[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Economic Forecasting. (2007). Timmermann, Allan ; Elliott, Graham.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:6158.

Full description at Econpapers || Download paper

Cited: 7

Citations received by this document

Cites: 35

References cited by this document

Cocites: 29

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Attempting to Quantify the Accuracy of Complex Macroeconomic Forecasts. (2014). Dobrescu, Emilian.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2014:i:4:p:5-21.

    Full description at Econpapers || Download paper

  2. Comparability of Health Care Responsiveness in Europe using anchoring vignettes from SHARE. (2008). Sirven, Nicolas ; Santos-Eggimann, Brigitte ; Spagnoli, Jacques .
    In: Working Papers.
    RePEc:irh:wpaper:dt15.

    Full description at Econpapers || Download paper

  3. Elusive return predictability. (2008). Timmermann, Allan.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:24:y:2008:i:1:p:1-18.

    Full description at Econpapers || Download paper

  4. What Do We Learn from the Price of Crude Oil Futures?. (2007). Kilian, Lutz ; Alquist, Ron.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6548.

    Full description at Econpapers || Download paper

  5. Online Forecast Combination for Dependent Heterogeneous Data. (2007). Sancetta, Alessio.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0718.

    Full description at Econpapers || Download paper

  6. Forecasting Distributions with Experts Advice. (2005). Sancetta, Alessio.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0517.

    Full description at Econpapers || Download paper

  7. Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2004s-19.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. [1] Amato, J.D. and N.R. Swanson, 2001, The Real Time Predictive Content of Money for Output. Journal of Monetary Economics 48, 3-24.

  2. [10] Box, G. and G. Jenkins, 1970, Time Series Analysis: Forecasting and Control. Holden-Day, San Francisco.
    Paper not yet in RePEc: Add citation now
  3. [11] Breiman, 1995, Better Subset Regression Using the Nonnegative Garrote. Technometrics 37, 373-384.
    Paper not yet in RePEc: Add citation now
  4. [12] Breiman, 1996, Bagging Predictors, Machine Learning, 24, 123-140.
    Paper not yet in RePEc: Add citation now
  5. [13] Brown, B.Y. and S. Maital, 1981, What do Economists Know? An Empirical Study of Experts Expectations. Econometrica 49, 491-504.

  6. [14] Campbell, B. and E. Ghysels, 1995, Federal Budget Projections: A Nonparametric Assessment of Bias and Efficiency. Review of Economics and Statistics, 17-31.

  7. [15] Capistran, C., 2005, Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious. Mimeo, Banco de Mexico.

  8. [16] Chong, Y.Y. and D.F. Hendry, 1986, Econometric evaluation of linear macro-economic models, Review of Economic Studies 53:671-690.

  9. [17] Christoffersen, P. and K. Jacobs, 2004, The Importance of the Loss Function in Option Valuation. Journal of Financial Economics, 72, 291-318.

  10. [18] Christoffersen, P.F. and F.X. Diebold, 1997, Optimal Prediction under Asymmetric Loss. Econometric Theory 13, 808-817.

  11. [19] Clark, T.E. and M.W. McCracken, 2001, Tests of Equal Forecast Accuracy and Encompassing for Nested Models. Journal of Econometrics 105, 85-110. 45

  12. [2] Andersen, T.G., T. Bollerslev, P.F. Christoffersen and F.X. Diebold, 2006, Volatility and Correlation Forecasting. Pages 777-877 in G. Elliott, C.W.J. Granger and A. Timmermann (eds.) Handbook of Economic Forecasting. Amsterdam: North Holland. 44

  13. [20] Clark, T.E. and K.D. West. 2004. Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis. Working Paper 04-03, Kansas City Federal Reserve, Kansas City, USA.

  14. [21] Clemen, R.T., 1989, Combining Forecasts: A Review and Annotated Bibliography. International Journal of Forecasting 5, 559-581.

  15. [22] Clements, M.P. and D.F. Hendry, 1998, Forecasting Economic Time Series, Cambridge University Press.

  16. [23] Clements, M.P. and D.F. Hendry, 2006, Forecasting with Breaks in Data Processes, in C.W.J. Granger, G. Elliott and A. Timmermann (eds.) Handbook of Economic Forecasting, 605-657, Amsterdam, North-Holland.

  17. [24] Clements, M.P. and D.F. Hendry, 2002, Modelling Methodology and Forecast Failure. Econometrics Journal 5, 319-344.

  18. [25] Corradi, V. and N.R. Swanson, 2002, A Consistent Test for Out of Sample Nonlinear Predictive Ability. Journal of Econometrics 110, 353-381.

  19. [26] Corradi, V. and N.R. Swanson, 2006, Predictive Density Evaluation, in C.W.J. Granger, G. Elliott and A. Timmermann (eds.) Handbook of Economic Forecasting, 197-286, Amsterdam, North-Holland.

  20. [27] Croushore, D., 2006, Forecasting with Real-Time Macroeconomic Data. Pages 961-982 in G. Elliott, C. Granger and A. Timmermann (eds.) Handbook of Economic Forecasting. NorthHolland: Amsterdam.

  21. [28] Croushore, D. and T. Stark, 2003, A Real-time Data Set for Macroeconomists: Does the Data Vintage Matter? Review of Economics and Statistics 85, 605-617.

  22. [29] Davies, A. and K. Lahiri, 1995, A New Framework for Analyzing three-dimensional Panel Data. Journal of Econometrics 68, 205-227.

  23. [3] Ang, A. and G. Bekaert, 2002, Regime Switches in Interest Rates, Journal of Business and Economic Statistics, 20, 163-182.

  24. [30] Del Negro, M., F. Schorfheide, F. Smets and R. Wouters, 2006, On the Fit of New-Keynesian Models. Forthcoming in Econometric Reviews.

  25. [31] Diebold, F., Gunther, T., and A., Tay, 1998, Evaluating Density Forecasts, International Economic Review 39, 863-883.
    Paper not yet in RePEc: Add citation now
  26. [32] Diebold, F. X. and L. Kilian, 2000, Unit-Root Tests are Useful for Selecting Forecasting Models, Journal of Business and Statistics, 18, 265-273.

  27. [33] Diebold, F.X. and R. Mariano, 1995, Comparing Predictive Accuracy. Journal of Business and Economic Statistics 13, 253-65.

  28. [34] Diebold, F.X. and P. Pauly, 1990, The use of prior information in forecast combination, International Journal of Forecasting 6:503-508. 46

  29. [35] Diebold, F.X. and G.D. Rudebusch, 1991, Forecasting Output with the Composite Leading

  30. [4] Artis, M. and M. Marcellino, 2001, Fiscal Forecasting: The Track Record of the IMF, OECD and EC. Econometrics Journal 4, S20-S36.

  31. [5] Bai, J., 1997, Estimation of a Change Point in Multiple Regression Models. Review of Economics and Statistics 79, 551-563.

  32. [6] Bai, J. and P. Perron, 1998, Estimating and Testing Linear Models with Multiple Structural Changes. Econometrica 66, 47-78.

  33. [7] Bates, J.M. and C.W.J. Granger, 1969, The Combination of Forecasts. Operations Research Quarterly 20, 451-468.
    Paper not yet in RePEc: Add citation now
  34. [8] Batchelor R. and P. Dua, 1991, Blue Chip Rationality Tests. Journal of Money, Credit and Banking 23, 692-705.

  35. [9] Batchelor, R. and D.A. Peel, 1998, Rationality Testing under Asymmetric Loss. Economics Letters 61, 49-54.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Efficiency and risk in european banking. (2010). Molyneux, Philip ; Marques-Ibanez, David ; Fiordelisi, Franco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101211.

    Full description at Econpapers || Download paper

  2. THE PRODUCTIVITY-WAGE AND PRODUCTIVITYEMPLOYMENT NEXUS - A PANEL DATA ANALYSIS OF INDIAN MANUFACTURING. (2009). Narayan, Paresh ; Bhattacharya, Mita ; Rath, Badri N. ; Popp, Stephen .
    In: Development Research Unit Working Paper Series.
    RePEc:mos:druwps:2009-07.

    Full description at Econpapers || Download paper

  3. Monetary Misperceptions, Output and Inflation Dynamics. (2009). Dellas, Harris ; Collard, Fabrice.
    In: School of Economics Working Papers.
    RePEc:adl:wpaper:2009-23.

    Full description at Econpapers || Download paper

  4. Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty. (2008). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony ; Mise, Emi .
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2008/13.

    Full description at Econpapers || Download paper

  5. Monetary policy shocks in the euro area and global liquidity spillovers. (2008). Zaghini, Andrea ; Sousa, João.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:13:y:2008:i:3:p:205-218.

    Full description at Econpapers || Download paper

  6. Frontiers of real-time data analysis. (2008). Croushore, Dean.
    In: Working Papers.
    RePEc:fip:fedpwp:08-4.

    Full description at Econpapers || Download paper

  7. Forecast Combination With Entry and Exit of Experts. (2008). Timmermann, Allan ; Capistrán, Carlos ; Capistran, Carlos .
    In: CREATES Research Papers.
    RePEc:aah:create:2008-55.

    Full description at Econpapers || Download paper

  8. Simple interest rate rules with a role for money. (2007). Seitz, Franz ; Gerberding, Christina ; Scharnagl, Michael.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:6648.

    Full description at Econpapers || Download paper

  9. Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship. (2007). Hill, Jonathan.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:4:p:747-765.

    Full description at Econpapers || Download paper

  10. Economic Forecasting. (2007). Timmermann, Allan ; Elliott, Graham.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6158.

    Full description at Econpapers || Download paper

  11. Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers. (2007). Zaghini, Andrea ; Sousa, João.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_629_07.

    Full description at Econpapers || Download paper

  12. Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty. (2007). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony ; Mise, Emi .
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0714.

    Full description at Econpapers || Download paper

  13. Regime Shifts in the Indicator Properties of Narrow Money in Canada. (2006). Djoudad, Ramdane ; Loi, Jackson ; Chan, Tracy .
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-6.

    Full description at Econpapers || Download paper

  14. Real Time Representations of the Output Gap. (2006). Shields, K ; Lee, Kevin ; Garratt, Anthony ; Mise, Emi .
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0619.

    Full description at Econpapers || Download paper

  15. Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty. (2006). Shields, K ; Lee, Kevin ; Garratt, Anthony ; Mise, Emi .
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0618.

    Full description at Econpapers || Download paper

  16. Multivariate STAR Unemployment Rate Forecasts. (2005). Rothman, Philip ; Milas, Costas.
    In: Econometrics.
    RePEc:wpa:wuwpem:0502010.

    Full description at Econpapers || Download paper

  17. Real time Representations of the Output Gap. (2005). Shields, K ; Lee, Kevin ; Garratt, Anthony ; Mise, Emi .
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:26.

    Full description at Econpapers || Download paper

  18. Monetary policy shocks in the euro area and global liquidity spillovers. (2004). Zaghini, Andrea ; Sousa, Joo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004309.

    Full description at Econpapers || Download paper

  19. Narrow Money and the Business Cycle: Theoretical aspects and euro area evdence. (2003). Seitz, Franz ; Reimers, Hans-Eggert ; Brand, Claus.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0303012.

    Full description at Econpapers || Download paper

  20. The Effect of Monetary Policy on Economic Output. (2003). Jones, Garett ; Haslag, Joseph ; Hafer, Rik.
    In: Working Papers.
    RePEc:umc:wpaper:0311.

    Full description at Econpapers || Download paper

  21. Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200316.

    Full description at Econpapers || Download paper

  22. Ciclo de la economía española y contenido informativo de los tipos de interés. (2002). NOVELL, PONS J..
    In: Estudios de Economía Aplicada.
    RePEc:lrk:eeaart:20_3_4.

    Full description at Econpapers || Download paper

  23. Survey measures of expected inflation : revisiting the issues of predictive content and rationality. (2002). Mehra, Yash P..
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2002:i:sum:p:17-36.

    Full description at Econpapers || Download paper

  24. Is macroeconomic research robust to alternative data sets?. (2002). Croushore, Dean ; Stark, Tom.
    In: Working Papers.
    RePEc:fip:fedpwp:02-3.

    Full description at Econpapers || Download paper

  25. Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy. (2002). Segoviano, Miguel A. ; Lowe, Philip.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24948.

    Full description at Econpapers || Download paper

  26. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2002). Kilian, Lutz ; Inoue, Atsushi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3671.

    Full description at Econpapers || Download paper

  27. Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy. (2002). Segoviano, Miguel A. ; Lowe, Philip.
    In: BIS Working Papers.
    RePEc:bis:biswps:117.

    Full description at Econpapers || Download paper

  28. Real-time GDP forecasting in the euro area. (2002). Golinelli, Roberto ; Baffigi, Alberto ; Parigi, Giuseppe .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_456_02.

    Full description at Econpapers || Download paper

  29. Predictive ability with cointegrated variables. (2001). Swanson, Norman ; Olivetti, Claudia ; Corradi, Valentina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:104:y:2001:i:2:p:315-358.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-26 14:28:16 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.