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There are 18891 results for: content related to: Assessing the prudence of economic forecasts in the EU

  1. Jumps in cross-sectional rank and expected returns: a mixture model

    Journal of Applied Econometrics

    Volume 23, Issue 5, August 2008, Pages: 585–606, Gloria González-Rivera, Tae-Hwy Lee and Santosh Mishra

    Version of Record online : 19 AUG 2008, DOI: 10.1002/jae.1015

  2. An evaluation of the forecasts of the federal reserve: a pooled approach

    Journal of Applied Econometrics

    Volume 22, Issue 1, January/February 2007, Pages: 121–136, Michael P. Clements, Fred Joutz and Herman O. Stekler

    Version of Record online : 13 MAR 2007, DOI: 10.1002/jae.954

  3. Econometrics of auctions by least squares

    Journal of Applied Econometrics

    Volume 23, Issue 7, November/December 2008, Pages: 925–948, Leonardo Rezende

    Version of Record online : 7 NOV 2008, DOI: 10.1002/jae.1036

  4. Semiparametric transformation models for multivariate panel count data with dependent observation process

    Canadian Journal of Statistics

    Volume 39, Issue 3, September 2011, Pages: 458–474, Ni Li, Do-Hwan Park, Jianguo Sun and KyungMann Kim

    Version of Record online : 20 JUL 2011, DOI: 10.1002/cjs.10118

  5. Modelling heterogeneity and dynamics in the volatility of individual wages

    Journal of Applied Econometrics

    Volume 27, Issue 3, April/May 2012, Pages: 386–414, L. Hospido

    Version of Record online : 21 JUL 2010, DOI: 10.1002/jae.1204

  6. What do we learn from the price of crude oil futures?

    Journal of Applied Econometrics

    Volume 25, Issue 4, June/July 2010, Pages: 539–573, Ron Alquist and Lutz Kilian

    Version of Record online : 24 FEB 2010, DOI: 10.1002/jae.1159

  7. Hedge Fund Characteristics and Performance Persistence

    European Financial Management

    Volume 19, Issue 2, March 2013, Pages: 209–250, Manuel Ammann, Otto Huber and Markus Schmid

    Version of Record online : 6 MAR 2013, DOI: 10.1111/j.1468-036X.2012.00574.x

  8. Why Do Fund Families Release Underperforming Incubated Mutual Funds?

    Financial Management

    Sara E. Shirley and Jeffrey R. Stark

    Version of Record online : 5 NOV 2015, DOI: 10.1111/fima.12103

  9. Economic transition and growth

    Journal of Applied Econometrics

    Volume 24, Issue 7, November/December 2009, Pages: 1153–1185, Peter C. B. Phillips and Donggyu Sul

    Version of Record online : 22 APR 2009, DOI: 10.1002/jae.1080

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    Identifying the new Keynesian Phillips curve

    Journal of Applied Econometrics

    Volume 23, Issue 5, August 2008, Pages: 525–551, James M. Nason and Gregor W. Smith

    Version of Record online : 19 AUG 2008, DOI: 10.1002/jae.1011

  11. Forecast evaluation of small nested model sets

    Journal of Applied Econometrics

    Volume 25, Issue 4, June/July 2010, Pages: 574–594, Kirstin Hubrich and Kenneth D. West

    Version of Record online : 13 APR 2010, DOI: 10.1002/jae.1176

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    Does the option market produce superior forecasts of noise-corrected volatility measures?

    Journal of Applied Econometrics

    Volume 24, Issue 1, January/February 2009, Pages: 77–104, Gael M. Martin, Andrew Reidy and Jill Wright

    Version of Record online : 4 DEC 2008, DOI: 10.1002/jae.1033

  13. Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis

    Journal of Applied Econometrics

    Volume 24, Issue 2, March 2009, Pages: 325–337, Richard Ashley

    Version of Record online : 10 FEB 2009, DOI: 10.1002/jae.1044

  14. Are output growth-rate distributions fat-tailed? some evidence from OECD countries

    Journal of Applied Econometrics

    Volume 23, Issue 5, August 2008, Pages: 639–669, Giorgio Fagiolo, Mauro Napoletano and Andrea Roventini

    Version of Record online : 19 AUG 2008, DOI: 10.1002/jae.1003

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    Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective

    Journal of Applied Econometrics

    Volume 24, Issue 1, January/February 2009, Pages: 35–75, Nathan S. Balke and Mark E. Wohar

    Version of Record online : 5 SEP 2008, DOI: 10.1002/jae.1025

  16. Regime shifts in stock–flow I(2)–I(1) systems: the case of US fiscal sustainability

    Journal of Applied Econometrics

    Volume 26, Issue 2, March 2011, Pages: 298–321, Vanessa Berenguer-Rico and Josep Lluís Carrion-i-Silvestre

    Version of Record online : 1 FEB 2010, DOI: 10.1002/jae.1139

  17. Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data

    Journal of Applied Econometrics

    Volume 25, Issue 2, March 2010, Pages: 309–344, Sylvia Kaufmann

    Version of Record online : 28 SEP 2009, DOI: 10.1002/jae.1076

  18. Mixed signals among tests for cointegration

    Journal of Applied Econometrics

    Volume 19, Issue 1, January/February 2004, Pages: 89–98, Allan W. Gregory, Alfred A. Haug and Nicoletta Lomuto

    Version of Record online : 11 FEB 2004, DOI: 10.1002/jae.733

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    A semiparametric model for binary response and continuous outcomes under index heteroscedasticity

    Journal of Applied Econometrics

    Volume 24, Issue 5, August 2009, Pages: 735–762, Roger Klein and Francis Vella

    Version of Record online : 24 APR 2009, DOI: 10.1002/jae.1064

  20. New estimation and feature selection methods in mixture-of-experts models

    Canadian Journal of Statistics

    Volume 38, Issue 4, December 2010, Pages: 519–539, Abbas Khalili

    Version of Record online : 3 NOV 2010, DOI: 10.1002/cjs.10083