Search Results

There are 20513 results for: content related to: Global Capital Flows, Time-Varying Fundamentals and Transitional Exchange Rate Dynamics

  1. Predicting Bid–Ask Spreads Using Long-Memory Autoregressive Conditional Poisson Models

    Journal of Forecasting

    Volume 32, Issue 8, December 2013, Pages: 724–742, Axel Groß-KlußMann and Nikolaus Hautsch

    Article first published online : 22 AUG 2013, DOI: 10.1002/for.2267

  2. Testing Interval Forecasts: A GMM-Based Approach

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 97–110, Elena-Ivona Dumitrescu, Christophe Hurlin and Jaouad Madkour

    Article first published online : 28 NOV 2011, DOI: 10.1002/for.1260

  3. Shrinkage-Based Tests of Predictability

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 307–332, Pablo Matias Pincheira Brown

    Article first published online : 16 JAN 2012, DOI: 10.1002/for.1270

  4. Forecasting the European Credit Cycle Using Macroeconomic Variables

    Journal of Forecasting

    Volume 32, Issue 3, April 2013, Pages: 226–246, Florian Ielpo

    Article first published online : 5 DEC 2011, DOI: 10.1002/for.1266

  5. Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 151–166, Andrey Vasnev, Margaret Skirtun and Laurent Pauwels

    Article first published online : 5 DEC 2011, DOI: 10.1002/for.1261

  6. Space-Time Model versus VAR Model: Forecasting Electricity demand in Japan

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 75–85, Yoshihiro Ohtsuka and Kazuhiko Kakamu

    Article first published online : 9 NOV 2011, DOI: 10.1002/for.1255

  7. Prediction from the One-Way Error Components Model with AR(1) Disturbances

    Journal of Forecasting

    Volume 31, Issue 7, November 2012, Pages: 617–638, Eugene Kouassi, Joel Sango, J.M. Bosson Brou, Francis N. Teubissi and Kern O. Kymn

    Article first published online : 6 APR 2011, DOI: 10.1002/for.1233

  8. The Realised–Implied Volatility Relationship: Recent Empirical Evidence from FTSE-100 Stocks

    Journal of Forecasting

    Volume 31, Issue 7, November 2012, Pages: 639–660, John F. Garvey and Liam A. Gallagher

    Article first published online : 30 DEC 2011, DOI: 10.1002/for.1244

  9. Estimation and Forecasting of Locally Stationary Processes

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 86–96, Wilfredo Palma, Ricardo Olea and Guillermo Ferreira

    Article first published online : 20 NOV 2011, DOI: 10.1002/for.1259

  10. Generalised Estimators for Seasonal Forecasting by Combining Grouping with Shrinkage Approaches

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 137–150, Kui Zhang, Huijing Chen, John Boylan and Philip Scarf

    Article first published online : 9 OCT 2011, DOI: 10.1002/for.1254

  11. Prediction in the Random Effects Model with MA (q) Remainder Disturbances

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 333–338, Badi H. Baltagi and Long Liu

    Article first published online : 23 DEC 2011, DOI: 10.1002/for.1271

  12. 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

  13. Backbone construction with relay node placement for energy-efficient wireless sensor networks

    Wireless Communications and Mobile Computing

    Volume 14, Issue 9, 25 June 2014, Pages: 922–936, Hui Guo, Rose Qingyang Hu, Kejie Lu and Yi Qian

    Article first published online : 4 SEP 2012, DOI: 10.1002/wcm.2267

  14. Break Detectability and Mean Square Forecast Error Ratios for Selecting Estimation Windows

    Journal of Forecasting

    Volume 31, Issue 8, December 2012, Pages: 688–705, Hildegart A. Ahumada

    Article first published online : 21 JUL 2011, DOI: 10.1002/for.1240

  15. Forecast Evaluation of Nonlinear Models: The Case of Long-Span Real Exchange Rates

    Journal of Forecasting

    Volume 31, Issue 7, November 2012, Pages: 580–595, Efthymios G. Pavlidis, Ivan Paya and David A. Peel

    Article first published online : 19 SEP 2011, DOI: 10.1002/for.1247

  16. Nonlinear Forecasting Using Factor-Augmented Models

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 32–40, Bruno Cara Giovannetti

    Article first published online : 10 OCT 2011, DOI: 10.1002/for.1248

  17. Combining Economic Forecasts by Using a Maximum Entropy Econometric Approach

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 124–136, Blanca Moreno and Ana Jesús López

    Article first published online : 9 OCT 2011, DOI: 10.1002/for.1257

  18. Real-Time Forecasts of Inflation: The Role of Financial Variables

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 51–61, Libero Monteforte and Gianluca Moretti

    Article first published online : 28 MAR 2012, DOI: 10.1002/for.1250

  19. Density Forecasting with Time-Varying Higher Moments: A Model Confidence Set Approach

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 19–31, Anders Wilhelmsson

    Article first published online : 19 SEP 2011, DOI: 10.1002/for.1246

  20. A robust weakly compressible SPH method and its comparison with an incompressible SPH

    International Journal for Numerical Methods in Engineering

    Volume 89, Issue 8, 24 February 2012, Pages: 939–956, Mostafa Safdari Shadloo, Amir Zainali, Mehmet Yildiz and Afzal Suleman

    Article first published online : 5 OCT 2011, DOI: 10.1002/nme.3267