The following pages link to Journal of Forecasting (Q145567):
Displaying 50 items.
- Modeling and Forecasting the Yield Curve by an Extended Nelson-Siegel Class of Models: A Quantile Autoregression Approach (Q145570) (← links)
- The accuracy of extrapolation (time series) methods: Results of a forecasting competition (Q149880) (← links)
- Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction (Q154363) (← links)
- Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts (Q2997940) (← links)
- Testing for common autocorrelation in data-rich environments (Q2997941) (← links)
- Flow of conjunctural information and forecast of euro area economic activity (Q2997944) (← links)
- Pricing of basket options using univariate normal inverse Gaussian approximations (Q2997946) (← links)
- Inference for regression models with errors from a non-invertible MA(1) process (Q3018535) (← links)
- Identification of TAR models using recursive estimation (Q3018537) (← links)
- Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes (Q3018538) (← links)
- Random aggregation with applications in high-frequency finance (Q3018539) (← links)
- Gauss, Kalman and advances in recursive parameter estimation (Q3018540) (← links)
- Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra (Q3018541) (← links)
- Particle filters and Bayesian inference in financial econometrics (Q3018542) (← links)
- Distributional Kalman filters for Bayesian forecasting and closed form recurrences (Q3018543) (← links)
- Functional methods for time series prediction: a nonparametric approach (Q3018664) (← links)
- New proposals for the quantification of qualitative survey data (Q3018665) (← links)
- Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty (Q3018666) (← links)
- Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators (Q3065486) (← links)
- A new production function estimate of the euro area output gap (Q3065490) (← links)
- The transmission of shocks between Europe, Japan and the United States (Q3065492) (← links)
- The UK intranational business cycle (Q3065493) (← links)
- The local quadratic trend model (Q3065494) (← links)
- Survey data as coincident or leading indicators (Q3065495) (← links)
- Are disaggregate data useful for factor analysis in forecasting French GDP? (Q3065498) (← links)
- Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area (Q3065499) (← links)
- Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models (Q3065501) (← links)
- GDP nowcasting with ragged-edge data: a semi-parametric modeling (Q3065503) (← links)
- Nowcasting from disaggregates in the face of location shifts (Q3065504) (← links)
- Dynamic probit models and financial variables in recession forecasting (Q3065505) (← links)
- Combining inflation density forecasts (Q3065506) (← links)
- Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights (Q3065508) (← links)
- Foreign exchange market prediction with multiple classifiers (Q3065510) (← links)
- Robust forecasting with exponential and Holt-Winters smoothing (Q3065511) (← links)
- A simultaneous test of unit root and level change (Q3065514) (← links)
- Nowcasting and predicting data revisions using panel survey data (Q3065515) (← links)
- Do experts' adjustments on model-based SKU-level forecasts improve forecast quality? (Q3065517) (← links)
- Forecasting using targeted diffusion indexes (Q3065519) (← links)
- Directed graphs, information structure and forecast combinations: an empirical examination of US unemployment rates (Q3065520) (← links)
- Forecasting key macroeconomic variables from a large number of predictors: a state space approach (Q3065521) (← links)
- A monetary real-time conditional forecast of euro area inflation (Q3065522) (← links)
- Forecasting volatility with support vector machine-based GARCH model (Q3065523) (← links)
- Testing homogeneity of Japanese CPI forecasters (Q3065525) (← links)
- The detection of earnings manipulation: the three-phase cutting plane algorithm using mathematical programming (Q3065528) (← links)
- The variance ratio and trend stationary model as extensions of a constrained autoregressive model (Q3065530) (← links)
- Predicting the signs of forecast errors (Q3065532) (← links)
- Forecasting business failure in China using hybrid case-based reasoning (Q3065533) (← links)
- New evidence on the relation between return volatility and trading volume (Q3065535) (← links)
- Spreads versus professional forecasters as predictors of future output change (Q3065536) (← links)
- Incorporating higher moments into value-at-risk forecasting (Q3065537) (← links)
