting Under Instability. (2011). Rossi, Barbara.
    In: Working Papers.
    RePEc:duk:dukeec:11-20.

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  144. The potential of a small model. (2011). Zwaneveld, Peter ; Geurs, K ; Renes, Gusta ; Romijn, Gerbert.
    In: CPB Discussion Paper.
    RePEc:cpb:discus:193.rdf.

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  145. The potential of a small model. (2011). Teulings, Coen ; Elbourne, Adam.
    In: CPB Discussion Paper.
    RePEc:cpb:discus:193.

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  146. Seven Leading Indexes of New Zealand Employment. (2011). Claus, Edda.
    In: The Economic Record.
    RePEc:bla:ecorec:v:87:y:2011:i:276:p:76-89.

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  147. Inflation, price dispersion and market integration through the lens of a monetary search model. (2010). Nautz, Dieter ; Becker, Sascha S.
    In: SFB 649 Discussion Papers.
    RePEc:zbw:sfb649:sfb649dp2010-058.

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  148. 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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  149. Three new empirical perspectives on the Hodrick–Prescott parameter. (2010). Fukuda, Kosei.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:3:p:713-731.

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  150. Predicting the signs of forecast errors. (2010). Waldmann, Robert ; Solferino, Nazaria.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:29:y:2010:i:5:p:476-485.

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  151. What do we learn from the price of crude oil futures?. (2010). Kilian, Lutz ; Alquist, Ron.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:25:y:2010:i:4:p:539-573.

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  152. Inflation, Price Dispersion and Market Integration through the Lens of a Monetary Search Model. (2010). Nautz, Dieter ; Becker, Sascha S..
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2010-058.

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  153. Perspectives on Evaluating Macroeconomic Forecasts. (2010). Stekler, Herman.
    In: Working Papers.
    RePEc:gwc:wpaper:2010-002.

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  154. 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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  155. The sources of variability in U.S. food prices. (2010). Miljkovic, Dragan ; Lambert, David.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:32:y::i:2:p:210-222.

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  156. 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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  157. 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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  158. On economic evaluation of directional forecasts. (2009). Herwartz, Helmut ; Blaskowitz, Oliver J.
    In: SFB 649 Discussion Papers.
    RePEc:zbw:sfb649:sfb649dp2009-052.

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  159. Inflation dynamics and food prices in an agricultural economy : the case of Ethiopia. (2009). Durevall, Dick ; Birru, Yohannes A. ; Loening, Josef L..
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4969.

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  160. Ethiopia: Updated Inflation Forecasts. (2009). Durevall, Dick.
    In: MPRA Paper.
    RePEc:pra:mprapa:25899.

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  161. Combining parametric and nonparametric approaches for more efficient time series prediction. (2009). Zakoian, Jean-Michel ; Francq, Christian ; Dabo-Niang, Sophie.
    In: MPRA Paper.
    RePEc:pra:mprapa:16893.

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  162. On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals. (2009). van Wincoop, Eric ; Bacchetta, Philippe.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15008.

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  163. On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals. (2009). van Wincoop, Eric ; Bacchetta, Philippe.
    In: Working Papers.
    RePEc:hkm:wpaper:272009.

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  164. Pooling forecasts in linear rational expectations models. (2009). Smith, Gregor.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:11:p:1858-1866.

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  165. On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals. (2009). van Wincoop, Eric ; Bacchetta, Philippe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7309.

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  166. On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models. (2009). Rombouts, Jeroen ; Laurent, Sébastien ; Violente, Francesco .
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2009s-45.

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  167. When RSI met the Binomial-Tree. (2009). Sagner, Andres ; Alfaro, Rodrigo.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:520.

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  168. Modeling the rand-dollar future spot rates: The Kalman Filter approach. (2008). Bonga-Bonga, Lumengo.
    In: Working Papers.
    RePEc:rza:wpaper:098.

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  169. Predicting the Signs of Forecast Errors. (2008). Waldmann, Robert ; Solferino, Nazaria.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:135.

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  170. What Do We Know About G-7 Macro Forecasts?. (2008). Stekler, Herman O..
    In: Working Papers.
    RePEc:gwc:wpaper:2008-009.

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  171. Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models. (2008). Wohlrabe, Klaus ; Robinzonov, Nikolay .
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_57.

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  172. Combining Canadian Interest-Rate Forecasts. (2008). Romanyuk, Yuliya ; Bolder, David.
    In: Staff Working Papers.
    RePEc:bca:bocawp:08-34.

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  173. Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study. (2008). Zeng, Ning ; Conrad, Christian ; Karanasos, Menelaos.
    In: Working Papers.
    RePEc:awi:wpaper:0472.

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  174. How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market. (2008). Irwin, Scott ; Garcia, Philip ; Colino, Evelyn V..
    In: 2008 Conference, April 21-22, 2008, St. Louis, Missouri.
    RePEc:ags:nccest:37620.

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  175. Expected Stock Returns and Variance Risk Premia. (2008). Tauchen, George ; Bollerslev, Tim ; Hao, Tzuo.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-48.

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  176. Nowcasting and predicting data revisions in real time using qualitative panel survey data. (2007). Silverstone, Brian ; Mitchell, James ; Matheson, Troy.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2007/02.

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  177. Regional employment forecasts with spatial interdependencies. (2007). Schanne, Norbert ; Wapler, Rudiger ; Kunz, Marcus ; Hampel, Katharina ; Weyh, Antje.
    In: IAB-Discussion Paper.
    RePEc:iab:iabdpa:200702.

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  178. Mismeasured personal saving and the permanent income hypothesis. (2007). Nakamura, Leonard ; Stark, Tom.
    In: Working Papers.
    RePEc:fip:fedpwp:07-8.

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  179. Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts. (2007). Timmermann, Allan ; Patton, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6526.

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  180. Inference about predictive ability when there are many predictors. (2007). Anatolyev, Stanislav ; Gospodinov, Nikolay.
    In: Working Papers.
    RePEc:cfr:cefirw:w0096.

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  181. Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output. (2006). Swanson, Norman ; Armah, Nii Ayi.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200619.

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  182. Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes. (2006). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200618.

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  183. International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence. (2006). Swanson, Norman ; Radchenko, Stanislav ; Korenok, Oleg.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200617.

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  184. The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives. (2006). Swanson, Norman ; Korenok, Oleg.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200615.

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  185. How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version. (2006). Swanson, Norman ; Korenok, Oleg.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200612.

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  186. An Evaluation of the World Economic Outlook Forecasts. (2006). Timmermann, Allan.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/059.

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  187. The trend growth rate of employment : past, present, and future. (2006). Nakata, Taisuke ; Clark, Todd.
    In: Economic Review.
    RePEc:fip:fedker:y:2006:i:qi:p:43-85:n:v.91no.1.

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  188. Forecasting economic aggregates by disaggregates. (2006). Hubrich, Kirstin ; Hendry, David.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006589.

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  189. A new theory of forecasting. (2006). Manganelli, Simone.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006584.

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  190. Forecasting Economic Aggregates by Disaggregates. (2006). Hubrich, Kirstin ; Hendry, David.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5485.

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