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There are 13973 results for: content related to: Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better Out-of-Sample Forecasts?

  1. Forecasting Forward Defaults with the Discrete-Time Hazard Model

    Journal of Forecasting

    Volume 33, Issue 2, March 2014, Pages: 108–123, Ruey-Ching Hwang and Chih-Kang Chu

    Article first published online : 19 DEC 2013, DOI: 10.1002/for.2278

  2. 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

  3. Forecasting the Effects of a Canada–US Currency Union on Output and Prices: A Counterfactual Analysis

    Journal of Forecasting

    Volume 32, Issue 7, November 2013, Pages: 639–653, S. Mahdi Barakchian

    Article first published online : 22 JUL 2013, DOI: 10.1002/for.2259

  4. Prediction in an Unbalanced Nested Error Components Panel Data Model

    Journal of Forecasting

    Volume 32, Issue 8, December 2013, Pages: 755–768, Badi H. Baltagi and Alain Pirotte

    Article first published online : 22 JUL 2013, DOI: 10.1002/for.2272

  5. Estimating and Predicting the General Random Effects Model

    Journal of Forecasting

    Volume 33, Issue 4, July 2014, Pages: 270–283, Eugene Kouassi, Alain Constant Kamdem, Mbodja Mougoué and Jean Marcelin Bosson Brou

    Article first published online : 9 MAY 2014, DOI: 10.1002/for.2283

  6. Multivariate Time Series Model with Hierarchical Structure for Over-Dispersed Discrete Outcomes

    Journal of Forecasting

    Nobuhiko Terui and Masataka Ban

    Article first published online : 23 MAY 2014, DOI: 10.1002/for.2301

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    Building Scenarios of Multiple Time Series that Take into Account the Effects of an Expected Intervention

    Journal of Forecasting

    Volume 33, Issue 1, January 2014, Pages: 32–46, Víctor M. Guerrero, Eliud Silva and Nicolás Gómez

    Article first published online : 28 NOV 2013, DOI: 10.1002/for.2271

  8. Early Warning with Calibrated and Sharper Probabilistic Forecasts

    Journal of Forecasting

    Volume 32, Issue 5, August 2013, Pages: 452–468, Reason L. Machete

    Article first published online : 26 MAR 2012, DOI: 10.1002/for.2242

  9. Backward-in-Time Selection of the Order of Dynamic Regression Prediction Model

    Journal of Forecasting

    Volume 32, Issue 8, December 2013, Pages: 685–701, Ioannis Vlachos and Dimitris Kugiumtzis

    Article first published online : 26 JUL 2013, DOI: 10.1002/for.2265

  10. 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

  11. 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

    Article first published online : 7 JUN 2013, DOI: 10.1002/for.2249

  12. Comparing Small- and Large-Scale Models of Multicategory Buying Behavior

    Journal of Forecasting

    Volume 32, Issue 5, August 2013, Pages: 423–434, Harald Hruschka

    Article first published online : 11 JUN 2013, DOI: 10.1002/for.2251

  13. Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate

    Journal of Forecasting

    Volume 31, Issue 1, January 2012, Pages: 85–98, Giacomo Sbrana

    Article first published online : 13 MAR 2011, DOI: 10.1002/for.1227

  14. Long-Run and Cyclical Dynamics in the US Stock Market

    Journal of Forecasting

    Volume 33, Issue 2, March 2014, Pages: 147–161, Guglielmo Maria Caporale and Luis Gil-Alana

    Article first published online : 28 DEC 2013, DOI: 10.1002/for.2282

  15. A Novel Credit Rating Migration Modeling Approach Using Macroeconomic Indicators

    Journal of Forecasting

    Volume 32, Issue 7, November 2013, Pages: 654–672, Koen Berteloot, Wouter Verbeke, Gerd Castermans, Tony Van Gestel, David Martens and Bart Baesens

    Article first published online : 22 JUL 2013, DOI: 10.1002/for.2263

  16. Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range

    Journal of Forecasting

    Volume 32, Issue 5, August 2013, Pages: 469–480, Manabu Asai

    Article first published online : 7 JUN 2013, DOI: 10.1002/for.2252

  17. Comparison of Realized Measure and Implied Volatility in Forecasting Volatility

    Journal of Forecasting

    Volume 32, Issue 6, September 2013, Pages: 522–533, Heejoon Han and Myung D. Park

    Article first published online : 7 JUN 2013, DOI: 10.1002/for.2253

  18. Predicting Recessions with Factor Linear Dynamic Harmonic Regressions

    Journal of Forecasting

    Volume 32, Issue 6, September 2013, Pages: 481–499, Marcos Bujosa, Antonio García-Ferrer and Aránzazu de Juan

    Article first published online : 9 MAY 2013, DOI: 10.1002/for.2246

  19. Price–Dividend Ratios and Stock Price Predictability

    Journal of Forecasting

    Volume 31, Issue 5, August 2012, Pages: 423–442, Jyh-Lin Wu and Yu-Hau Hu

    Article first published online : 25 MAR 2011, DOI: 10.1002/for.1231

  20. 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