Bruce E. Hansen

University of Wisconsin - Madison - Department of Economics

1180 Observatory Drive

Madison, WI 53706

United States

SCHOLARLY PAPERS

4

DOWNLOADS

316

CITATIONS

0

Scholarly Papers (4)

Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach

PIER Working Paper No. 12-046
Number of pages: 28 Posted: 27 Nov 2012
Xu Cheng and Bruce E. Hansen
University of Pennsylvania - Department of Economics and University of Wisconsin - Madison - Department of Economics
Downloads 138 (172,092)

Abstract:

Cross-validation, factor models, forecast combination, generated regressors, Mallows

Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version

PIER Working Paper No. 13-061
Number of pages: 38 Posted: 23 Oct 2013
Xu Cheng and Bruce E. Hansen
University of Pennsylvania - Department of Economics and University of Wisconsin - Madison - Department of Economics
Downloads 51 (324,424)

Abstract:

Cross-validation, factor models, forecast combination, generated regressors, Mallows

2.

Uncovering the Relationship between Real Interest Rates and Economic Growth

Michigan Retirement Research Center Research Paper No. 2013-303
Number of pages: 22 Posted: 07 Feb 2014 Last Revised: 18 Feb 2014
Bruce E. Hansen and Ananth Seshadri
University of Wisconsin - Madison - Department of Economics and University of Wisconsin - Madison - Department of Economics
Downloads 39 (316,527)

Abstract:

economic growth, interest rates, Social Security

Purchasing Power Parity and the Taylor Rule

Number of pages: 44 Posted: 01 Jul 2013
Hyeongwoo Kim, Ippei Fujiwara, Bruce E. Hansen and Masao Ogaki
Auburn University, Australian National University (ANU) - Crawford School of Public Policy, University of Wisconsin - Madison - Department of Economics and Keio University
Downloads 18 (464,614)

Abstract:

Purchasing Power Parity, Taylor Rule; Half-Life of PPP Deviations, Median Unbiased Estimator, Grid-t Confidence Interval

Purchasing Power Parity and the Taylor Rule

Number of pages: 43 Posted: 28 Jun 2013
Hyeongwoo Kim, Ippei Fujiwara, Bruce E. Hansen and Masao Ogaki
Auburn University, Australian National University (ANU) - Crawford School of Public Policy, University of Wisconsin - Madison - Department of Economics and Keio University
Downloads 15 (481,872)

Abstract:

Purchasing Power, Parity, Taylor Rule, Half-Life of PPP, Deviations, Median, Unbiased

4.

Minimum Mean Squared Error Model Averaging in Likelihood Models

Number of pages: 31 Posted: 04 Sep 2015
Ali Charkhi, Gerda Claeskens and Bruce E. Hansen
KU Leuven - Faculty of Business and Economics (FEB), Katholieke Universiteit Leuven (KUL) and University of Wisconsin - Madison - Department of Economics
Downloads 3 (346,568)

Abstract:

Frequentist model averaging, mean squared error, weight choice, local misspecification, likelihood regression