33
H index
67
i10 index
4074
Citations
University of Reading | 33 H index 67 i10 index 4074 Citations RESEARCH PRODUCTION: 99 Articles 94 Papers 3 Books 6 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 38 years (1986 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pcl24 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Peter Clements. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649. Full description at Econpapers || Download paper | |
2023 | Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562. Full description at Econpapers || Download paper | |
2023 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper | |
2023 | Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362. Full description at Econpapers || Download paper | |
2023 | Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747. Full description at Econpapers || Download paper | |
2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper | |
2023 | Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2023). Ziel, Florian ; Ghelasi, Paul. In: Papers. RePEc:arx:papers:2305.16255. Full description at Econpapers || Download paper | |
2023 | Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867. Full description at Econpapers || Download paper | |
2023 | Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | What consistent responses on future inflation by consumers can reveal. (2023). Sabourin, Patrick ; Miller, Sarah. In: Discussion Papers. RePEc:bca:bocadp:23-7. Full description at Econpapers || Download paper | |
2023 | Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18. Full description at Econpapers || Download paper | |
2023 | A supply-side GDP nowcasting model. (2023). Cerezo, Alejandro Fernandez. In: Economic Bulletin. RePEc:bde:journl:y:2023:i:01:n:18. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Peering into a crystal ball: Forecasting behavior and industry foresight. (2023). Wilde, Daniel ; Kapoor, Rahul. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:3:p:704-736. Full description at Econpapers || Download paper | |
2023 | Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps100. Full description at Econpapers || Download paper | |
2023 | Testing for Differences in Survey-Based Density Expectations: A Compositional Data Approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10256. Full description at Econpapers || Download paper | |
2023 | A comparison of high-frequency realized variance measures: Does anything beat ACD(1,1)?. (2023). Wiedemann, Timo ; Segnon, Mawuli ; Schulte-Tillmann, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:10523. Full description at Econpapers || Download paper | |
2023 | Testing for differences in survey-based density expectations: a compositional data approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: Working Paper Series. RePEc:ecb:ecbwps:20232791. Full description at Econpapers || Download paper | |
2023 | Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815. Full description at Econpapers || Download paper | |
2023 | GDP revisions are not cool: the impact of statistical agencies’ trade-o?. (2023). Paredes, Joan ; Asimakopoulos, Stylianos ; Garcia, Jose Salvado ; Lalik, Magdalena. In: Working Paper Series. RePEc:ecb:ecbwps:20232857. Full description at Econpapers || Download paper | |
2023 | Heat load forecasting using adaptive spatial hierarchies. (2023). Madsen, Henrik ; Moller, Jan Kloppenborg ; Sorensen, Mikkel Lindstrom ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010401. Full description at Econpapers || Download paper | |
2023 | Residential energy consumption forecasting using deep learning models. (2023). Dias, Bruno H ; Silva, Walquiria N ; Villela, Saulo Moraes ; Vitor, Paulo. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010693. Full description at Econpapers || Download paper | |
2023 | Macroeconomic effects of uncertainty shocks: Evidence from Korea. (2023). Cho, Dooyeon ; Kim, Husang. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001270. Full description at Econpapers || Download paper | |
2023 | Unveiling the sentiment behind central bank narratives: A novel deep learning index. (2023). Radu, Tefan-Constantin ; Pochea, Maria-Miruna ; Nioi, Mihai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000230. Full description at Econpapers || Download paper | |
2023 | Can we estimate macroforecasters’ mis-behavior?. (2023). Chini, Emilio Zanetti. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000386. Full description at Econpapers || Download paper | |
2023 | Assessing the World Bank’s growth forecasts. (2023). Tsuchiya, Yoichi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:64-84. Full description at Econpapers || Download paper | |
2023 | How many fundamentals should we include in the behavioral equilibrium exchange rate model?. (2023). Rubaszek, Michał ; Ca, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x. Full description at Econpapers || Download paper | |
2023 | The effectiveness of labor market indicators for conducting monetary policy: Evidence from the Korean economy. (2023). Kim, Tae Bong ; Lee, Hangyu. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003352. Full description at Econpapers || Download paper | |
2023 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972. Full description at Econpapers || Download paper | |
2023 | Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160. Full description at Econpapers || Download paper | |
2023 | Diligent forecasters can make accurate predictions despite disagreeing with the consensus. (2023). Zheng, Xinye ; An, Zidong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001840. Full description at Econpapers || Download paper | |
2023 | Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377. Full description at Econpapers || Download paper | |
2023 | Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk. (2023). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002063. Full description at Econpapers || Download paper | |
2023 | Loss function-based change point detection in risk measures. (2023). Wang, Shixuan ; Lazar, Emese ; Xue, Xiaohan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:415-431. Full description at Econpapers || Download paper | |
2023 | Turkey: From a thriving economic past towards a rugged future? - An empirical analysis on the Turkish financial markets. (2023). Kiohos, Apostolos ; Nikas, Christos ; Stoupos, Nikolaos. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001091. Full description at Econpapers || Download paper | |
2023 | Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321. Full description at Econpapers || Download paper | |
2023 | Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271. Full description at Econpapers || Download paper | |
2023 | Distributional neural networks for electricity price forecasting. (2023). Weron, Rafał ; Ziel, Florian ; Narajewski, Micha ; Marcjasz, Grzegorz. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003419. Full description at Econpapers || Download paper | |
2023 | Digitalization in decarbonizing electricity systems – Phenomena, regional aspects, stakeholders, use cases, challenges and policy options. (2023). Verma, Piyush ; Covatariu, Andrei ; Milojevic, Tatjana ; Heymann, Fabian. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024033. Full description at Econpapers || Download paper | |
2023 | Differential attention net: Multi-directed differential attention based hybrid deep learning model for solar power forecasting. (2023). Jana, Kartick C ; Shrivastava, Ashish ; Rai, Amit. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026329. Full description at Econpapers || Download paper | |
2023 | Memory long and short term time series network for ultra-short-term photovoltaic power forecasting. (2023). Yang, Mengyuan ; Huang, Congzhi. In: Energy. RePEc:eee:energy:v:279:y:2023:i:c:s0360544223013555. Full description at Econpapers || Download paper | |
2023 | Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x. Full description at Econpapers || Download paper | |
2023 | Herding in foreign direct investment. (2023). Muradoglu, Yaz ; Vasileva, Kristina ; Muradolu, Yaz Gulnur ; Levis, Mario. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000194. Full description at Econpapers || Download paper | |
2023 | Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247. Full description at Econpapers || Download paper | |
2023 | The accuracy of IMF crises nowcasts. (2023). Rollinson, Yuan Gao ; Eicher, Theo S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:431-449. Full description at Econpapers || Download paper | |
2023 | Analysing differences between scenarios. (2023). Hendry, David ; Pretis, Felix. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:754-771. Full description at Econpapers || Download paper | |
2023 | Differing behaviours of forecasters of UK GDP growth. (2023). Driver, Ciaran ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:772-790. Full description at Econpapers || Download paper | |
2023 | Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921. Full description at Econpapers || Download paper | |
2023 | The power of narrative sentiment in economic forecasts. (2023). Sharpe, Steven ; Hollrah, Christopher A ; Sinha, Nitish R. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1097-1121. Full description at Econpapers || Download paper | |
2023 | Distributed ARIMA models for ultra-long time series. (2023). Li, Feng ; Hyndman, Rob ; Kang, Yanfei ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1163-1184. Full description at Econpapers || Download paper | |
2023 | fETSmcs: Feature-based ETS model component selection. (2023). Jia, Suling ; Wang, Qiang ; Li, Xixi ; Qi, Lingzhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1303-1317. Full description at Econpapers || Download paper | |
2023 | Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460. Full description at Econpapers || Download paper | |
2023 | The scope and methodology of economic and financial asymmetries. (2023). Stengos, Thanasis ; Malliaris, Anastasios ; Alogoskoufis, George. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000099. Full description at Econpapers || Download paper | |
2023 | Optimal competitive capacity strategies: Evidence from the container shipping market. (2023). de Koster, M. B. M, ; Zuidwijk, Rob ; Li, Xishu. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001955. Full description at Econpapers || Download paper | |
2023 | The artificial intelligence-assisted short-term optimal scheduling of a cascade hydro-photovoltaic complementary system with hybrid time steps. (2023). Kurban, Aynur ; He, YI ; Zheng, Kun ; Guo, SU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:1169-1189. Full description at Econpapers || Download paper | |
2023 | The FOMC versus the Staff: Do Policymakers Add Value in Their Tales?. (2023). Nguyen, My T ; Mitchell, James ; Filippou, Ilias. In: Working Papers. RePEc:fip:fedcwq:96636. Full description at Econpapers || Download paper | |
2023 | The Impact of the COVID-19 Pandemic on the Use of the Menor Preço Brasil Application. (2023). Fochezatto, Adelar ; Tonetto, Jorge Luis ; Pique, Josep Miquel. In: Administrative Sciences. RePEc:gam:jadmsc:v:13:y:2023:i:11:p:229-:d:1267156. Full description at Econpapers || Download paper | |
2023 | ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation. (2023). Janczura, Joanna ; Pu, Andrzej. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:807-:d:1031193. Full description at Econpapers || Download paper | |
2023 | Forecasting the Monash Microgrid for the IEEE-CIS Technical Challenge. (2023). Bean, Richard. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1050-:d:1039403. Full description at Econpapers || Download paper | |
2023 | Enhancing Smart Home Design with AI Models: A Case Study of Living Spaces Implementation Review. (2023). Almssad, Asaad ; Yitmen, Ibrahim ; Almusaed, Amjad. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:6:p:2636-:d:1094089. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Comprehensive Review on Waste Generation Modeling. (2023). Szasziova, Lenka ; Roseck, Martin ; Smejkalova, Veronika ; Omplak, Radovan ; Pavlas, Martin ; Hrabec, Duan ; Nevrl, Vlastimir. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3278-:d:1064709. Full description at Econpapers || Download paper | |
2023 | Herding in Probabilistic Forecasts. (2023). Satopaa, Ville ; Keppo, Jussi ; Jia, Yanwei. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2713-2732. Full description at Econpapers || Download paper | |
2023 | Structural Breaks in Seemingly Unrelated Regression Models. (2023). Parsaeian, Shahnaz. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202308. Full description at Econpapers || Download paper | |
2023 | A Combination Forecast for Nonparametric Models with Structural Breaks. (2023). , Gunawan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202310. Full description at Econpapers || Download paper | |
2023 | Using Macrofinancial Models to Simulate Macroeconomic Developments During the COVID-19 Pandemic: The Case of Albania. (2023). Gerl, Adam ; Skufi, Lorena. In: Eastern European Economics. RePEc:mes:eaeuec:v:61:y:2023:i:5:p:517-553. Full description at Econpapers || Download paper | |
2023 | Arctic weather variability and connectivity. (2023). Kurths, Jurgen ; Bhatt, Uma S ; Fan, Jingfang ; Meng, Jun. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-42351-x. Full description at Econpapers || Download paper | |
2023 | Does demand forecasting matter to retailing?. (2023). Veiga, Claudimar Pereira ; Almeida, Wesley Marcos. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:11:y:2023:i:2:d:10.1057_s41270-022-00162-x. Full description at Econpapers || Download paper | |
2023 | Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202308. Full description at Econpapers || Download paper | |
2023 | Energy-Related Uncertainty and International Stock Market Volatility. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Bouri, Elie ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202336. Full description at Econpapers || Download paper | |
2023 | A new look at asymmetric effect of oil price changes on inflation: Evidence from Malaysia. (2023). Sek, Siok Kun. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1524-1547. Full description at Econpapers || Download paper | |
2023 | Will the last be the first? Ranking German macroeconomic forecasters based on different criteria. (2023). Dopke, Jorg ; Kohler, Tim. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02267-9. Full description at Econpapers || Download paper | |
2023 | Markov chains, eigenvalues and the stability of economic growth processes. (2023). Delbianco, Fernando ; Tohme, Fernando ; Fioriti, Andres. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02276-8. Full description at Econpapers || Download paper | |
2023 | Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008. (2023). Kim, Hyun Hak ; Swanson, Norman R. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02289-3. Full description at Econpapers || Download paper | |
2023 | Labour market uncertainty after the irruption of COVID-19. (2023). Claveria, Oscar ; Sori, Petar. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02304-7. Full description at Econpapers || Download paper | |
2023 | Forecasting GDP with many predictors in a small open economy: forecast or information pooling?. (2023). Han, Daniel ; Fei, Yijie ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02356-9. Full description at Econpapers || Download paper | |
2023 | An artificial intelligence approach to forecasting when there are structural breaks: a reinforcement learning-based framework for fast switching. (2023). Marçal, Emerson ; Maral, Emerson Fernandes ; Pinto, Jeronymo Marcondes. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02389-8. Full description at Econpapers || Download paper | |
2023 | Bayesian VARs of the U.S. economy before and during the pandemic. (2023). Sznajderska, Anna ; Haug, Alfred A. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00229-9. Full description at Econpapers || Download paper | |
2023 | Robust monitoring machine: a machine learning solution for out-of-sample R $$^2$$ 2 -hacking in return predictability monitoring. (2023). Luo, Yang ; Yae, James. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00497-z. Full description at Econpapers || Download paper | |
2023 | Statistical actuarial estimation of the Capitation Payment Unit from copula functions and deep learning: historical comparability analysis for the Colombian health system, 2015–2021. (2023). Martinez, Boris ; Ramos, Jeferson ; Bejarano, Valeria ; Espinosa, Oscar. In: Health Economics Review. RePEc:spr:hecrev:v:13:y:2023:i:1:d:10.1186_s13561-022-00416-5. Full description at Econpapers || Download paper | |
2023 | Financial effects of natural disasters: a bibliometric analysis. (2023). Pasten-Henriquez, Boris ; Tapia-Grien, Pablo ; Sepulveda-Velasquez, Jorge. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:118:y:2023:i:3:d:10.1007_s11069-023-06105-8. Full description at Econpapers || Download paper | |
2023 | The D-model for GDP nowcasting. (2023). Degiannakis, Stavros. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00109-8. Full description at Econpapers || Download paper | |
2023 | Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: Working Papers. RePEc:tas:wpaper:47658. Full description at Econpapers || Download paper | |
2023 | Uncertainty of Household Inflation Expectations: Reconciling Point and Density Forecasts. (2023). Zhao, Yongchen. In: Working Papers. RePEc:tow:wpaper:2023-09. Full description at Econpapers || Download paper | |
2023 | Have climate policies been effective in Austria? A reverse causal analysis. (2023). Tebecis, Talis. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp346. Full description at Econpapers || Download paper | |
2023 | Have climate policies been effective in Austria? A reverse causal analysis. (2023). Tebecis, Talis. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:45551161. Full description at Econpapers || Download paper | |
2023 | Raiders of the lost high?frequency forecasts: New data and evidence on the efficiency of the Feds forecasting. (2023). Levinson, Trace J ; Chang, Andrew C. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:88-104. Full description at Econpapers || Download paper | |
2023 | Real?time macroeconomic projection using narrative central bank communication. (2023). Chen, Liangyuan ; Zhang, Yifan ; Fan, Jiacheng ; Lin, Jianhao. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:202-221. Full description at Econpapers || Download paper | |
2023 | Macroeconomic forecasting in times of crises. (2023). Zhong, Molin ; Guerroonquintana, Pablo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:295-320. Full description at Econpapers || Download paper | |
2023 | Nowcasting from cross?sectionally dependent panels. (2023). Nandi, Shaoni ; Fosten, Jack. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:898-919. Full description at Econpapers || Download paper | |
2023 | Modeling the relation between the US real economy and the corporate bond?yield spread in Bayesian VARs with non?Gaussian innovations. (2023). Österholm, Pär ; Osterholm, Par ; Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:347-368. Full description at Econpapers || Download paper | |
2023 | Forecasting inflation time series using score?driven dynamic models and combination methods: The case of Brazil. (2023). Lucena, Fernando Antonio ; Dias, Carlos Henrique. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:369-401. Full description at Econpapers || Download paper | |
2023 | Real?time forecasting of the Australian macroeconomy using flexible Bayesian VARs. (2023). Zhang, BO ; Nguyen, Bao ; Hou, Chenghan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:418-451. Full description at Econpapers || Download paper | |
2023 | Forecasting nonstationary time series. (2023). Welfe, Aleksander ; Gatarek, Lukasz T. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1930-1949. Full description at Econpapers || Download paper | |
2023 | Forecast accuracy of the linear and nonlinear autoregressive models in macroeconomic modeling. (2023). Mohammadi, Shapour ; Taiebnia, Ali. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:2045-2062. Full description at Econpapers || Download paper | |
2023 | Are Some Forecasters Really Better than Others? A Note*. (2023). Lahiri, Kajal ; Hounyo, Ulrich. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:577-593. Full description at Econpapers || Download paper | |
2023 | Eliciting expectation uncertainty from private households. (2023). Dovern, Jonas. In: Working Papers. RePEc:zbw:pp1859:38. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Year | Title | Type | Cited |
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2014 | Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2014 | Do US Macroeconomic Forecasters Exaggerate Their Differences? In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 6 |
2015 | Do US Macroeconomic Forecasters Exaggerate their Differences?.(2015) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2014 | Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2015 | Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 9 |
2017 | Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision.(2017) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2015 | Forecasters Disagreement about How the Economy Operates, and the Role of Long-run Relationships In: ICMA Centre Discussion Papers in Finance. [Citation analysis] | paper | 0 |
2016 | Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2016 | Sir Clive W.J. Grangers Contributions to Forecasting In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
2017 | Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 1 |
2020 | Individual Forecaster Perceptions of the Persistence of Shocks to GDP In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 3 |
2022 | Individual forecaster perceptions of the persistence of shocks to GDP.(2022) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
1994 | Can Econometrics Improve Economic Forecasting? In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 9 |
2002 | Can oil shocks explain asymmetries in the US Business Cycle? In: Empirical Economics. [Full Text][Citation analysis] | article | 38 |
2002 | Conditional mean functions of non-linear models of US output In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
2006 | Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts In: Empirical Economics. [Full Text][Citation analysis] | article | 20 |
1999 | On winning forecasting competitions in economics In: Spanish Economic Review. [Full Text][Citation analysis] | article | 25 |
2012 | Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 8 |
2014 | Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 73 |
2017 | Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 13 |
2023 | The choice of performance measures, target setting and vesting levels in UK firms Chief Executive Officer equity?based compensation In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2013 | REAL?TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS In: Journal of Applied Econometrics. [Citation analysis] | article | 34 |
2023 | Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2015 | Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends? In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 6 |
2018 | Do Macroforecasters Herd? In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 6 |
2022 | Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual?Level Survey Data In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 1 |
1997 | A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] | paper | 5 |
2020 | Density Forecasting with BVAR Models under Macroeconomic Data Uncertainty In: EMF Research Papers. [Full Text][Citation analysis] | paper | 2 |
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