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How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?. (2003). Timmermann, Allan ; Pesaran, M.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_875.

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Cited: 3

Citations received by this document

Cites: 32

References cited by this document

Cocites: 50

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Coauthors: 0

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Citations

Citations received by this document

  1. Economic indicators for the US transportation sector. (2006). yao, vincent ; Lahiri, Kajal.
    In: Transportation Research Part A: Policy and Practice.
    RePEc:eee:transa:v:40:y:2006:i:10:p:872-887.

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  2. Nonrenewable Resource Prices: Deterministic or Stochastic Trends?. (2005). Strazicich, Mark ; list, john ; Lee, Junsoo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11487.

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  3. Cycles in the Transportation Sector and the Aggregate Economy. (2003). yao, vincent ; Lahiri, Kajal ; Young, Peg.
    In: Discussion Papers.
    RePEc:nya:albaec:03-14.

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References

References cited by this document

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Cocites

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    In: Tinbergen Institute Discussion Papers.
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  2. MODELLING THE GERMAN YIELD CURVE AND TESTING THE LUCAS CRITIQUE, 1975-2001. (2007). Santos, Carlos ; Oliveira, Maria Alberta .
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  3. Aggregate Wage Flexibility in Selected New EU Member States. (2007). Babecký, Jan.
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  4. Learning, structural instability and present value calculations. (2006). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
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  5. Learning, structural instability and present value calculations. (2006). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
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  6. Chronicles of a deflation unforetold. (2006). Velde, Francois.
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  7. Aggregate Wage Flexibility in Selected New EU Member States. (2006). Babecký, Jan ; Babetskii, Ian .
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  8. Learning, Structural Instability and Present Value Calculations. (2006). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
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  9. UK monetary regimes and macroeconomic stylised facts. (2006). Benati, Luca.
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  11. The persistence of inflation in OECD countries: A fractionally integrated approach. (2005). Mayoral, Laura.
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  12. The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach. (2005). Mayoral, Laura ; Gadea, María.
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  13. Optimal Monetary Policy under Hysteresis. (2005). Kapadia, Sujit.
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  15. Can Endogenous Changes in Price Flexibility Alter the Relative Welfare Performance of Exchange Rate Regimes?. (2005). Sutherland, Alan ; Senay, Ozge.
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    In: CESifo Working Paper Series.
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    Full description at Econpapers || Download paper

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