Ramon Trias Fargas, 25-27
Barcelona, Barcelona 08005
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Barcelona Graduate School of Economics
in Total Papers Downloads
in Total Papers Citations
Exchange rates, forecasting, commodity prices, random walk
ommodity prices, exchange rates, equity prices, forecasting
impulse response function, matching estimator, redundant selection criterion
Monetary policy, government spending, fiscal policy, business cycle fluctuations, medium cycle
Exchange Rates, Forecasting, Instability, Forecast Evaluation
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP9575.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Exchange Rates, Forecast Evaluation, Forecasting, Instability
Forecasting, Instabilities, Forecast Evaluation, Overfitting, Exchange Rates
Uncertainty, Risk, Ambiguity, Knightian Uncertainty, Survey of Professional Forecasters, Predictive Densities
File name: DP11415.
Ambiguity, Knightian Uncertainty, Predictive Densities., risk, Survey of Professional Forecasters, uncertainty
Predictive Ability Testing, Forecast Evaluation, Estimation Window
Structural change, Forecast evaluation, Forecast rationality testing, In-sample evaluation, Out-of-sample evaluation
Forecasting, forecast rationality, regression-based tests of forecasting ability, Greenbook forecasts, survey forecasts, real-time data
File name: DP11391.
forecast rationality, Forecasting, Greenbook, Monetary policy, real-time data, survey
Output Forecasts, Inflation Forecasts, Model Selection, Structural Change, Forecast Evaluation, Real-time Data
Model Selection Tests, Misspecification, Structural Change, Kullback-Leibler Information Criterion
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: IERE.
Predictive Density, Probability Integral Transform, Kolmogorov-Smirnov Test, Carmer-von Mises Test, Forecast Evaluation
File name: ectj.
Predictive Density Evaluation, Structural Change, Output Growth Forecasts, Inflation Forecasts
Predictive Density, Dynamic Mis-specifi
cation, Instability, Structural Change, Forecast Evaluation
File name: iere.
File name: obes.
File name: SSRN-id598145.
Local to unity asymptotics, persistence, impulse response functions, VARs
This is a Palgrave MacMillan paper. Palgrave MacMillan charges $30.00 .
File name: imfer.
File name: DP8635.
File name: obes.
File name: DP9576.
Bayesian VAR, DSGE, forecast comparison, forecast optimality, Forecasting, real-time data
Exchange rates; Predictive ability; Out-of-sample fit
File name: DP11388.
factor models, Forecasting, GDP forecasts, large datasets, partial least squares, principal components, regularization methods, Ridge, sparsity, variable selection
File name: DP10168.
forecasting, GDP growth, inflation, instabilities, structural change
File name: DP10140.
DSGE models, empirical macroeconomics, model misspecification
File name: DP9631.
Fiscal policy, Government spending shocks, Heterogeneity, Tax shocks
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 1.279 seconds