Gonçalo Faria

Catholic University of Portugal (UCP) - Católica Porto Business School

Rua de Diogo Botelho 1327

Porto, Porto 4169-005

Portugal

University of Vigo

E.U. de Enx. Técn. Industrial.

Vigo, Pontevedra E-36200

Spain

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Scholarly Papers (1)

1.

Forecast Combination in the Frequency Domain

Bank of Finland Research Discussion Paper No. 1/2023
Number of pages: 42 Posted: 06 Feb 2023
Gonçalo Faria and Fabio Verona
Catholic University of Portugal (UCP) - Católica Porto Business School and Bank of Finland - Research
Downloads 55 (666,624)

Abstract:

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forecast combination, frequency domain, equity premium, GDP growth, Haar filter, wavelets