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192,952 Total downloads for all papers in this Publisher / Journal
Records 1 - 20 of 1174 matches
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Multi-Step Forecasting in the Presence of Weak TrendsOxford Economic Working Paper Series No. 2004-212
Guillaume Chevillon
ESSEC Business School
Date Posted:
Last Revised: August 23, 2008
Working Paper Series
72 downloads
Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price PatternsTinbergen Instituut Discussion Paper 09-107/4
Jan G. De Gooijer , Cees G. H. Diks and Lukasz T. Gatarek
University of Amsterdam - Department of Quantitative Economics (KE) , University of Amsterdam - Faculty of Economics and Business (FEB) and affiliation not provided to SSRN
Date Posted: November 23, 2009
Last Revised: November 23, 2009
Working Paper Series
11 downloads
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?University of Strathclyde Discussion Paper Series, 09-17
Dimitris Korobilis and Gary Koop
Deaprtment of Economics, University of Strathclyde and University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics
Date Posted: November 22, 2009
Last Revised: November 22, 2009
Working Paper Series
2 downloads
Modelling and Forecasting Short-Term Interest Rate Volatility: A Semiparametric Approach
Ai Jun Hou and Sandy Suardi
Economic department, Lund University and University of Melbourne
Date Posted: November 20, 2009
Last Revised: November 23, 2009
Working Paper Series
Forecast Comparison of Nonlinear Time Series Models of Us GDP: A Bayesian ApproachDimitris Korobilis
Deaprtment of Economics, University of Strathclyde
Date Posted: November 19, 2009
Last Revised: November 19, 2009
Working Paper Series
8 downloads
Forecasting Long Memory Time Series Under a Break in PersistenceCREATES Research Paper 2009-53
Philipp Sibbertsen and Robinson Kruse
University of Hannover and University of Aarhus
Date Posted: November 19, 2009
Last Revised: November 19, 2009
Working Paper Series
3 downloads
International Stock Return Predictability: What is the Role of the United States?David Rapach , Jack Strauss and Guofu Zhou
Saint Louis University - John Cook School of Business , Saint Louis University - Department of Economics and Washington University, St. Louis - John M. Olin School of Business
Date Posted: November 19, 2009
Last Revised: November 19, 2009
Working Paper Series
12 downloads
Bootstrap Confidence Bands for Forecast PathsAnna Staszewska-Bystrova
University of Lodz, Department of Economics and Sociology, Chair of Econometric Models and Forecasts
Date Posted: November 18, 2009
Last Revised: November 18, 2009
Working Paper Series
16 downloads
The Relationship between the Volatility of Returns and the Number of Jumps in Financial MarketsÁlvaro Cartea and Dimitrios Karyampas
Universidad Carlos III de Madrid - Department of Business Administration and University of London - Birkbeck College
Date Posted: November 18, 2009
Last Revised: November 18, 2009
Working Paper Series
28 downloads
A Defence of the FOMCCEPR Discussion Paper No. DP7510
Martin Ellison and Thomas J. Sargent
University of Oxford and Leonard N. Stern School of Business - Department of Economics
Date Posted: November 17, 2009
Last Revised: November 19, 2009
Working Paper Series
Predicting Recoveries and the Importance of Using Enough InformationCEPR Discussion Paper No. DP7508
Xiaoming Cai and Wouter J. den Haan
affiliation not provided to SSRN and University of Amsterdam
Date Posted: November 17, 2009
Last Revised: November 17, 2009
Working Paper Series
Google Searches as a Means of Improving the Nowcasts of Key Macroeconomic VariablesDIW Berlin Discussion Paper No. 946
Konstantin A. Kholodilin , Maximilian Podstawski , Boriss Siliverstovs and Constantin Bürgi
German Institute for Economic Research (DIW Berlin) , affiliation not provided to SSRN , German Institute for Economic Research (DIW Berlin) - Department of International Economics and affiliation not provided to SSRN
Date Posted: November 17, 2009
Last Revised: November 17, 2009
Working Paper Series
14 downloads
Estimation and Forecasting in Large Datasets with Conditionally Heteroskedastic Dynamic Common factorsECB Working Paper No. 1115
Lucia Alessi , Matteo Barigozzi and Marco Capasso
European Central Bank (ECB) , Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and University of Utrecht
Date Posted: November 16, 2009
Last Revised: November 16, 2009
Working Paper Series
3 downloads
Forecasting the Technical Range Volatility with Moving Average (TRV-MA) Modlehaibin Xie , Guohua Zou and Shouyang Wang
affiliation not provided to SSRN , Chinese Academy of Sciences - Academy of Mathematics and Systems Science and Chinese Academy of Sciences (CAS) - Center for Forecasting Science
Date Posted: November 15, 2009
Last Revised: November 15, 2009
Working Paper Series
9 downloads
Information Criteria for Impulse Response Function Matching Estimation of DSGE ModelsEconomic Research Initiatives at Duke (ERID) Working Paper No. 29
Barbara Rossi , Alastair Hall , Atsushi Inoue and James M. Nason
Duke University - Department of Economics , University of Manchester , North Carolina State University - Department of Agricultural & Resource Economics and Federal Reserve Bank of Atlanta
Date Posted: November 13, 2009
Last Revised: November 17, 2009
Accepted Paper Series
13 downloads
Oil Exports and the Iranian Economy
CESifo Working Paper Series No. 2843
Hadi Salehi Esfahani , Kamiar Mohaddes and M. Hashem Pesaran
University of Illinois at Urbana-Champaign , University of Cambridge - Faculty of Economics and Politics and Cambridge University - Faculty of Economics
Date Posted: November 12, 2009
Last Revised: November 12, 2009
Working Paper Series
Oil Exports and the Iranian EconomyIZA Discussion Paper No. 4537
Hadi Salehi Esfahani , Kamiar Mohaddes and M. Hashem Pesaran
University of Illinois at Urbana-Champaign , University of Cambridge - Faculty of Economics and Politics and Cambridge University - Faculty of Economics
Date Posted: November 9, 2009
Last Revised: November 9, 2009
Working Paper Series
3 downloads
Predictability on Finite Horizon for Processes with Exponential Decrease of Energy on Higher Frequencies
Signal processing, Vol. 90, No. 2, pp. 696-701, February 2010
Nikolai Dokuchaev
Trent University - Department of Mathematics
Date Posted: November 6, 2009
Last Revised: November 16, 2009
Accepted Paper Series
A Value-at-Risk Analysis of VIX Futures Long Memory, Heavy Tails, and AsymmetryBujar Huskaj
Lund University
Date Posted: November 4, 2009
Last Revised: November 4, 2009
Working Paper Series
16 downloads
Does Accounting for Spatial Effects Help Forecasting the Growth of Chinese Provinces?DIW Berlin Discussion Paper No. 938
Eric Girardin and Konstantin A. Kholodilin
University Aix-Marseille 2 - GREQAM and German Institute for Economic Research (DIW Berlin)
Date Posted: November 4, 2009
Last Revised: November 4, 2009
Working Paper Series
3 downloads
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