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There are 5161 results for: content related to: Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?

  1. Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?

    Journal of Forecasting

    Volume 35, Issue 2, March 2016, Pages: 113–146, Henning Fischer, Ángela Blanco-FERNÁndez and Peter Winker

    Version of Record online : 4 NOV 2015, DOI: 10.1002/for.2371

  2. Forecasting the Daily Time-Varying Beta of European Banks During the Crisis Period: Comparison Between GARCH Models and the Kalman Filter

    Journal of Forecasting

    Volume 36, Issue 8, December 2017, Pages: 956–973, Yuanyuan Zhang and Taufiq Choudhry

    Version of Record online : 14 SEP 2016, DOI: 10.1002/for.2442

  3. Dynamic Model Averaging and CPI Inflation Forecasts: A Comparison between the Euro Area and the United States

    Journal of Forecasting

    Volume 34, Issue 8, December 2015, Pages: 619–648, Gabriele Di Filippo

    Version of Record online : 1 SEP 2015, DOI: 10.1002/for.2350

  4. Does a lot help a lot? Forecasting stock returns with pooling strategies in a data-rich environment

    Journal of Forecasting

    Fabian Baetje

    Version of Record online : 24 MAY 2017, DOI: 10.1002/for.2475

  5. Exploiting Spillovers to Forecast Crashes

    Journal of Forecasting

    Volume 36, Issue 8, December 2017, Pages: 936–955, Francine Gresnigt, Erik Kole and Philip Hans Franses

    Version of Record online : 18 AUG 2016, DOI: 10.1002/for.2434

  6. A Comparison of the Forecasting Ability of Immediate Price Impact Models

    Journal of Forecasting

    Volume 36, Issue 8, December 2017, Pages: 898–918, Manh Cuong Pham, Huu Nhan Duong and Paul Lajbcygier

    Version of Record online : 2 MAR 2016, DOI: 10.1002/for.2405

  7. Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions

    Journal of Forecasting

    Volume 36, Issue 6, September 2017, Pages: 718–740, Nima Nonejad

    Version of Record online : 27 MAR 2017, DOI: 10.1002/for.2466

  8. Forecasting High-Frequency Risk Measures

    Journal of Forecasting

    Volume 35, Issue 3, April 2016, Pages: 224–249, Denisa Banulescu, Gilbert Colletaz, Christophe Hurlin and Sessi Tokpavi

    Version of Record online : 25 NOV 2015, DOI: 10.1002/for.2374

  9. Forecasting house prices in OECD economies

    Journal of Forecasting

    N. Kundan Kishor and Hardik A. Marfatia

    Version of Record online : 14 JUL 2017, DOI: 10.1002/for.2483

  10. How to Finance Pensions: Optimal Strategies for Pay-as-You-Go Pension Systems

    Journal of Forecasting

    Volume 35, Issue 1, January 2016, Pages: 13–33, Humberto Godínez-Olivares, María del Carmen Boado-Penas and Athanasios A. Pantelous

    Version of Record online : 24 MAY 2015, DOI: 10.1002/for.2351

  11. Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model

    Journal of Forecasting

    Henri Nyberg

    Version of Record online : 14 MAR 2017, DOI: 10.1002/for.2458

  12. How Informative are the Subjective Density Forecasts of Macroeconomists?

    Journal of Forecasting

    Volume 33, Issue 3, April 2014, Pages: 163–185, Geoff Kenny, Thomas Kostka and Federico Masera

    Version of Record online : 3 MAR 2014, DOI: 10.1002/for.2281

  13. A Time-Simultaneous Prediction Box for a Multivariate Time Series

    Journal of Forecasting

    Volume 34, Issue 8, December 2015, Pages: 675–693, Dag Kolsrud

    Version of Record online : 30 SEP 2015, DOI: 10.1002/for.2366

  14. Forecasting Elections

    Journal of Forecasting

    Volume 35, Issue 4, July 2016, Pages: 308–328, Leighton Vaughan Williams and J. James Reade

    Version of Record online : 11 NOV 2015, DOI: 10.1002/for.2377

  15. Semi-Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve

    Journal of Forecasting

    Volume 34, Issue 2, March 2015, Pages: 145–162, Johanna Posch and Fabio Rumler

    Version of Record online : 9 DEC 2014, DOI: 10.1002/for.2319

  16. 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

    Version of Record online : 22 AUG 2013, DOI: 10.1002/for.2267

  17. The Role of High-Frequency Intra-daily Data, Daily Range and Implied Volatility in Multi-period Value-at-Risk Forecasting

    Journal of Forecasting

    Volume 32, Issue 6, September 2013, Pages: 561–576, Dimitrios P. Louzis, Spyros Xanthopoulos-Sisinis and Apostolos P. Refenes

    Version of Record online : 7 JUN 2013, DOI: 10.1002/for.2249

  18. Short-term salmon price forecasting

    Journal of Forecasting

    Daumantas Bloznelis

    Version of Record online : 3 JUL 2017, DOI: 10.1002/for.2482

  19. On the Predictive Information of Futures' Prices: A Wavelet-Based Assessment

    Journal of Forecasting

    Volume 36, Issue 4, July 2017, Pages: 345–356, Helmut Herwartz and Stephan Schlüter

    Version of Record online : 26 AUG 2016, DOI: 10.1002/for.2435

  20. The Role of Survey Data in Nowcasting Euro Area GDP Growth

    Journal of Forecasting

    Volume 35, Issue 5, August 2016, Pages: 400–418, Alessandro Girardi, Christian Gayer and Andreas Reuter

    Version of Record online : 1 DEC 2015, DOI: 10.1002/for.2383