| Forecasting with micro panels : the case of health care costs
|
2017 |
Fiebig, Denzil G. |
| Detecting and predicting economic accelerations, recessions, and normal growth periods in real-time
|
2017 |
Proano, Christian |
| Forecasting the US term structure of interest rates using nonparametric functional data analysis
|
2017 |
Caldeira, João F. |
| Forecasting aggregates with disaggregate variables : does boosting help to select the most relevant predictors?
|
2017 |
Zeng, Jing |
| Stochastic multivariate mixture covariance model
|
2017 |
So, Mike Ka-pui |
| Revisiting targeted factors
|
2017 |
Fosten, Jack |
| Validating policy-induced economic change using sequential general equilibrium SAMs
|
2017 |
Cardenete, M. Alejandro |
| Understanding algorithm aversion : when is advice from automation discounted?
|
2017 |
Prahl, Andrew |
| The importance of time‐varying volatility and country interactions in forecasting economic activity
|
2017 |
Trypsteen, Steven |
| Forecast robustness in macroeconometric models
|
2017 |
Bårdsen, Gunnar |
| Benchmark forecast and error modeling
|
2017 |
Chen, Zhao-Guo |
| Forecast combination for euro area inflation : a cure in times of crisis?
|
2017 |
Hubrich, Kirstin |
| Short‐term stock price prediction based on limit order book dynamics
|
2017 |
An, Yang |
| Forecasting intraday S&P 500 index returns : a functional time series approach
|
2017 |
Shang, Han Lin |
| What can we learn from the fifties?
|
2017 |
Gouret, Fabian |
| Mortality effects of temperature changes in the United Kingdom
|
2017 |
Seklecka, Malgorzata |
| On assessing the relative performance of default predictions
|
2017 |
Krämer, Walter |
| Forecasting ability of a periodic component extracted from large-cap index time series
|
2017 |
O'Shea, Michael J. |
| Ensemble forecasting for complex time series using sparse representation and neural networks
|
2017 |
Yu, Lean |
| Bayesian forecasting for time series of categorical data
|
2017 |
Angers, Jean-François |
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