23
H index
30
i10 index
8299
Citations
University of California-San Diego (UCSD) | 23 H index 30 i10 index 8299 Citations RESEARCH PRODUCTION: 42 Articles 39 Papers 1 Books 3 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Graham Elliott. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 11 |
Econometric Theory | 4 |
Econometrica | 3 |
Review of Economic Studies | 2 |
Econometrica | 2 |
International Economic Review | 2 |
Journal of Business & Economic Statistics | 2 |
Year | Title of citing document | |
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2021 | Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. (2021). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2021-02. Full description at Econpapers || Download paper | |
2021 | The incremental information in the yield curve about future interest rate risk. (2021). Veliyev, Bezirgen ; Kjar, Mads Markvart ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2021-11. Full description at Econpapers || Download paper | |
2021 | Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach. (2021). Lahiri, Kajal ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2021-14. Full description at Econpapers || Download paper | |
2021 | Statistical Significance, p-Values, and the Reporting of Uncertainty. (2021). Imbens, Guido. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:35:y:2021:i:3:p:157-74. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Are coffee farmers worse off in the long run?. (2021). Ghoshray, Atanu. In: 94th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid). RePEc:ags:aesc21:311084. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Price transmission between international and domestic prices in the Brazilian citrus sector. (2021). Gomez, Miguel I ; Alam, Mohammad Jahangir ; Begum, Ismat Ara ; de Alcantara, Milla Reis ; Ospina, Marco Tulio. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:320733. Full description at Econpapers || Download paper | |
2022 | On Policy Interventions and Vertical Price Transmission: the Italian Milk Supply Chain Case. (2021). Santeramo, Fabio ; Antonioli, Federico. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:310533. Full description at Econpapers || Download paper | |
2021 | Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021004. Full description at Econpapers || Download paper | |
2021 | Generalized Laplace Inference in Multiple Change-Points Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10871. Full description at Econpapers || Download paper | |
2021 | Continuous Record Asymptotics for Structural Change Models. (2019). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10881. Full description at Econpapers || Download paper | |
2021 | Coverage Error Optimal Confidence Intervals for Local Polynomial Regression. (2019). Cattaneo, Matias ; Farrell, Max H ; Calonico, Sebastian. In: Papers. RePEc:arx:papers:1808.01398. Full description at Econpapers || Download paper | |
2021 | Omitted variable bias of Lasso-based inference methods: A finite sample analysis. (2021). Zhu, Ying ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1903.08704. Full description at Econpapers || Download paper | |
2021 | Policy Targeting under Network Interference. (2019). Viviano, Davide. In: Papers. RePEc:arx:papers:1906.10258. Full description at Econpapers || Download paper | |
2021 | Distributional conformal prediction. (2019). Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1909.07889. Full description at Econpapers || Download paper | |
2021 | Testing Forecast Rationality for Measures of Central Tendency. (2019). Schmidt, Patrick ; Patton, Andrew J ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1910.12545. Full description at Econpapers || Download paper | |
2021 | Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637. Full description at Econpapers || Download paper | |
2021 | Estimation and HAC-based Inference for Machine Learning Time Series Regressions. (2019). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:1912.06307. Full description at Econpapers || Download paper | |
2021 | Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968. Full description at Econpapers || Download paper | |
2021 | Complete Subset Averaging for Quantile Regressions. (2020). Shin, Youngki ; Lee, Ji Hyung. In: Papers. RePEc:arx:papers:2003.03299. Full description at Econpapers || Download paper | |
2021 | Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis. (2020). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2005.02535. Full description at Econpapers || Download paper | |
2022 | Fair Policy Targeting. (2020). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2005.12395. Full description at Econpapers || Download paper | |
2021 | New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191. Full description at Econpapers || Download paper | |
2021 | Cointegration in large VARs. (2020). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2006.14179. Full description at Econpapers || Download paper | |
2021 | Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market. (2020). Noda, Akihiko ; Hirayama, Kenichi. In: Papers. RePEc:arx:papers:2008.00860. Full description at Econpapers || Download paper | |
2021 | Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714. Full description at Econpapers || Download paper | |
2021 | To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063. Full description at Econpapers || Download paper | |
2021 | COVID-19: Tail Risk and Predictive Regressions. (2020). Skrobotov, Anton ; Semenov, Alexander ; Ibragimov, Rustam ; Distaso, Walter. In: Papers. RePEc:arx:papers:2009.02486. Full description at Econpapers || Download paper | |
2021 | Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice. (2020). Babii, Andrii ; Chen, XI ; Kumar, Rohit ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2010.08463. Full description at Econpapers || Download paper | |
2022 | Modeling Long Cycles. (2020). Marmer, Vadim ; Kang, Natasha. In: Papers. RePEc:arx:papers:2010.13877. Full description at Econpapers || Download paper | |
2021 | Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077. Full description at Econpapers || Download paper | |
2022 | Policy choice in experiments with unknown interference. (2020). Viviano, Davide. In: Papers. RePEc:arx:papers:2011.08174. Full description at Econpapers || Download paper | |
2021 | Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper | |
2021 | Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155. Full description at Econpapers || Download paper | |
2022 | Almost Similar Tests for Mediation Effects and other Hypotheses with Singularities. (2020). van Garderen, Kees Jan ; vanGARDEREN, KeesJan ; van Giersbergen, Noud. In: Papers. RePEc:arx:papers:2012.11342. Full description at Econpapers || Download paper | |
2022 | On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates. (2021). Shin, Minchul ; Diebold, Francis X ; Zhang, Boyuan. In: Papers. RePEc:arx:papers:2012.11649. Full description at Econpapers || Download paper | |
2021 | Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802. Full description at Econpapers || Download paper | |
2021 | The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy. (2021). Ventura, Marco ; Cerqueti, Roy ; Coppier, Raffaella ; Girardi, Alessandro. In: Papers. RePEc:arx:papers:2101.11901. Full description at Econpapers || Download paper | |
2021 | Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404. Full description at Econpapers || Download paper | |
2021 | Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing?. (2021). Cornwall, Gary ; Sauley, Beau ; Chen, Jeff . In: Papers. RePEc:arx:papers:2103.01368. Full description at Econpapers || Download paper | |
2021 | Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604. Full description at Econpapers || Download paper | |
2021 | (When) should you adjust inferences for multiple hypothesis testing?. (2021). Wüthrich, Kaspar ; Niehaus, Paul ; Wuthrich, Kaspar ; Viviano, Davide. In: Papers. RePEc:arx:papers:2104.13367. Full description at Econpapers || Download paper | |
2021 | Vector autoregression models with skewness and heavy tails. (2021). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Papers. RePEc:arx:papers:2105.11182. Full description at Econpapers || Download paper | |
2021 | Estimating high-dimensional Markov-switching VARs. (2021). Maung, Kenwin. In: Papers. RePEc:arx:papers:2107.12552. Full description at Econpapers || Download paper | |
2022 | Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082. Full description at Econpapers || Download paper | |
2021 | Forecasting High-Dimensional Covariance Matrices of Asset Returns with Hybrid GARCH-LSTMs. (2021). Boulet, Lucien. In: Papers. RePEc:arx:papers:2109.01044. Full description at Econpapers || Download paper | |
2021 | Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic. (2021). Noda, Akihiko. In: Papers. RePEc:arx:papers:2109.02933. Full description at Econpapers || Download paper | |
2021 | Short and Simple Confidence Intervals when the Directions of Some Effects are Known. (2021). McCloskey, Adam ; Ketz, Philipp. In: Papers. RePEc:arx:papers:2109.08222. Full description at Econpapers || Download paper | |
2021 | No-Regret Forecasting with Egalitarian Committees. (2021). Su, Jiun-Hua. In: Papers. RePEc:arx:papers:2109.13801. Full description at Econpapers || Download paper | |
2021 | Money Creation and Banking: Theory and Evidence. (2021). Lee, Heon. In: Papers. RePEc:arx:papers:2109.15096. Full description at Econpapers || Download paper | |
2021 | Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761. Full description at Econpapers || Download paper | |
2021 | Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822. Full description at Econpapers || Download paper | |
2021 | Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19. (2021). , Joakimwesterlund ; Narayan, Paresh ; Karavias, Yiannis ; Westerlund, Joakim. In: Papers. RePEc:arx:papers:2111.03035. Full description at Econpapers || Download paper | |
2021 | Asymmetric Conjugate Priors for Large Bayesian VARs. (2021). Chan, Joshua. In: Papers. RePEc:arx:papers:2111.07170. Full description at Econpapers || Download paper | |
2021 | Price Stability of Cryptocurrencies as a Medium of Exchange. (2021). Ueda, Kenichi ; Onishi, Toranosuke ; Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2111.08390. Full description at Econpapers || Download paper | |
2022 | The DONUT Approach to EnsembleCombination Forecasting. (2022). Krange, Kjartan ; Ankile, Lars Lien. In: Papers. RePEc:arx:papers:2201.00426. Full description at Econpapers || Download paper | |
2022 | Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models. (2022). Katsouris, Christis. In: Papers. RePEc:arx:papers:2202.00141. Full description at Econpapers || Download paper | |
2022 | Predicting Default Probabilities for Stress Tests: A Comparison of Models. (2022). Guth, Martin. In: Papers. RePEc:arx:papers:2202.03110. Full description at Econpapers || Download paper | |
2022 | Introduction of the Market-Based Price Autocorrelation. (2022). Olkhov, Victor. In: Papers. RePEc:arx:papers:2202.09323. Full description at Econpapers || Download paper | |
2022 | Long Run Risk in Stationary Structural Vector Autoregressive Models. (2022). Gourieroux, Christian ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2202.09473. Full description at Econpapers || Download paper | |
2022 | Forecasting US Inflation Using Bayesian Nonparametric Models. (2022). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd. In: Papers. RePEc:arx:papers:2202.13793. Full description at Econpapers || Download paper | |
2022 | Improving Macroeconomic Model Validity and Forecasting Performance with Pooled Country Data using Structural, Reduced Form, and Neural Network Model. (2022). Fen, Cameron ; Undavia, Samir. In: Papers. RePEc:arx:papers:2203.06540. Full description at Econpapers || Download paper | |
2022 | Measurability of functionals and of ideal point forecasts. (2022). Fissler, Tobias ; Holzmann, Hajo. In: Papers. RePEc:arx:papers:2203.08635. Full description at Econpapers || Download paper | |
2022 | A Network Approach to Consumption. (2022). Mayerhoffer, Daniel M ; Schulz, Jan. In: Papers. RePEc:arx:papers:2203.14259. Full description at Econpapers || Download paper | |
2022 | Forecasting Electricity Prices. (2022). Weron, Rafał ; Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2204.11735. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Wealth and income inequality in the long run. (2022). Vermeulen, Philip ; Lieberknecht, Philipp. In: Working Papers. RePEc:aut:wpaper:202202. Full description at Econpapers || Download paper | |
2022 | Nowcasting Canadian GDP with Density Combinations. (2022). Chernis, Tony ; Webley, Taylor. In: Discussion Papers. RePEc:bca:bocadp:22-12. Full description at Econpapers || Download paper | |
2021 | Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544. Full description at Econpapers || Download paper | |
2021 | Nowcast of Macroeconomic Aggregates in Argentina: Comparing the Predictive Capacity of Different Models. (2021). Garegnani, Lorena ; Dogliolo, Fiorella ; Damato, Laura ; Blanco, Emilio. In: BCRA Working Paper Series. RePEc:bcr:wpaper:202190. Full description at Econpapers || Download paper | |
2021 | Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138. Full description at Econpapers || Download paper | |
2021 | A liquidity risk early warning indicator for Italian banks: a machine learning approach. (2021). Nobili, Stefano ; Drudi, Maria Ludovica. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1337_21. Full description at Econpapers || Download paper | |
2022 | The Rising Interconnectedness of the Insurance Sector. (2022). Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:857. Full description at Econpapers || Download paper | |
2021 | The Hard Problem of Prediction for Conflict Prevention. (2021). Rauh, Christopher ; Mueller, Hannes. In: Working Papers. RePEc:bge:wpaper:1244. Full description at Econpapers || Download paper | |
2021 | Can Machine Learning Help to Select Portfolios of Mutual Funds?. (2021). , Andre ; Nogales, Francisco J ; Gil-Bazo, Javier ; Demiguel, Victor ; de Miguel, Victor . In: Working Papers. RePEc:bge:wpaper:1245. Full description at Econpapers || Download paper | |
2021 | Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds. (2021). Hördahl, Peter ; Creal, Drew ; Chernov, Mikhail ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:918. Full description at Econpapers || Download paper | |
2021 | Do outliers matter? The predictive ability of average skewness on market returns using robust skewness measures. (2021). Yan, WU ; Shi, Jing ; Liao, Yin ; Han, Jianlei ; Bo, Xu Chong. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:3977-4006. Full description at Econpapers || Download paper | |
2021 | The share of the global energy mix: Signs of convergence?. (2021). Ghoshray, Atanu ; Malki, Issam. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:1:p:34-50. Full description at Econpapers || Download paper | |
2022 | Trends and cycles in macro series: The case of US real GDP. (2022). Gilalana, Luis Alberiko ; Caporale, Guglielmo Maria. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:1:p:123-134. Full description at Econpapers || Download paper | |
2022 | Tracking a central bankers preference: A nonparametric regression approach. (2022). Park, Sookyung. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:1:p:291-307. Full description at Econpapers || Download paper | |
2021 | The Direction and Intensity of China’s Monetary Policy: A Dynamic Factor Modelling Approach*. (2021). Tsang, Andrew ; Funke, Michael. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:316:p:100-122. Full description at Econpapers || Download paper | |
2021 | Assessing the Informational Content of Official Australian Bureau of Meteorology Forecasts of Wind Speed. (2021). Hurn, Stan ; Tian, Jing ; Xu, Lina. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:319:p:525-547. Full description at Econpapers || Download paper | |
2021 | How to build a factor portfolio: Does the allocation strategy matter?. (2021). Wendt, Viktoriasophie ; Drobetz, Wolfgang ; Dichtl, Hubert. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:20-58. Full description at Econpapers || Download paper | |
2021 | Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137. Full description at Econpapers || Download paper | |
2022 | The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen M ; Gupta, Rangan ; Gilalana, Luis A ; Canarella, Giorgio. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64. Full description at Econpapers || Download paper | |
2021 | Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings. (2021). GUPTA, RANGAN ; Wohar, Mark E ; Kanda, Patrick. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:324-335. Full description at Econpapers || Download paper | |
2021 | Currency hedging and quantitative easing: Evidence from global bond markets. (2021). Zhong, Rui ; Zhang, Jie ; Kryzanowski, Lawrence. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:555-597. Full description at Econpapers || Download paper | |
2021 | Variants of consumption?wealth ratios and predictability of U.S. government bond risk premia. (2021). GUPTA, RANGAN ; Wohar, Mark E ; Epni, Ouzhan. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:661-674. Full description at Econpapers || Download paper | |
2022 | Does the kitchen?sink model work forecasting the equity premium?. (2022). Yin, Anwen. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:223-247. Full description at Econpapers || Download paper | |
2021 | Predictive Inference Based on Markov Chain Monte Carlo Output. (2021). Gneiting, Tilmann ; Thorarinsdottir, Thordis ; Lerch, Sebastian ; Kruger, Fabian. In: International Statistical Review. RePEc:bla:istatr:v:89:y:2021:i:2:p:274-301. Full description at Econpapers || Download paper | |
2021 | FINANCIALIZATION OF COMMODITIES BEFORE AND AFTER THE GREAT FINANCIAL CRISIS. (2021). Natoli, Filippo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:488-511. Full description at Econpapers || Download paper | |
2021 | AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614. Full description at Econpapers || Download paper | |
2022 | Anomalies and the Expected Market Return. (2022). Rapach, David E ; Li, Yan ; Dong, XI ; Zhou, Guofu. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:639-681. Full description at Econpapers || Download paper | |
2021 | A dynamic factor model approach to incorporate Big Data in state space models for official statistics. (2021). Smeekes, Stephan ; Palm, Franz ; Schiavoni, Caterina ; van den Brakel, Jan. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:1:p:324-353. Full description at Econpapers || Download paper | |
2021 | Unit root testing with slowly varying trends. (2021). Otto, Sven. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:1:p:85-106. Full description at Econpapers || Download paper | |
2021 | A Re?Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach. (2021). Rodrigues, Paulo ; Nicolau, Jo o ; Zsurkis, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:935-959. Full description at Econpapers || Download paper | |
2022 | Capital controls and the volatility of the renminbi covered interest deviation. (2022). CHEN, Jinzhao ; Qian, Xingwang ; Lin, Zhitao. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:1:p:205-236. Full description at Econpapers || Download paper | |
2021 | Nowcasting South African gross domestic product using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Reid, Geordie ; Olds, Tim. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:526-554. Full description at Econpapers || Download paper | |
2022 | Intra?regional spillovers from Nigeria and South Africa to the rest of Africa: New evidence from a FAVAR model. (2022). Omoshoro-Jones, Oyeyinka ; Bonga-Bonga, Lumengo ; Bongabonga, Lumengo ; Omoshorojones, Oyenyinka Sunday. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:251-275. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Handbook of Economic Forecasting | |
Handbook of Economic Forecasting |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2000 | Testing for Unit Roots with Stationary Covariates In: Economics Working Papers. [Full Text][Citation analysis] | paper | 69 |
2000 | Testing for Unit Roots with Stationary Covariances.(2000) In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
2002 | Testing for Unit Roots with Stationary Covariates.(2002) In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
2000 | Testing for Unit Roots with Stationary Covariances.(2000) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
2002 | Testing for Unit Roots with Stationary Covariates.(2002) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
2003 | Testing for unit roots with stationary covariates.(2003) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | article | |
2008 | Economic Forecasting In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 247 |
2007 | Economic Forecasting.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 247 | paper | |
2016 | Economic Forecasting.(2016) In: Economics Books. [Citation analysis] This paper has another version. Agregated cites: 247 | book | |
1989 | The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution In: 1989 Conference (33rd), February 7-9, 1989, Christchurch, New Zealand. [Full Text][Citation analysis] | paper | 2 |
1989 | THE REJECTION OF HOMOGENEITY IN DEMAND AND SUPPLY ANALYSIS: AN EXPLANATION AND SOLUTION.(1989) In: New South Wales - School of Economics. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | Forecasting in Economics and Finance In: Annual Review of Economics. [Full Text][Citation analysis] | article | 46 |
2016 | Forecasting in Economics and Finance.(2016) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
2016 | Forecasting in Economics and Finance.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
2021 | Detecting p-hacking In: Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Detecting p-Hacking.(2022) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2022 | Detecting p?Hacking.(2022) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2022 | (When) Can We Detect $p$-Hacking? In: Papers. [Full Text][Citation analysis] | paper | 0 |
2000 | Estimating Restricted Cointegrating Vectors. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 7 |
1999 | Estimating Restricted Cointegrating Vectors.(1999) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2005 | Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 21 |
1994 | The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
1992 | Some Evidence on Option Prices as Predictors of Volatility. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 3 |
2002 | Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 96 |
2004 | Optimal forecast combinations under general loss functions and forecast error distributions.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 96 | article | |
2013 | Complete subset regressions In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 98 |
2013 | Complete subset regressions.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 98 | article | |
2004 | Optimal Power for Testing Potential Cointegrating Vectors with Known In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2014 | Pre and post break parameter inference In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
2014 | Pre and post break parameter inference.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2004 | Optimally Testing General Breaking Processes in Linear Time Series Models In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2015 | NEARLY OPTIMAL TESTS WHEN A NUISANCE PARAMETER IS PRESENT UNDER THE NULL HYPOTHESIS In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 57 |
2015 | Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis.(2015) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | article | |
1998 | Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 85 |
1999 | Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market.(1999) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | article | |
1998 | Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market.(1998) In: Discussion Paper Series. [Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
2014 | Annals issue of Journal of Econometrics Recent Advances in Time Series Econometrics Guest Editors introduction In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2000 | Confidence Intervals for Autoregressive Coefficients Near One In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 37 |
2001 | Confidence intervals for autoregressive coefficients near one.(2001) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
2020 | Testing for a trend with persistent errors In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Testing for a trend with persistent errors.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2001 | Tests for Unit Roots and the Initial Observation In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2001 | Tests for Unit Roots and the Initial Observation.(2001) In: University of St. Gallen Department of Economics working paper series 2002. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2004 | Confidence Sets for the Date of a Single Break in Linear Time Series Regressions In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 71 |
2007 | Confidence sets for the date of a single break in linear time series regressions.(2007) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 71 | article | |
1995 | International Business Cycles and the Dynamics of the Current Account In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
1996 | International business cycles and the dynamics of the current account.(1996) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
2003 | Estimating Loss Function Parameters In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2004 | Optimal Forecast Combination Under Regime Switching In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 62 |
2005 | OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING *.(2005) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | article | |
1994 | Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown In: Econometric Theory. [Full Text][Citation analysis] | article | 98 |
1992 | Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown.(1992) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 98 | paper | |
1995 | Inference in Models with Nearly Integrated Regressors In: Econometric Theory. [Full Text][Citation analysis] | article | 199 |
1998 | TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2009 | TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
1996 | Efficient Tests for an Autoregressive Unit Root. In: Econometrica. [Full Text][Citation analysis] | article | 3413 |
1992 | Efficient Tests for an Autoregressive Unit Root.(1992) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3413 | paper | |
1998 | On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots In: Econometrica. [Citation analysis] | article | 138 |
2003 | Tests for Unit Roots and the Initial Condition In: Econometrica. [Citation analysis] | article | 126 |
2004 | Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] | paper | 171 |
2005 | BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?.(2005) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 171 | paper | |
2008 | Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?.(2008) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 171 | article | |
2012 | Supervisor training to support principle-driven practice with youth in foster care In: Children and Youth Services Review. [Full Text][Citation analysis] | article | 0 |
2015 | Complete subset regressions with large-dimensional sets of predictors In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 22 |
2006 | Forecasting with Trending Data In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 14 |
2006 | Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
2006 | Minimizing the impact of the initial condition on testing for unit roots In: Journal of Econometrics. [Full Text][Citation analysis] | article | 39 |
2011 | A control function approach for testing the usefulness of trending variables in forecast models and linear regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
2013 | Predicting binary outcomes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 39 |
2009 | Sir Clive W. J. Granger (1934-2009) In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2002 | Comments on Forecasting with a real-time data set for macroeconomists In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 15 |
2004 | Evaluating significance: comments on size matters In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). [Full Text][Citation analysis] | article | 5 |
1999 | Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution. In: International Economic Review. [Citation analysis] | article | 135 |
2006 | On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 25 |
2019 | Combined economic and technological evaluation of battery energy storage for grid applications In: Nature Energy. [Full Text][Citation analysis] | article | 8 |
1995 | Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
2005 | Estimation and Testing of Forecast Rationality under Flexible Loss In: Review of Economic Studies. [Full Text][Citation analysis] | article | 184 |
2006 | Efficient Tests for General Persistent Time Variation in Regression Coefficients In: Review of Economic Studies. [Full Text][Citation analysis] | article | 90 |
1992 | Accounting for Non-stationarity in Demand Systems In: Palgrave Macmillan Books. [Citation analysis] | chapter | 1 |
2016 | Introduction In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 0 |
1988 | Pricing Behaviour in Australian Financial Futures Markets In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1988 | The Intertemporal Government Budget Constraint and Tests for Bubbles In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
1989 | Option Prices and Implied Volatilities: An Empirical Analysis In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Forecast combination when outcomes are difficult to predict In: Empirical Economics. [Full Text][Citation analysis] | article | 5 |
2016 | Forecasting Conditional Probabilities of Binary Outcomes under Misspecification In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
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