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There are 14388 results for: content related to: Macroeconomic forecasting and structural change

  1. Multivariate high-frequency-based volatility (HEAVY) models

    Journal of Applied Econometrics

    Volume 27, Issue 6, September/October 2012, Pages: 907–933, Diaa Noureldin, Neil Shephard and Kevin Sheppard

    Version of Record online : 4 AUG 2011, DOI: 10.1002/jae.1260

  2. A PANEL DATA APPROACH FOR PROGRAM EVALUATION: MEASURING THE BENEFITS OF POLITICAL AND ECONOMIC INTEGRATION OF HONG KONG WITH MAINLAND CHINA

    Journal of Applied Econometrics

    Volume 27, Issue 5, August 2012, Pages: 705–740, Cheng Hsiao, H. Steve Ching and Shui Ki Wan

    Version of Record online : 4 JAN 2011, DOI: 10.1002/jae.1230

  3. Realized GARCH: a joint model for returns and realized measures of volatility

    Journal of Applied Econometrics

    Volume 27, Issue 6, September/October 2012, Pages: 877–906, Peter Reinhard Hansen, Zhuo Huang and Howard Howan Shek

    Version of Record online : 17 MAR 2011, DOI: 10.1002/jae.1234

  4. Panel data estimates of the production function and product and labor market imperfections

    Journal of Applied Econometrics

    Volume 28, Issue 1, January/February 2013, Pages: 1–46, Sabien Dobbelaere and Professor Jacques Mairesse

    Version of Record online : 25 AUG 2011, DOI: 10.1002/jae.1256

  5. You have free access to this content
    WEIGHTED SMOOTH TRANSITION REGRESSIONS

    Journal of Applied Econometrics

    Volume 27, Issue 5, August 2012, Pages: 795–811, Ralf Becker and Denise R. Osborn

    Version of Record online : 24 NOV 2010, DOI: 10.1002/jae.1222

  6. Testing distributional assumptions: A GMM aproach

    Journal of Applied Econometrics

    Volume 27, Issue 6, September/October 2012, Pages: 978–1012, Christian Bontemps and Nour Meddahi

    Version of Record online : 5 JUL 2011, DOI: 10.1002/jae.1250

  7. Categorical semiparametric varying-coefficient models

    Journal of Applied Econometrics

    Volume 28, Issue 4, June/July 2013, Pages: 551–579, QI Li, Desheng Ouyang and Jeffrey S. Racine

    Version of Record online : 4 AUG 2011, DOI: 10.1002/jae.1261

  8. Hierarchical Markov normal mixture models with applications to financial asset returns

    Journal of Applied Econometrics

    Volume 26, Issue 1, January/February 2011, Pages: 1–29, John Geweke and Gianni Amisano

    Version of Record online : 18 JAN 2010, DOI: 10.1002/jae.1119

  9. On the size distortion of tests after an overidentifying restrictions pretest

    Journal of Applied Econometrics

    Volume 27, Issue 7, November/December 2012, Pages: 1138–1160, Patrik Guggenberger and Gitanjali Kumar

    Version of Record online : 2 JUN 2011, DOI: 10.1002/jae.1251

  10. INDIVIDUAL VERSUS AGGREGATE INCOME ELASTICITIES FOR HETEROGENEOUS POPULATIONS

    Journal of Applied Econometrics

    Volume 27, Issue 5, August 2012, Pages: 847–869, Michal Paluch, Alois Kneip and Werner Hildenbrand

    Version of Record online : 17 MAR 2011, DOI: 10.1002/jae.1237

  11. Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework

    Journal of Applied Econometrics

    Volume 27, Issue 4, June/July 2012, Pages: 554–573, Matthew Greenwood-Nimmo, Viet Hoang Nguyen and Yongcheol Shin

    Version of Record online : 13 SEP 2010, DOI: 10.1002/jae.1208

  12. On the forecasting accuracy of multivariate GARCH models

    Journal of Applied Econometrics

    Volume 27, Issue 6, September/October 2012, Pages: 934–955, Sébastien Laurent, Jeroen V. K. Rombouts and Francesco Violante

    Version of Record online : 26 APR 2011, DOI: 10.1002/jae.1248

  13. Forward Rates, Monetary Policy and the Economic Cycle

    Journal of Forecasting

    Volume 34, Issue 4, July 2015, Pages: 241–260, Florian Ielpo

    Version of Record online : 19 APR 2015, DOI: 10.1002/for.2324

  14. You have full text access to this OnlineOpen article
    Combining density forecasts using focused scoring rules

    Journal of Applied Econometrics

    Anne Opschoor, Dick van Dijk and Michel van der Wel

    Version of Record online : 29 MAY 2017, DOI: 10.1002/jae.2575

  15. Term structure surprises: the predictive content of curvature, level, and slope

    Journal of Applied Econometrics

    Volume 27, Issue 4, June/July 2012, Pages: 574–602, Emanuel Moench

    Version of Record online : 22 NOV 2010, DOI: 10.1002/jae.1220

  16. ‘DUAL’ GRAVITY: USING SPATIAL ECONOMETRICS TO CONTROL FOR MULTILATERAL RESISTANCE

    Journal of Applied Econometrics

    Volume 27, Issue 5, August 2012, Pages: 773–794, Kristian Behrens, Cem Ertur and Wilfried Koch

    Version of Record online : 12 DEC 2010, DOI: 10.1002/jae.1231

  17. An identification-robust test for time-varying parameters in the dynamics of energy prices

    Journal of Applied Econometrics

    Volume 27, Issue 4, June/July 2012, Pages: 603–624, Jean-Thomas Bernard, Jean-Marie Dufour, Lynda Khalaf and Maral Kichian

    Version of Record online : 22 NOV 2010, DOI: 10.1002/jae.1213

  18. Learning from peers in signaling game experiments

    Journal of Applied Econometrics

    Volume 27, Issue 7, November/December 2012, Pages: 1037–1058, Xiaodong Liu, John H. Kagel and Lung-Fei Lee

    Version of Record online : 2 JUN 2011, DOI: 10.1002/jae.1253

  19. Bayesian VARs: Specification Choices and Forecast Accuracy

    Journal of Applied Econometrics

    Volume 30, Issue 1, January/February 2015, Pages: 46–73, Andrea Carriero, Todd E. Clark and Massimiliano Marcellino

    Version of Record online : 26 MAR 2013, DOI: 10.1002/jae.2315

  20. An alternative measure of intergenerational income mobility based on a random coefficient model

    Journal of Applied Econometrics

    Volume 27, Issue 7, November/December 2012, Pages: 1161–1173, Irina Murtazashvili

    Version of Record online : 25 APR 2011, DOI: 10.1002/jae.1246