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

SCHOLARLY PAPERS

3

DOWNLOADS

197

TOTAL CITATIONS

0

Scholarly Papers (3)

1.

Forecast Combination in the Frequency Domain

Bank of Finland Research Discussion Paper No. 1/2023
Number of pages: 48 Posted: 06 Feb 2023 Last Revised: 05 Mar 2024
Gonçalo Faria and Fabio Verona
Catholic University of Portugal (UCP) - Católica Porto Business School and Bank of Finland - Research
Downloads 102 (538,602)

Abstract:

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

2.

Enhancing Forecast Accuracy Through Frequency-domain Combination: Applications to Financial and Economic Indicators

Bank of Finland Research Discussion Paper No. 14/2024
Number of pages: 48 Posted: 05 Dec 2024
Gonçalo Faria and Fabio Verona
Catholic University of Portugal (UCP) - Católica Porto Business School and Bank of Finland - Research
Downloads 56 (750,039)

Abstract:

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

3.

Unlocking Predictive Potential: The Frequency-domain Approach to Equity Premium Forecasting

Bank of Finland Research Discussion Paper No. 10/2024
Number of pages: 27 Posted: 31 Oct 2024
Gonçalo Faria and Fabio Verona
Catholic University of Portugal (UCP) - Católica Porto Business School and Bank of Finland - Research
Downloads 39 (872,668)

Abstract:

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equity premium, predictability, frequency domain