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| Apr 29 2013 |
Periklis Gogas , Theophilos Papadimitriou and Elvira Takli |
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Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 11 2013 |
Yanfeng Wei |
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Commodity prices, manufactured goods prices and inflation: evidence from Japan |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 04 2013 |
Kieran Burgess and Nicholas Rohde |
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Can Exchange Rates Forecast Commodity Prices? Recent Evidence using Australian Data |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 03 2012 |
Matthias Hartmann and Helmut Herwartz |
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Consolidation first - About twin deficits and the causal relation between fiscal budget and current account imbalances |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 11 2012 |
Henri Nyberg , Markku Lanne and Erkka Saarinen |
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Does noncausality help in forecasting economic time series? |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 05 2012 |
Carmine Trecroci |
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Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 23 2012 |
Tara M. Sinclair , H. O. Stekler and Warren Carnow |
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A new approach for evaluating economic forecasts
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Abstract Contact Information Citation Full Text - Note |
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| Aug 02 2012 |
Christian Pierdzioch , Jan C Rülke and Georg Stadtmann |
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Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 03 2012 |
João Caldeira , Guilherme Moura and André A.P. Santos |
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Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 26 2012 |
Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes |
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Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 04 2012 |
Sergey Krylov |
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Methodological Approach to Company Cash Flows Target-Oriented Forecasting Based on Financial Position Analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 25 2012 |
Jaqueson K. Galimberti and Sergio da Silva |
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An empirical case against the use of genetic-based learning classifier systems as forecasting devices |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 28 2011 |
Dean Fantazzini |
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Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 08 2011 |
Georg Stadtmann , Christian Pierdzioch and Jan Ruelke |
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Scattered Fiscal Forecasts |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 20 2011 |
Ozlem Goktas and Aycan Hepsag |
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Do stock returns lead real economic activity? Evidence from seasonal cointegration analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 05 2011 |
Chun-Teck Lye , Tze-Haw Chan and Chee-Wooi Hooy |
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Nonlinear prediction of Malaysian exchange rate with monetary fundamentals |
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Abstract Contact Information Citation Full Text - Note |
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| May 12 2011 |
João Caldeira and Luiz Furlani |
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Break-even inflation rate and the risk premium: an alternative approach to the VAR models in forecasting the CPI |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 16 2010 |
Dean Fantazzini |
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Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 15 2010 |
Julien Chevallier |
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Volatility forecasting of carbon prices using factor models |
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Abstract Contact Information Citation Full Text - Note |
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| May 18 2010 |
Henri Nyberg |
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Testing an autoregressive structure in binary time series models |
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Abstract Contact Information Citation Full Text - Note |
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| May 12 2010 |
Oreste Napolitano and Alberto Montagnoli |
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The European Unemployment Gap and the Role of Monetary Policy
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Abstract Contact Information Citation Full Text - Note |
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| Feb 10 2010 |
Dominique Guégan and Patrick Rakotomarolahy |
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A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 16 2009 |
Jui-Cheng Hung , Ren-Xi Ni and Matthew C. Chang |
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The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500 |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 07 2009 |
Markku Lanne |
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Properties of Market-Based and Survey Macroeconomic Forecasts for Different Data Releases |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 14 2008 |
Gueorgui I. Kolev |
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Forecasting aggregate stock returns using the number of initial public offerings as a predictor |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 02 2008 |
Olivier Darne |
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Using business survey in industrial and services sector to nowcast GDP growth:The French case |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 05 2008 |
Jeng-Bau Lin , Jin-Ming Liang and Chin-Chia Liang |
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Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 04 2008 |
Yasuhiko Nakamura |
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On Forecasting Recessions via Neural Nets |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 17 2007 |
Matei Demetrescu |
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Volatility Clustering in High-Frequency Data: A self-fulfilling prophecy? |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 06 2006 |
Jonas Andersson |
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Searching for the DGP when forecasting - Is it always meaningful for small samples? |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 04 2005 |
John C. Bernard and William Schulze |
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The next new thing: curiosity and the motivation to purchase novel products |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 23 2005 |
Kian-Ping Lim and Melvin J. Hinich |
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Cross-temporal universality of non-linear dependencies in Asian stock markets |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 06 2002 |
Konstantin A. Kholodilin |
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Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 19 2002 |
Konstantin Kholodilin |
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Predicting the Cyclical Phases of the Post-War U.S. Leading and Coincident Indicators |
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Abstract Contact Information Citation Full Text - Note |
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