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There are 28125 results for: content related to: The Role of Financial Variables in predicting economic activity

  1. The Effect of Estimating Parameters on Long-Term Forecasts for Cointegrated Systems

    Journal of Forecasting

    Volume 31, Issue 4, July 2012, Pages: 344–360, Hiroaki Chigira and Taku Yamamoto

    Article first published online : 16 MAR 2011, DOI: 10.1002/for.1230

  2. Second-Generation Prediction Markets for Information Aggregation: A Comparison of Payoff Mechanisms

    Journal of Forecasting

    Volume 31, Issue 6, September 2012, Pages: 469–489, Christian Slamka, Wolfgang Jank and Bernd Skiera

    Article first published online : 26 FEB 2011, DOI: 10.1002/for.1225

  3. The Volatility and Density Prediction Performance of Alternative GARCH Models

    Journal of Forecasting

    Volume 31, Issue 2, March 2012, Pages: 157–171, Teng-Hao Huang and Yaw-Huei Wang

    Article first published online : 28 JAN 2011, DOI: 10.1002/for.1217

  4. Do Long-Run Theory Restrictions Help in Forecasting?

    Journal of Forecasting

    Volume 31, Issue 5, August 2012, Pages: 401–422, S. Mahdi Barakchian

    Article first published online : 13 MAR 2011, DOI: 10.1002/for.1229

  5. A Robust Data-Mining Approach to Bankruptcy Prediction

    Journal of Forecasting

    Volume 31, Issue 6, September 2012, Pages: 504–523, Mehdi Divsalar, Habib Roodsaz, Farshad Vahdatinia, Ghassem Norouzzadeh and Amir Hossein Behrooz

    Article first published online : 22 MAR 2011, DOI: 10.1002/for.1232

  6. Forecasting Hourly Peak Call Volume for a Rural Electric Cooperative Call Center

    Journal of Forecasting

    Volume 31, Issue 4, July 2012, Pages: 314–329, Taeyoon Kim, Phil Kenkel and B. Wade Brorsen

    Article first published online : 2 MAR 2011, DOI: 10.1002/for.1226

  7. Multivariate GARCH Models with Correlation Clustering

    Journal of Forecasting

    Volume 31, Issue 5, August 2012, Pages: 443–468, Mike K. P. So and Iris W. H. Yip

    Article first published online : 30 MAR 2011, DOI: 10.1002/for.1234

  8. Forecasting Stock Market Volatility in Central and Eastern European Countries

    Journal of Forecasting

    Volume 31, Issue 6, September 2012, Pages: 490–503, Barry Harrison and Winston Moore

    Article first published online : 20 FEB 2011, DOI: 10.1002/for.1214

  9. Exploring Survey-Based Inflation Forecasts

    Journal of Forecasting

    Volume 31, Issue 6, September 2012, Pages: 524–539, Luis Gil-Alana, Antonio Moreno and Fernando Pérez de Gracia

    Article first published online : 11 APR 2011, DOI: 10.1002/for.1235

  10. Business Cycle Forecasts and their Implications for High Frequency Stock Market Returns

    Journal of Forecasting

    Volume 31, Issue 1, January 2012, Pages: 1–14, Horst Entorf, Anne Gross and Christian Steiner

    Article first published online : 16 FEB 2011, DOI: 10.1002/for.1206

  11. Semiparametric forecast intervals

    Journal of Forecasting

    Volume 31, Issue 3, April 2012, Pages: 189–228, Jason J. Wu

    Article first published online : 25 MAY 2010, DOI: 10.1002/for.1185

  12. Twisting the Dollar? On the Consistency of Short-Run and Long-Run Exchange Rate Expectations

    Journal of Forecasting

    Volume 31, Issue 7, November 2012, Pages: 596–616, Michael Frenkel, Jan-Christoph Rülke and Georg Stadtmann

    Article first published online : 10 JUL 2011, DOI: 10.1002/for.1238

  13. A latent variable approach to forecasting the unemployment rate

    Journal of Forecasting

    Volume 31, Issue 3, April 2012, Pages: 229–244, Chew Lian Chua, G. C. Lim and Sarantis Tsiaplias

    Article first published online : 26 JAN 2011, DOI: 10.1002/for.1210

  14. Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis

    Journal of Forecasting

    Volume 31, Issue 8, December 2012, Pages: 661–687, Cathy W.S. Chen, Richard Gerlach, Edward M. H.  Lin and W. C. W. Lee

    Article first published online : 26 MAY 2011, DOI: 10.1002/for.1237

  15. Predicting the Direction of the Fed's Target Rate

    Journal of Forecasting

    Volume 31, Issue 1, January 2012, Pages: 47–67, Heikki Kauppi

    Article first published online : 14 NOV 2010, DOI: 10.1002/for.1201

  16. Forecasting the Yield Curve in a Data-Rich Environment Using the Factor-Augmented Nelson–Siegel Model

    Journal of Forecasting

    Volume 32, Issue 3, April 2013, Pages: 193–214, Peter Exterkate, Dick Van Dijk, Christiaan Heij and Patrick J. F. Groenen

    Article first published online : 27 OCT 2011, DOI: 10.1002/for.1258

  17. Term Structure Forecasting: No-Arbitrage Restrictions versus Large Information Set

    Journal of Forecasting

    Volume 31, Issue 2, March 2012, Pages: 124–156, Carlo A. Favero, Linlin Niu and Luca Sala

    Article first published online : 21 JUN 2010, DOI: 10.1002/for.1181

  18. Using Firm-Level Leverage as an Investment Strategy

    Journal of Forecasting

    Volume 31, Issue 3, April 2012, Pages: 260–279, Yaz Gűlnur Muradoğlu and Sheeja Sivaprasad

    Article first published online : 1 MAR 2011, DOI: 10.1002/for.1221

  19. Modeling and Forecasting the Yield Curve by an Extended Nelson-Siegel Class of Models: A Quantile Autoregression Approach

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 111–123, Rafael B. de Rezende and Mauro S. Ferreira

    Article first published online : 20 NOV 2011, DOI: 10.1002/for.1256

  20. A Study of Value-at-Risk Based on M-Estimators of the Conditional Heteroscedastic Models

    Journal of Forecasting

    Volume 31, Issue 5, August 2012, Pages: 377–390, Farhat Iqbal and Kanchan Mukherjee

    Article first published online : 26 FEB 2011, DOI: 10.1002/for.1224